CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 29-Nov-2012
Day Change Summary
Previous Current
28-Nov-2012 29-Nov-2012 Change Change % Previous Week
Open 1.2932 1.3021 0.0089 0.7% 1.2812
High 1.2975 1.3026 0.0051 0.4% 1.3031
Low 1.2932 1.3015 0.0083 0.6% 1.2800
Close 1.2975 1.3015 0.0040 0.3% 1.3031
Range 0.0043 0.0011 -0.0032 -74.4% 0.0231
ATR 0.0044 0.0044 0.0001 1.2% 0.0000
Volume 1 2 1 100.0% 9
Daily Pivots for day following 29-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3052 1.3044 1.3021
R3 1.3041 1.3033 1.3018
R2 1.3030 1.3030 1.3017
R1 1.3022 1.3022 1.3016 1.3021
PP 1.3019 1.3019 1.3019 1.3018
S1 1.3011 1.3011 1.3014 1.3010
S2 1.3008 1.3008 1.3013
S3 1.2997 1.3000 1.3012
S4 1.2986 1.2989 1.3009
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 1.2932 0.0099 0.8% 0.0030 0.2% 84% False False 1
10 1.3031 1.2776 0.0255 2.0% 0.0027 0.2% 94% False False 1
20 1.3031 1.2751 0.0280 2.2% 0.0014 0.1% 94% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3073
2.618 1.3055
1.618 1.3044
1.000 1.3037
0.618 1.3033
HIGH 1.3026
0.618 1.3022
0.500 1.3021
0.382 1.3019
LOW 1.3015
0.618 1.3008
1.000 1.3004
1.618 1.2997
2.618 1.2986
4.250 1.2968
Fisher Pivots for day following 29-Nov-2012
Pivot 1 day 3 day
R1 1.3021 1.3003
PP 1.3019 1.2991
S1 1.3017 1.2979

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

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