CME Euro FX (E) Future December 2012


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Trading Metrics calculated at close of trading on 28-Nov-2012
Day Change Summary
Previous Current
27-Nov-2012 28-Nov-2012 Change Change % Previous Week
Open 1.2993 1.2941 -0.0052 -0.4% 1.2746
High 1.3012 1.2957 -0.0055 -0.4% 1.2994
Low 1.2917 1.2881 -0.0036 -0.3% 1.2739
Close 1.2936 1.2934 -0.0002 0.0% 1.2988
Range 0.0095 0.0076 -0.0019 -20.0% 0.0255
ATR 0.0089 0.0088 -0.0001 -1.0% 0.0000
Volume 243,441 233,723 -9,718 -4.0% 1,000,706
Daily Pivots for day following 28-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3152 1.3119 1.2976
R3 1.3076 1.3043 1.2955
R2 1.3000 1.3000 1.2948
R1 1.2967 1.2967 1.2941 1.2946
PP 1.2924 1.2924 1.2924 1.2913
S1 1.2891 1.2891 1.2927 1.2870
S2 1.2848 1.2848 1.2920
S3 1.2772 1.2815 1.2913
S4 1.2696 1.2739 1.2892
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3672 1.3585 1.3128
R3 1.3417 1.3330 1.3058
R2 1.3162 1.3162 1.3035
R1 1.3075 1.3075 1.3011 1.3119
PP 1.2907 1.2907 1.2907 1.2929
S1 1.2820 1.2820 1.2965 1.2864
S2 1.2652 1.2652 1.2941
S3 1.2397 1.2565 1.2918
S4 1.2142 1.2310 1.2848
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3012 1.2739 0.0273 2.1% 0.0095 0.7% 71% False False 240,831
10 1.3012 1.2693 0.0319 2.5% 0.0088 0.7% 76% False False 242,610
20 1.3027 1.2665 0.0362 2.8% 0.0085 0.7% 74% False False 248,095
40 1.3147 1.2665 0.0482 3.7% 0.0088 0.7% 56% False False 235,644
60 1.3183 1.2520 0.0663 5.1% 0.0096 0.7% 62% False False 221,504
80 1.3183 1.2270 0.0913 7.1% 0.0093 0.7% 73% False False 166,391
100 1.3183 1.2069 0.1114 8.6% 0.0098 0.8% 78% False False 133,241
120 1.3183 1.2069 0.1114 8.6% 0.0100 0.8% 78% False False 111,063
Crabel Price Patterns
NR True
NR4 False
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3280
2.618 1.3156
1.618 1.3080
1.000 1.3033
0.618 1.3004
HIGH 1.2957
0.618 1.2928
0.500 1.2919
0.382 1.2910
LOW 1.2881
0.618 1.2834
1.000 1.2805
1.618 1.2758
2.618 1.2682
4.250 1.2558
Fisher Pivots for day following 28-Nov-2012
Pivot 1 day 3 day
R1 1.2929 1.2947
PP 1.2924 1.2942
S1 1.2919 1.2938

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

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