CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 21-Nov-2012
Day Change Summary
Previous Current
20-Nov-2012 21-Nov-2012 Change Change % Previous Week
Open 1.2853 1.2800 -0.0053 -0.4% 1.2757
High 1.2853 1.2875 0.0022 0.2% 1.2822
Low 1.2853 1.2800 -0.0053 -0.4% 1.2751
Close 1.2853 1.2872 0.0019 0.1% 1.2776
Range 0.0000 0.0075 0.0075 0.0071
ATR 0.0034 0.0037 0.0003 8.6% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 21-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3074 1.3048 1.2913
R3 1.2999 1.2973 1.2893
R2 1.2924 1.2924 1.2886
R1 1.2898 1.2898 1.2879 1.2911
PP 1.2849 1.2849 1.2849 1.2856
S1 1.2823 1.2823 1.2865 1.2836
S2 1.2774 1.2774 1.2858
S3 1.2699 1.2748 1.2851
S4 1.2624 1.2673 1.2831
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 1.2875 1.2776 0.0099 0.8% 0.0024 0.2% 97% True False 2
10 1.2875 1.2751 0.0124 1.0% 0.0013 0.1% 98% True False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.3194
2.618 1.3071
1.618 1.2996
1.000 1.2950
0.618 1.2921
HIGH 1.2875
0.618 1.2846
0.500 1.2838
0.382 1.2829
LOW 1.2800
0.618 1.2754
1.000 1.2725
1.618 1.2679
2.618 1.2604
4.250 1.2481
Fisher Pivots for day following 21-Nov-2012
Pivot 1 day 3 day
R1 1.2861 1.2861
PP 1.2849 1.2849
S1 1.2838 1.2838

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

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