CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 26-Nov-2012
Day Change Summary
Previous Current
23-Nov-2012 26-Nov-2012 Change Change % Previous Week
Open 1.2940 1.3001 0.0061 0.5% 1.2812
High 1.3031 1.3007 -0.0024 -0.2% 1.3031
Low 1.2940 1.3001 0.0061 0.5% 1.2800
Close 1.3031 1.3007 -0.0024 -0.2% 1.3031
Range 0.0091 0.0006 -0.0085 -93.4% 0.0231
ATR 0.0046 0.0045 -0.0001 -2.5% 0.0000
Volume 3 2 -1 -33.3% 9
Daily Pivots for day following 26-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3023 1.3021 1.3010
R3 1.3017 1.3015 1.3009
R2 1.3011 1.3011 1.3008
R1 1.3009 1.3009 1.3008 1.3010
PP 1.3005 1.3005 1.3005 1.3006
S1 1.3003 1.3003 1.3006 1.3004
S2 1.2999 1.2999 1.3006
S3 1.2993 1.2997 1.3005
S4 1.2987 1.2991 1.3004
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 1.2800 0.0231 1.8% 0.0043 0.3% 90% False False 2
10 1.3031 1.2751 0.0280 2.2% 0.0022 0.2% 91% False False 2
20 1.3031 1.2751 0.0280 2.2% 0.0012 0.1% 91% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3033
2.618 1.3023
1.618 1.3017
1.000 1.3013
0.618 1.3011
HIGH 1.3007
0.618 1.3005
0.500 1.3004
0.382 1.3003
LOW 1.3001
0.618 1.2997
1.000 1.2995
1.618 1.2991
2.618 1.2985
4.250 1.2976
Fisher Pivots for day following 26-Nov-2012
Pivot 1 day 3 day
R1 1.3006 1.2977
PP 1.3005 1.2946
S1 1.3004 1.2916

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

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