CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 08-Nov-2012
Day Change Summary
Previous Current
07-Nov-2012 08-Nov-2012 Change Change % Previous Week
Open 1.2812 1.2789 -0.0023 -0.2% 1.2946
High 1.2812 1.2789 -0.0023 -0.2% 1.3023
Low 1.2812 1.2789 -0.0023 -0.2% 1.2867
Close 1.2812 1.2789 -0.0023 -0.2% 1.2867
Range
ATR
Volume 2 2 0 0.0% 10
Daily Pivots for day following 08-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2789 1.2789 1.2789
R3 1.2789 1.2789 1.2789
R2 1.2789 1.2789 1.2789
R1 1.2789 1.2789 1.2789 1.2789
PP 1.2789 1.2789 1.2789 1.2789
S1 1.2789 1.2789 1.2789 1.2789
S2 1.2789 1.2789 1.2789
S3 1.2789 1.2789 1.2789
S4 1.2789 1.2789 1.2789
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3387 1.3283 1.2953
R3 1.3231 1.3127 1.2910
R2 1.3075 1.3075 1.2896
R1 1.2971 1.2971 1.2881 1.2945
PP 1.2919 1.2919 1.2919 1.2906
S1 1.2815 1.2815 1.2853 1.2789
S2 1.2763 1.2763 1.2838
S3 1.2607 1.2659 1.2824
S4 1.2451 1.2503 1.2781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2867 1.2789 0.0078 0.6% 0.0000 0.0% 0% False True 2
10 1.3023 1.2789 0.0234 1.8% 0.0002 0.0% 0% False True 2
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.2789
2.618 1.2789
1.618 1.2789
1.000 1.2789
0.618 1.2789
HIGH 1.2789
0.618 1.2789
0.500 1.2789
0.382 1.2789
LOW 1.2789
0.618 1.2789
1.000 1.2789
1.618 1.2789
2.618 1.2789
4.250 1.2789
Fisher Pivots for day following 08-Nov-2012
Pivot 1 day 3 day
R1 1.2789 1.2824
PP 1.2789 1.2812
S1 1.2789 1.2801

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

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