CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 16-Nov-2012
Day Change Summary
Previous Current
15-Nov-2012 16-Nov-2012 Change Change % Previous Week
Open 1.2822 1.2776 -0.0046 -0.4% 1.2757
High 1.2822 1.2776 -0.0046 -0.4% 1.2822
Low 1.2822 1.2776 -0.0046 -0.4% 1.2751
Close 1.2822 1.2776 -0.0046 -0.4% 1.2776
Range
ATR 0.0032 0.0033 0.0001 3.1% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2776 1.2776 1.2776
R3 1.2776 1.2776 1.2776
R2 1.2776 1.2776 1.2776
R1 1.2776 1.2776 1.2776 1.2776
PP 1.2776 1.2776 1.2776 1.2776
S1 1.2776 1.2776 1.2776 1.2776
S2 1.2776 1.2776 1.2776
S3 1.2776 1.2776 1.2776
S4 1.2776 1.2776 1.2776
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2996 1.2957 1.2815
R3 1.2925 1.2886 1.2796
R2 1.2854 1.2854 1.2789
R1 1.2815 1.2815 1.2783 1.2835
PP 1.2783 1.2783 1.2783 1.2793
S1 1.2744 1.2744 1.2769 1.2764
S2 1.2712 1.2712 1.2763
S3 1.2641 1.2673 1.2756
S4 1.2570 1.2602 1.2737
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% 0.0000 0.0% 35% False False 2
10 1.2859 1.2751 0.0108 0.8% 0.0001 0.0% 23% 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 1.2776
2.618 1.2776
1.618 1.2776
1.000 1.2776
0.618 1.2776
HIGH 1.2776
0.618 1.2776
0.500 1.2776
0.382 1.2776
LOW 1.2776
0.618 1.2776
1.000 1.2776
1.618 1.2776
2.618 1.2776
4.250 1.2776
Fisher Pivots for day following 16-Nov-2012
Pivot 1 day 3 day
R1 1.2776 1.2799
PP 1.2776 1.2791
S1 1.2776 1.2784

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

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