CME Euro FX (E) Future September 2013

Trading Metrics calculated at close of trading on 19-Dec-2012

Day Change Summary
	Previous	Current
	18-Dec-2012	19-Dec-2012	Change	Change %	Previous Week
Open	1.3227	1.3338	0.0111	0.8%	1.2978
High	1.3257	1.3338	0.0081	0.6%	1.3208
Low	1.3227	1.3286	0.0059	0.4%	1.2978
Close	1.3257	1.3286	0.0029	0.2%	1.3198
Range	0.0030	0.0052	0.0022	73.3%	0.0230
ATR	0.0049	0.0052	0.0002	4.6%	0.0000
Volume	2	2	0	0.0%	26

Daily Pivots for day following 19-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3459	1.3425	1.3315
R3	1.3407	1.3373	1.3300
R2	1.3355	1.3355	1.3296
R1	1.3321	1.3321	1.3291	1.3312
PP	1.3303	1.3303	1.3303	1.3299
S1	1.3269	1.3269	1.3281	1.3260
S2	1.3251	1.3251	1.3276
S3	1.3199	1.3217	1.3272
S4	1.3147	1.3165	1.3257

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	1.3338	1.3103	0.0235	1.8%	0.0040	0.3%	78%	True	False	7
10	1.3338	1.2939	0.0399	3.0%	0.0044	0.3%	87%	True	False	5
20	1.3338	1.2800	0.0538	4.0%	0.0038	0.3%	90%	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 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3559
2.618	1.3474
1.618	1.3422
1.000	1.3390
0.618	1.3370
HIGH	1.3338
0.618	1.3318
0.500	1.3312
0.382	1.3306
LOW	1.3286
0.618	1.3254
1.000	1.3234
1.618	1.3202
2.618	1.3150
4.250	1.3065

Fisher Pivots for day following 19-Dec-2012
Pivot	1 day	3 day
R1	1.3312	1.3278
PP	1.3303	1.3270
S1	1.3295	1.3262

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols