CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 15-Nov-2012
Day Change Summary
Previous Current
14-Nov-2012 15-Nov-2012 Change Change % Previous Week
Open 1.2792 1.2822 0.0030 0.2% 1.2827
High 1.2792 1.2822 0.0030 0.2% 1.2859
Low 1.2792 1.2822 0.0030 0.2% 1.2755
Close 1.2792 1.2822 0.0030 0.2% 1.2755
Range
ATR 0.0032 0.0032 0.0000 -0.5% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 15-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2822 1.2822 1.2822
R3 1.2822 1.2822 1.2822
R2 1.2822 1.2822 1.2822
R1 1.2822 1.2822 1.2822 1.2822
PP 1.2822 1.2822 1.2822 1.2822
S1 1.2822 1.2822 1.2822 1.2822
S2 1.2822 1.2822 1.2822
S3 1.2822 1.2822 1.2822
S4 1.2822 1.2822 1.2822
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3102 1.3032 1.2812
R3 1.2998 1.2928 1.2784
R2 1.2894 1.2894 1.2774
R1 1.2824 1.2824 1.2765 1.2807
PP 1.2790 1.2790 1.2790 1.2781
S1 1.2720 1.2720 1.2745 1.2703
S2 1.2686 1.2686 1.2736
S3 1.2582 1.2616 1.2726
S4 1.2478 1.2512 1.2698
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2822 1.2751 0.0071 0.6% 0.0001 0.0% 100% True False 2
10 1.2867 1.2751 0.0116 0.9% 0.0001 0.0% 61% False False 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 1.2822
2.618 1.2822
1.618 1.2822
1.000 1.2822
0.618 1.2822
HIGH 1.2822
0.618 1.2822
0.500 1.2822
0.382 1.2822
LOW 1.2822
0.618 1.2822
1.000 1.2822
1.618 1.2822
2.618 1.2822
4.250 1.2822
Fisher Pivots for day following 15-Nov-2012
Pivot 1 day 3 day
R1 1.2822 1.2810
PP 1.2822 1.2798
S1 1.2822 1.2787

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

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