CME Euro FX (E) Future December 2012


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Trading Metrics calculated at close of trading on 12-Nov-2012
Day Change Summary
Previous Current
09-Nov-2012 12-Nov-2012 Change Change % Previous Week
Open 1.2750 1.2719 -0.0031 -0.2% 1.2826
High 1.2794 1.2743 -0.0051 -0.4% 1.2881
Low 1.2693 1.2701 0.0008 0.1% 1.2693
Close 1.2716 1.2717 0.0001 0.0% 1.2716
Range 0.0101 0.0042 -0.0059 -58.4% 0.0188
ATR 0.0091 0.0088 -0.0004 -3.9% 0.0000
Volume 286,917 147,452 -139,465 -48.6% 1,400,252
Daily Pivots for day following 12-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2846 1.2824 1.2740
R3 1.2804 1.2782 1.2729
R2 1.2762 1.2762 1.2725
R1 1.2740 1.2740 1.2721 1.2730
PP 1.2720 1.2720 1.2720 1.2716
S1 1.2698 1.2698 1.2713 1.2688
S2 1.2678 1.2678 1.2709
S3 1.2636 1.2656 1.2705
S4 1.2594 1.2614 1.2694
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3327 1.3210 1.2819
R3 1.3139 1.3022 1.2768
R2 1.2951 1.2951 1.2750
R1 1.2834 1.2834 1.2733 1.2799
PP 1.2763 1.2763 1.2763 1.2746
S1 1.2646 1.2646 1.2699 1.2611
S2 1.2575 1.2575 1.2682
S3 1.2387 1.2458 1.2664
S4 1.2199 1.2270 1.2613
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2881 1.2693 0.0188 1.5% 0.0082 0.6% 13% False False 265,649
10 1.3027 1.2693 0.0334 2.6% 0.0084 0.7% 7% False False 234,677
20 1.3147 1.2693 0.0454 3.6% 0.0085 0.7% 5% False False 230,074
40 1.3147 1.2693 0.0454 3.6% 0.0092 0.7% 5% False False 239,062
60 1.3183 1.2320 0.0863 6.8% 0.0096 0.8% 46% False False 176,173
80 1.3183 1.2069 0.1114 8.8% 0.0100 0.8% 58% False False 132,306
100 1.3183 1.2069 0.1114 8.8% 0.0100 0.8% 58% False False 105,910
120 1.3183 1.2069 0.1114 8.8% 0.0100 0.8% 58% False False 88,277
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 1.2922
2.618 1.2853
1.618 1.2811
1.000 1.2785
0.618 1.2769
HIGH 1.2743
0.618 1.2727
0.500 1.2722
0.382 1.2717
LOW 1.2701
0.618 1.2675
1.000 1.2659
1.618 1.2633
2.618 1.2591
4.250 1.2523
Fisher Pivots for day following 12-Nov-2012
Pivot 1 day 3 day
R1 1.2722 1.2744
PP 1.2720 1.2735
S1 1.2719 1.2726

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

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