CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 23-Nov-2012
Day Change Summary
Previous Current
21-Nov-2012 23-Nov-2012 Change Change % Previous Week
Open 1.2800 1.2940 0.0140 1.1% 1.2812
High 1.2875 1.3031 0.0156 1.2% 1.3031
Low 1.2800 1.2940 0.0140 1.1% 1.2800
Close 1.2872 1.3031 0.0159 1.2% 1.3031
Range 0.0075 0.0091 0.0016 21.3% 0.0231
ATR 0.0037 0.0046 0.0009 23.6% 0.0000
Volume 2 3 1 50.0% 9
Daily Pivots for day following 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3274 1.3243 1.3081
R3 1.3183 1.3152 1.3056
R2 1.3092 1.3092 1.3048
R1 1.3061 1.3061 1.3039 1.3077
PP 1.3001 1.3001 1.3001 1.3008
S1 1.2970 1.2970 1.3023 1.2986
S2 1.2910 1.2910 1.3014
S3 1.2819 1.2879 1.3006
S4 1.2728 1.2788 1.2981
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3647 1.3570 1.3158
R3 1.3416 1.3339 1.3095
R2 1.3185 1.3185 1.3073
R1 1.3108 1.3108 1.3052 1.3147
PP 1.2954 1.2954 1.2954 1.2973
S1 1.2877 1.2877 1.3010 1.2916
S2 1.2723 1.2723 1.2989
S3 1.2492 1.2646 1.2967
S4 1.2261 1.2415 1.2904
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3031 1.2776 0.0255 2.0% 0.0042 0.3% 100% True False 2
10 1.3031 1.2751 0.0280 2.1% 0.0022 0.2% 100% True False 2
20 1.3031 1.2751 0.0280 2.1% 0.0012 0.1% 100% True False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.3418
2.618 1.3269
1.618 1.3178
1.000 1.3122
0.618 1.3087
HIGH 1.3031
0.618 1.2996
0.500 1.2986
0.382 1.2975
LOW 1.2940
0.618 1.2884
1.000 1.2849
1.618 1.2793
2.618 1.2702
4.250 1.2553
Fisher Pivots for day following 23-Nov-2012
Pivot 1 day 3 day
R1 1.3016 1.2993
PP 1.3001 1.2954
S1 1.2986 1.2916

These figures are updated between 7pm and 10pm EST after a trading day.

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