CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 24-Dec-2012
Day Change Summary
Previous Current
21-Dec-2012 24-Dec-2012 Change Change % Previous Week
Open 1.3240 1.3226 -0.0014 -0.1% 1.3196
High 1.3240 1.3226 -0.0014 -0.1% 1.3338
Low 1.3201 1.3226 0.0025 0.2% 1.3185
Close 1.3214 1.3226 0.0012 0.1% 1.3214
Range 0.0039 0.0000 -0.0039 -100.0% 0.0153
ATR 0.0051 0.0048 -0.0003 -5.4% 0.0000
Volume 1 2 1 100.0% 22
Daily Pivots for day following 24-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3226 1.3226 1.3226
R3 1.3226 1.3226 1.3226
R2 1.3226 1.3226 1.3226
R1 1.3226 1.3226 1.3226 1.3226
PP 1.3226 1.3226 1.3226 1.3226
S1 1.3226 1.3226 1.3226 1.3226
S2 1.3226 1.3226 1.3226
S3 1.3226 1.3226 1.3226
S4 1.3226 1.3226 1.3226
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3705 1.3612 1.3298
R3 1.3552 1.3459 1.3256
R2 1.3399 1.3399 1.3242
R1 1.3306 1.3306 1.3228 1.3353
PP 1.3246 1.3246 1.3246 1.3269
S1 1.3153 1.3153 1.3200 1.3200
S2 1.3093 1.3093 1.3186
S3 1.2940 1.3000 1.3172
S4 1.2787 1.2847 1.3130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3338 1.3201 0.0137 1.0% 0.0024 0.2% 18% False False 1
10 1.3338 1.3000 0.0338 2.6% 0.0036 0.3% 67% False False 4
20 1.3338 1.2932 0.0406 3.1% 0.0031 0.2% 72% False False 4
40 1.3338 1.2751 0.0587 4.4% 0.0022 0.2% 81% 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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3226
2.618 1.3226
1.618 1.3226
1.000 1.3226
0.618 1.3226
HIGH 1.3226
0.618 1.3226
0.500 1.3226
0.382 1.3226
LOW 1.3226
0.618 1.3226
1.000 1.3226
1.618 1.3226
2.618 1.3226
4.250 1.3226
Fisher Pivots for day following 24-Dec-2012
Pivot 1 day 3 day
R1 1.3226 1.3240
PP 1.3226 1.3235
S1 1.3226 1.3231

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

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