CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 18-Oct-2012
Day Change Summary
Previous Current
17-Oct-2012 18-Oct-2012 Change Change % Previous Week
Open 1.3098 1.3121 0.0023 0.2% 1.3033
High 1.3147 1.3136 -0.0011 -0.1% 1.3034
Low 1.3050 1.3062 0.0012 0.1% 1.2833
Close 1.3132 1.3070 -0.0062 -0.5% 1.2965
Range 0.0097 0.0074 -0.0023 -23.7% 0.0201
ATR 0.0103 0.0101 -0.0002 -2.0% 0.0000
Volume 237,578 237,217 -361 -0.2% 1,111,885
Daily Pivots for day following 18-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3311 1.3265 1.3111
R3 1.3237 1.3191 1.3090
R2 1.3163 1.3163 1.3084
R1 1.3117 1.3117 1.3077 1.3103
PP 1.3089 1.3089 1.3089 1.3083
S1 1.3043 1.3043 1.3063 1.3029
S2 1.3015 1.3015 1.3056
S3 1.2941 1.2969 1.3050
S4 1.2867 1.2895 1.3029
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3547 1.3457 1.3076
R3 1.3346 1.3256 1.3020
R2 1.3145 1.3145 1.3002
R1 1.3055 1.3055 1.2983 1.3000
PP 1.2944 1.2944 1.2944 1.2916
S1 1.2854 1.2854 1.2947 1.2799
S2 1.2743 1.2743 1.2928
S3 1.2542 1.2653 1.2910
S4 1.2341 1.2452 1.2854
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3147 1.2898 0.0249 1.9% 0.0090 0.7% 69% False False 228,503
10 1.3147 1.2833 0.0314 2.4% 0.0096 0.7% 75% False False 230,185
20 1.3147 1.2813 0.0334 2.6% 0.0098 0.7% 77% False False 246,949
40 1.3183 1.2484 0.0699 5.3% 0.0101 0.8% 84% False False 167,868
60 1.3183 1.2144 0.1039 7.9% 0.0105 0.8% 89% False False 112,143
80 1.3183 1.2069 0.1114 8.5% 0.0105 0.8% 90% False False 84,214
100 1.3183 1.2069 0.1114 8.5% 0.0104 0.8% 90% False False 67,396
120 1.3300 1.2069 0.1231 9.4% 0.0097 0.7% 81% False False 56,171
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3451
2.618 1.3330
1.618 1.3256
1.000 1.3210
0.618 1.3182
HIGH 1.3136
0.618 1.3108
0.500 1.3099
0.382 1.3090
LOW 1.3062
0.618 1.3016
1.000 1.2988
1.618 1.2942
2.618 1.2868
4.250 1.2748
Fisher Pivots for day following 18-Oct-2012
Pivot 1 day 3 day
R1 1.3099 1.3063
PP 1.3089 1.3055
S1 1.3080 1.3048

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

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