CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 21-Dec-2012
Day Change Summary
Previous Current
20-Dec-2012 21-Dec-2012 Change Change % Previous Week
Open 1.3279 1.3240 -0.0039 -0.3% 1.3196
High 1.3279 1.3240 -0.0039 -0.3% 1.3338
Low 1.3279 1.3201 -0.0078 -0.6% 1.3185
Close 1.3279 1.3214 -0.0065 -0.5% 1.3214
Range 0.0000 0.0039 0.0039 0.0153
ATR 0.0048 0.0051 0.0002 4.4% 0.0000
Volume 1 1 0 0.0% 22
Daily Pivots for day following 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3335 1.3314 1.3235
R3 1.3296 1.3275 1.3225
R2 1.3257 1.3257 1.3221
R1 1.3236 1.3236 1.3218 1.3227
PP 1.3218 1.3218 1.3218 1.3214
S1 1.3197 1.3197 1.3210 1.3188
S2 1.3179 1.3179 1.3207
S3 1.3140 1.3158 1.3203
S4 1.3101 1.3119 1.3193
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3705 1.3612 1.3298
R3 1.3552 1.3459 1.3256
R2 1.3399 1.3399 1.3242
R1 1.3306 1.3306 1.3228 1.3353
PP 1.3246 1.3246 1.3246 1.3269
S1 1.3153 1.3153 1.3200 1.3200
S2 1.3093 1.3093 1.3186
S3 1.2940 1.3000 1.3172
S4 1.2787 1.2847 1.3130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3338 1.3185 0.0153 1.2% 0.0027 0.2% 19% False False 4
10 1.3338 1.2978 0.0360 2.7% 0.0036 0.3% 66% False False 4
20 1.3338 1.2932 0.0406 3.1% 0.0031 0.2% 69% False False 4
40 1.3338 1.2751 0.0587 4.4% 0.0022 0.2% 79% False False 3
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 1.3406
2.618 1.3342
1.618 1.3303
1.000 1.3279
0.618 1.3264
HIGH 1.3240
0.618 1.3225
0.500 1.3221
0.382 1.3216
LOW 1.3201
0.618 1.3177
1.000 1.3162
1.618 1.3138
2.618 1.3099
4.250 1.3035
Fisher Pivots for day following 21-Dec-2012
Pivot 1 day 3 day
R1 1.3221 1.3270
PP 1.3218 1.3251
S1 1.3216 1.3233

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

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