CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 16-Nov-2012
Day Change Summary
Previous Current
15-Nov-2012 16-Nov-2012 Change Change % Previous Week
Open 1.2738 1.2784 0.0046 0.4% 1.2719
High 1.2807 1.2788 -0.0019 -0.1% 1.2807
Low 1.2721 1.2693 -0.0028 -0.2% 1.2665
Close 1.2777 1.2730 -0.0047 -0.4% 1.2730
Range 0.0086 0.0095 0.0009 10.5% 0.0142
ATR 0.0086 0.0087 0.0001 0.8% 0.0000
Volume 243,579 254,596 11,017 4.5% 1,224,713
Daily Pivots for day following 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3022 1.2971 1.2782
R3 1.2927 1.2876 1.2756
R2 1.2832 1.2832 1.2747
R1 1.2781 1.2781 1.2739 1.2759
PP 1.2737 1.2737 1.2737 1.2726
S1 1.2686 1.2686 1.2721 1.2664
S2 1.2642 1.2642 1.2713
S3 1.2547 1.2591 1.2704
S4 1.2452 1.2496 1.2678
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3160 1.3087 1.2808
R3 1.3018 1.2945 1.2769
R2 1.2876 1.2876 1.2756
R1 1.2803 1.2803 1.2743 1.2840
PP 1.2734 1.2734 1.2734 1.2752
S1 1.2661 1.2661 1.2717 1.2698
S2 1.2592 1.2592 1.2704
S3 1.2450 1.2519 1.2691
S4 1.2308 1.2377 1.2652
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2807 1.2665 0.0142 1.1% 0.0074 0.6% 46% False False 244,942
10 1.2881 1.2665 0.0216 1.7% 0.0081 0.6% 30% False False 262,496
20 1.3090 1.2665 0.0425 3.3% 0.0084 0.7% 15% False False 235,668
40 1.3147 1.2665 0.0482 3.8% 0.0090 0.7% 13% False False 239,713
60 1.3183 1.2484 0.0699 5.5% 0.0096 0.8% 35% False False 194,074
80 1.3183 1.2160 0.1023 8.0% 0.0098 0.8% 56% False False 145,729
100 1.3183 1.2069 0.1114 8.8% 0.0101 0.8% 59% False False 116,676
120 1.3183 1.2069 0.1114 8.8% 0.0101 0.8% 59% False False 97,252
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3192
2.618 1.3037
1.618 1.2942
1.000 1.2883
0.618 1.2847
HIGH 1.2788
0.618 1.2752
0.500 1.2741
0.382 1.2729
LOW 1.2693
0.618 1.2634
1.000 1.2598
1.618 1.2539
2.618 1.2444
4.250 1.2289
Fisher Pivots for day following 16-Nov-2012
Pivot 1 day 3 day
R1 1.2741 1.2750
PP 1.2737 1.2743
S1 1.2734 1.2737

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

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