CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 04-Dec-2012
Day Change Summary
Previous Current
03-Dec-2012 04-Dec-2012 Change Change % Previous Week
Open 1.2995 1.3059 0.0064 0.5% 1.2974
High 1.3078 1.3110 0.0032 0.2% 1.3031
Low 1.2990 1.3047 0.0057 0.4% 1.2881
Close 1.3059 1.3101 0.0042 0.3% 1.3000
Range 0.0088 0.0063 -0.0025 -28.4% 0.0150
ATR 0.0086 0.0084 -0.0002 -1.9% 0.0000
Volume 273,625 253,280 -20,345 -7.4% 1,172,755
Daily Pivots for day following 04-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3275 1.3251 1.3136
R3 1.3212 1.3188 1.3118
R2 1.3149 1.3149 1.3113
R1 1.3125 1.3125 1.3107 1.3137
PP 1.3086 1.3086 1.3086 1.3092
S1 1.3062 1.3062 1.3095 1.3074
S2 1.3023 1.3023 1.3089
S3 1.2960 1.2999 1.3084
S4 1.2897 1.2936 1.3066
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3421 1.3360 1.3083
R3 1.3271 1.3210 1.3041
R2 1.3121 1.3121 1.3028
R1 1.3060 1.3060 1.3014 1.3091
PP 1.2971 1.2971 1.2971 1.2986
S1 1.2910 1.2910 1.2986 1.2941
S2 1.2821 1.2821 1.2973
S3 1.2671 1.2760 1.2959
S4 1.2521 1.2610 1.2918
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3110 1.2881 0.0229 1.7% 0.0074 0.6% 96% True False 255,190
10 1.3110 1.2739 0.0371 2.8% 0.0083 0.6% 98% True False 248,530
20 1.3110 1.2665 0.0445 3.4% 0.0083 0.6% 98% True False 255,293
40 1.3147 1.2665 0.0482 3.7% 0.0086 0.7% 90% False False 238,079
60 1.3183 1.2665 0.0518 4.0% 0.0094 0.7% 84% False False 237,804
80 1.3183 1.2284 0.0899 6.9% 0.0093 0.7% 91% False False 179,392
100 1.3183 1.2069 0.1114 8.5% 0.0098 0.7% 93% False False 143,653
120 1.3183 1.2069 0.1114 8.5% 0.0099 0.8% 93% False False 119,742
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3378
2.618 1.3275
1.618 1.3212
1.000 1.3173
0.618 1.3149
HIGH 1.3110
0.618 1.3086
0.500 1.3079
0.382 1.3071
LOW 1.3047
0.618 1.3008
1.000 1.2984
1.618 1.2945
2.618 1.2882
4.250 1.2779
Fisher Pivots for day following 04-Dec-2012
Pivot 1 day 3 day
R1 1.3094 1.3081
PP 1.3086 1.3060
S1 1.3079 1.3040

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

View Archives - Comment on this page... - Back to Index of Symbols