CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 26-Dec-2012
Day Change Summary
Previous Current
24-Dec-2012 26-Dec-2012 Change Change % Previous Week
Open 1.3226 1.3257 0.0031 0.2% 1.3196
High 1.3226 1.3257 0.0031 0.2% 1.3338
Low 1.3226 1.3257 0.0031 0.2% 1.3185
Close 1.3226 1.3257 0.0031 0.2% 1.3214
Range
ATR 0.0048 0.0047 -0.0001 -2.5% 0.0000
Volume 2 2 0 0.0% 22
Daily Pivots for day following 26-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3257 1.3257 1.3257
R3 1.3257 1.3257 1.3257
R2 1.3257 1.3257 1.3257
R1 1.3257 1.3257 1.3257 1.3257
PP 1.3257 1.3257 1.3257 1.3257
S1 1.3257 1.3257 1.3257 1.3257
S2 1.3257 1.3257 1.3257
S3 1.3257 1.3257 1.3257
S4 1.3257 1.3257 1.3257
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% 0.0018 0.1% 41% False False 1
10 1.3338 1.3039 0.0299 2.3% 0.0032 0.2% 73% False False 4
20 1.3338 1.2932 0.0406 3.1% 0.0031 0.2% 80% False False 4
40 1.3338 1.2751 0.0587 4.4% 0.0022 0.2% 86% False False 3
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.3257
2.618 1.3257
1.618 1.3257
1.000 1.3257
0.618 1.3257
HIGH 1.3257
0.618 1.3257
0.500 1.3257
0.382 1.3257
LOW 1.3257
0.618 1.3257
1.000 1.3257
1.618 1.3257
2.618 1.3257
4.250 1.3257
Fisher Pivots for day following 26-Dec-2012
Pivot 1 day 3 day
R1 1.3257 1.3248
PP 1.3257 1.3238
S1 1.3257 1.3229

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

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