CME Euro FX (E) Future December 2012


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Trading Metrics calculated at close of trading on 06-Dec-2012
Day Change Summary
Previous Current
05-Dec-2012 06-Dec-2012 Change Change % Previous Week
Open 1.3097 1.3072 -0.0025 -0.2% 1.2974
High 1.3130 1.3088 -0.0042 -0.3% 1.3031
Low 1.3061 1.2951 -0.0110 -0.8% 1.2881
Close 1.3080 1.2964 -0.0116 -0.9% 1.3000
Range 0.0069 0.0137 0.0068 98.6% 0.0150
ATR 0.0083 0.0087 0.0004 4.6% 0.0000
Volume 253,686 319,195 65,509 25.8% 1,172,755
Daily Pivots for day following 06-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3412 1.3325 1.3039
R3 1.3275 1.3188 1.3002
R2 1.3138 1.3138 1.2989
R1 1.3051 1.3051 1.2977 1.3026
PP 1.3001 1.3001 1.3001 1.2989
S1 1.2914 1.2914 1.2951 1.2889
S2 1.2864 1.2864 1.2939
S3 1.2727 1.2777 1.2926
S4 1.2590 1.2640 1.2889
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 1.3130 1.2951 0.0179 1.4% 0.0084 0.6% 7% False True 273,624
10 1.3130 1.2830 0.0300 2.3% 0.0088 0.7% 45% False False 258,083
20 1.3130 1.2665 0.0465 3.6% 0.0083 0.6% 64% False False 254,133
40 1.3147 1.2665 0.0482 3.7% 0.0086 0.7% 62% False False 239,252
60 1.3183 1.2665 0.0518 4.0% 0.0093 0.7% 58% False False 244,373
80 1.3183 1.2284 0.0899 6.9% 0.0094 0.7% 76% False False 186,536
100 1.3183 1.2069 0.1114 8.6% 0.0097 0.7% 80% False False 149,374
120 1.3183 1.2069 0.1114 8.6% 0.0098 0.8% 80% False False 124,515
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.3670
2.618 1.3447
1.618 1.3310
1.000 1.3225
0.618 1.3173
HIGH 1.3088
0.618 1.3036
0.500 1.3020
0.382 1.3003
LOW 1.2951
0.618 1.2866
1.000 1.2814
1.618 1.2729
2.618 1.2592
4.250 1.2369
Fisher Pivots for day following 06-Dec-2012
Pivot 1 day 3 day
R1 1.3020 1.3041
PP 1.3001 1.3015
S1 1.2983 1.2990

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

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