CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 27-Dec-2012
Day Change Summary
Previous Current
26-Dec-2012 27-Dec-2012 Change Change % Previous Week
Open 1.3257 1.3275 0.0018 0.1% 1.3196
High 1.3257 1.3275 0.0018 0.1% 1.3338
Low 1.3257 1.3275 0.0018 0.1% 1.3185
Close 1.3257 1.3275 0.0018 0.1% 1.3214
Range
ATR 0.0047 0.0045 -0.0002 -4.4% 0.0000
Volume 2 2 0 0.0% 22
Daily Pivots for day following 27-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3275 1.3275 1.3275
R3 1.3275 1.3275 1.3275
R2 1.3275 1.3275 1.3275
R1 1.3275 1.3275 1.3275 1.3275
PP 1.3275 1.3275 1.3275 1.3275
S1 1.3275 1.3275 1.3275 1.3275
S2 1.3275 1.3275 1.3275
S3 1.3275 1.3275 1.3275
S4 1.3275 1.3275 1.3275
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 1.3279 1.3201 0.0078 0.6% 0.0008 0.1% 95% False False 1
10 1.3338 1.3103 0.0235 1.8% 0.0024 0.2% 73% False False 4
20 1.3338 1.2939 0.0399 3.0% 0.0029 0.2% 84% False False 4
40 1.3338 1.2751 0.0587 4.4% 0.0022 0.2% 89% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.3275
2.618 1.3275
1.618 1.3275
1.000 1.3275
0.618 1.3275
HIGH 1.3275
0.618 1.3275
0.500 1.3275
0.382 1.3275
LOW 1.3275
0.618 1.3275
1.000 1.3275
1.618 1.3275
2.618 1.3275
4.250 1.3275
Fisher Pivots for day following 27-Dec-2012
Pivot 1 day 3 day
R1 1.3275 1.3267
PP 1.3275 1.3259
S1 1.3275 1.3251

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

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