CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 26-Oct-2012
Day Change Summary
Previous Current
25-Oct-2012 26-Oct-2012 Change Change % Previous Week
Open 1.2976 1.2945 -0.0031 -0.2% 1.3034
High 1.3029 1.2962 -0.0067 -0.5% 1.3090
Low 1.2932 1.2887 -0.0045 -0.3% 1.2887
Close 1.2955 1.2939 -0.0016 -0.1% 1.2939
Range 0.0097 0.0075 -0.0022 -22.7% 0.0203
ATR 0.0097 0.0095 -0.0002 -1.6% 0.0000
Volume 226,534 261,817 35,283 15.6% 1,167,684
Daily Pivots for day following 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3154 1.3122 1.2980
R3 1.3079 1.3047 1.2960
R2 1.3004 1.3004 1.2953
R1 1.2972 1.2972 1.2946 1.2951
PP 1.2929 1.2929 1.2929 1.2919
S1 1.2897 1.2897 1.2932 1.2876
S2 1.2854 1.2854 1.2925
S3 1.2779 1.2822 1.2918
S4 1.2704 1.2747 1.2898
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3581 1.3463 1.3051
R3 1.3378 1.3260 1.2995
R2 1.3175 1.3175 1.2976
R1 1.3057 1.3057 1.2958 1.3015
PP 1.2972 1.2972 1.2972 1.2951
S1 1.2854 1.2854 1.2920 1.2812
S2 1.2769 1.2769 1.2902
S3 1.2566 1.2651 1.2883
S4 1.2363 1.2448 1.2827
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3090 1.2887 0.0203 1.6% 0.0088 0.7% 26% False True 233,536
10 1.3147 1.2887 0.0260 2.0% 0.0089 0.7% 20% False True 232,754
20 1.3147 1.2813 0.0334 2.6% 0.0094 0.7% 38% False False 236,925
40 1.3183 1.2512 0.0671 5.2% 0.0104 0.8% 64% False False 202,315
60 1.3183 1.2191 0.0992 7.7% 0.0099 0.8% 75% False False 135,160
80 1.3183 1.2069 0.1114 8.6% 0.0101 0.8% 78% False False 101,515
100 1.3183 1.2069 0.1114 8.6% 0.0103 0.8% 78% False False 81,239
120 1.3183 1.2069 0.1114 8.6% 0.0099 0.8% 78% False False 67,711
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3281
2.618 1.3158
1.618 1.3083
1.000 1.3037
0.618 1.3008
HIGH 1.2962
0.618 1.2933
0.500 1.2925
0.382 1.2916
LOW 1.2887
0.618 1.2841
1.000 1.2812
1.618 1.2766
2.618 1.2691
4.250 1.2568
Fisher Pivots for day following 26-Oct-2012
Pivot 1 day 3 day
R1 1.2934 1.2958
PP 1.2929 1.2952
S1 1.2925 1.2945

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

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