CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 18-Dec-2012
Day Change Summary
Previous Current
17-Dec-2012 18-Dec-2012 Change Change % Previous Week
Open 1.3196 1.3227 0.0031 0.2% 1.2978
High 1.3198 1.3257 0.0059 0.4% 1.3208
Low 1.3185 1.3227 0.0042 0.3% 1.2978
Close 1.3198 1.3257 0.0059 0.4% 1.3198
Range 0.0013 0.0030 0.0017 130.8% 0.0230
ATR 0.0049 0.0049 0.0001 1.5% 0.0000
Volume 16 2 -14 -87.5% 26
Daily Pivots for day following 18-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3337 1.3327 1.3274
R3 1.3307 1.3297 1.3265
R2 1.3277 1.3277 1.3263
R1 1.3267 1.3267 1.3260 1.3272
PP 1.3247 1.3247 1.3247 1.3250
S1 1.3237 1.3237 1.3254 1.3242
S2 1.3217 1.3217 1.3252
S3 1.3187 1.3207 1.3249
S4 1.3157 1.3177 1.3241
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3818 1.3738 1.3325
R3 1.3588 1.3508 1.3261
R2 1.3358 1.3358 1.3240
R1 1.3278 1.3278 1.3219 1.3318
PP 1.3128 1.3128 1.3128 1.3148
S1 1.3048 1.3048 1.3177 1.3088
S2 1.2898 1.2898 1.3156
S3 1.2668 1.2818 1.3135
S4 1.2438 1.2588 1.3072
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3257 1.3039 0.0218 1.6% 0.0046 0.3% 100% True False 8
10 1.3257 1.2939 0.0318 2.4% 0.0038 0.3% 100% True False 5
20 1.3257 1.2800 0.0457 3.4% 0.0035 0.3% 100% True False 4
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3385
2.618 1.3336
1.618 1.3306
1.000 1.3287
0.618 1.3276
HIGH 1.3257
0.618 1.3246
0.500 1.3242
0.382 1.3238
LOW 1.3227
0.618 1.3208
1.000 1.3197
1.618 1.3178
2.618 1.3148
4.250 1.3100
Fisher Pivots for day following 18-Dec-2012
Pivot 1 day 3 day
R1 1.3252 1.3231
PP 1.3247 1.3206
S1 1.3242 1.3180

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

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