CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 13-Dec-2012
Day Change Summary
Previous Current
12-Dec-2012 13-Dec-2012 Change Change % Previous Week
Open 1.3039 1.3115 0.0076 0.6% 1.3092
High 1.3120 1.3115 -0.0005 0.0% 1.3141
Low 1.3039 1.3115 0.0076 0.6% 1.2939
Close 1.3120 1.3115 -0.0005 0.0% 1.2968
Range 0.0081 0.0000 -0.0081 -100.0% 0.0202
ATR 0.0050 0.0047 -0.0003 -6.4% 0.0000
Volume 3 18 15 500.0% 27
Daily Pivots for day following 13-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3115 1.3115 1.3115
R3 1.3115 1.3115 1.3115
R2 1.3115 1.3115 1.3115
R1 1.3115 1.3115 1.3115 1.3115
PP 1.3115 1.3115 1.3115 1.3115
S1 1.3115 1.3115 1.3115 1.3115
S2 1.3115 1.3115 1.3115
S3 1.3115 1.3115 1.3115
S4 1.3115 1.3115 1.3115
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3622 1.3497 1.3079
R3 1.3420 1.3295 1.3024
R2 1.3218 1.3218 1.3005
R1 1.3093 1.3093 1.2987 1.3055
PP 1.3016 1.3016 1.3016 1.2997
S1 1.2891 1.2891 1.2949 1.2853
S2 1.2814 1.2814 1.2931
S3 1.2612 1.2689 1.2912
S4 1.2410 1.2487 1.2857
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3120 1.2939 0.0181 1.4% 0.0031 0.2% 97% False False 5
10 1.3141 1.2939 0.0202 1.5% 0.0033 0.3% 87% False False 5
20 1.3141 1.2776 0.0365 2.8% 0.0030 0.2% 93% False False 3
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3115
2.618 1.3115
1.618 1.3115
1.000 1.3115
0.618 1.3115
HIGH 1.3115
0.618 1.3115
0.500 1.3115
0.382 1.3115
LOW 1.3115
0.618 1.3115
1.000 1.3115
1.618 1.3115
2.618 1.3115
4.250 1.3115
Fisher Pivots for day following 13-Dec-2012
Pivot 1 day 3 day
R1 1.3115 1.3097
PP 1.3115 1.3078
S1 1.3115 1.3060

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

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