CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 28-Nov-2012
Day Change Summary
Previous Current
27-Nov-2012 28-Nov-2012 Change Change % Previous Week
Open 1.2977 1.2932 -0.0045 -0.3% 1.2812
High 1.2977 1.2975 -0.0002 0.0% 1.3031
Low 1.2977 1.2932 -0.0045 -0.3% 1.2800
Close 1.2977 1.2975 -0.0002 0.0% 1.3031
Range 0.0000 0.0043 0.0043 0.0231
ATR 0.0044 0.0044 0.0000 0.2% 0.0000
Volume 1 1 0 0.0% 9
Daily Pivots for day following 28-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3090 1.3075 1.2999
R3 1.3047 1.3032 1.2987
R2 1.3004 1.3004 1.2983
R1 1.2989 1.2989 1.2979 1.2997
PP 1.2961 1.2961 1.2961 1.2964
S1 1.2946 1.2946 1.2971 1.2954
S2 1.2918 1.2918 1.2967
S3 1.2875 1.2903 1.2963
S4 1.2832 1.2860 1.2951
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% 76% False False 1
10 1.3031 1.2776 0.0255 2.0% 0.0026 0.2% 78% False False 1
20 1.3031 1.2751 0.0280 2.2% 0.0014 0.1% 80% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3158
2.618 1.3088
1.618 1.3045
1.000 1.3018
0.618 1.3002
HIGH 1.2975
0.618 1.2959
0.500 1.2954
0.382 1.2948
LOW 1.2932
0.618 1.2905
1.000 1.2889
1.618 1.2862
2.618 1.2819
4.250 1.2749
Fisher Pivots for day following 28-Nov-2012
Pivot 1 day 3 day
R1 1.2968 1.2973
PP 1.2961 1.2971
S1 1.2954 1.2970

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

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