CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 05-Dec-2012
Day Change Summary
Previous Current
04-Dec-2012 05-Dec-2012 Change Change % Previous Week
Open 1.3097 1.3117 0.0020 0.2% 1.3001
High 1.3141 1.3117 -0.0024 -0.2% 1.3060
Low 1.3097 1.3117 0.0020 0.2% 1.2932
Close 1.3139 1.3117 -0.0022 -0.2% 1.3039
Range 0.0044 0.0000 -0.0044 -100.0% 0.0128
ATR 0.0045 0.0043 -0.0002 -3.7% 0.0000
Volume 15 3 -12 -80.0% 10
Daily Pivots for day following 05-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3117 1.3117 1.3117
R3 1.3117 1.3117 1.3117
R2 1.3117 1.3117 1.3117
R1 1.3117 1.3117 1.3117 1.3117
PP 1.3117 1.3117 1.3117 1.3117
S1 1.3117 1.3117 1.3117 1.3117
S2 1.3117 1.3117 1.3117
S3 1.3117 1.3117 1.3117
S4 1.3117 1.3117 1.3117
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3394 1.3345 1.3109
R3 1.3266 1.3217 1.3074
R2 1.3138 1.3138 1.3062
R1 1.3089 1.3089 1.3051 1.3114
PP 1.3010 1.3010 1.3010 1.3023
S1 1.2961 1.2961 1.3027 1.2986
S2 1.2882 1.2882 1.3016
S3 1.2754 1.2833 1.3004
S4 1.2626 1.2705 1.2969
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3141 1.3015 0.0126 1.0% 0.0021 0.2% 81% False False 5
10 1.3141 1.2800 0.0341 2.6% 0.0032 0.2% 93% False False 3
20 1.3141 1.2751 0.0390 3.0% 0.0019 0.1% 94% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3117
2.618 1.3117
1.618 1.3117
1.000 1.3117
0.618 1.3117
HIGH 1.3117
0.618 1.3117
0.500 1.3117
0.382 1.3117
LOW 1.3117
0.618 1.3117
1.000 1.3117
1.618 1.3117
2.618 1.3117
4.250 1.3117
Fisher Pivots for day following 05-Dec-2012
Pivot 1 day 3 day
R1 1.3117 1.3117
PP 1.3117 1.3117
S1 1.3117 1.3117

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

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