CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 31-Dec-2012
Day Change Summary
Previous Current
28-Dec-2012 31-Dec-2012 Change Change % Previous Week
Open 1.3257 1.3233 -0.0024 -0.2% 1.3226
High 1.3257 1.3233 -0.0024 -0.2% 1.3275
Low 1.3257 1.3233 -0.0024 -0.2% 1.3226
Close 1.3257 1.3233 -0.0024 -0.2% 1.3257
Range
ATR 0.0043 0.0041 -0.0001 -3.1% 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 31-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3233 1.3233 1.3233
R3 1.3233 1.3233 1.3233
R2 1.3233 1.3233 1.3233
R1 1.3233 1.3233 1.3233 1.3233
PP 1.3233 1.3233 1.3233 1.3233
S1 1.3233 1.3233 1.3233 1.3233
S2 1.3233 1.3233 1.3233
S3 1.3233 1.3233 1.3233
S4 1.3233 1.3233 1.3233
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3400 1.3377 1.3284
R3 1.3351 1.3328 1.3270
R2 1.3302 1.3302 1.3266
R1 1.3279 1.3279 1.3261 1.3291
PP 1.3253 1.3253 1.3253 1.3258
S1 1.3230 1.3230 1.3253 1.3242
S2 1.3204 1.3204 1.3248
S3 1.3155 1.3181 1.3244
S4 1.3106 1.3132 1.3230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3275 1.3226 0.0049 0.4% 0.0000 0.0% 14% False False 2
10 1.3338 1.3185 0.0153 1.2% 0.0013 0.1% 31% False False 3
20 1.3338 1.2939 0.0399 3.0% 0.0026 0.2% 74% False False 4
40 1.3338 1.2751 0.0587 4.4% 0.0021 0.2% 82% False False 3
Crabel Price Patterns
NR False
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.3233
2.618 1.3233
1.618 1.3233
1.000 1.3233
0.618 1.3233
HIGH 1.3233
0.618 1.3233
0.500 1.3233
0.382 1.3233
LOW 1.3233
0.618 1.3233
1.000 1.3233
1.618 1.3233
2.618 1.3233
4.250 1.3233
Fisher Pivots for day following 31-Dec-2012
Pivot 1 day 3 day
R1 1.3233 1.3254
PP 1.3233 1.3247
S1 1.3233 1.3240

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

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