CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 10-Dec-2012
Day Change Summary
Previous Current
07-Dec-2012 10-Dec-2012 Change Change % Previous Week
Open 1.2960 1.2897 -0.0063 -0.5% 1.2995
High 1.2974 1.2947 -0.0027 -0.2% 1.3130
Low 1.2877 1.2886 0.0009 0.1% 1.2877
Close 1.2928 1.2939 0.0011 0.1% 1.2928
Range 0.0097 0.0061 -0.0036 -37.1% 0.0253
ATR 0.0088 0.0086 -0.0002 -2.2% 0.0000
Volume 270,296 176,719 -93,577 -34.6% 1,370,082
Daily Pivots for day following 10-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3107 1.3084 1.2973
R3 1.3046 1.3023 1.2956
R2 1.2985 1.2985 1.2950
R1 1.2962 1.2962 1.2945 1.2974
PP 1.2924 1.2924 1.2924 1.2930
S1 1.2901 1.2901 1.2933 1.2913
S2 1.2863 1.2863 1.2928
S3 1.2802 1.2840 1.2922
S4 1.2741 1.2779 1.2905
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3737 1.3586 1.3067
R3 1.3484 1.3333 1.2998
R2 1.3231 1.3231 1.2974
R1 1.3080 1.3080 1.2951 1.3029
PP 1.2978 1.2978 1.2978 1.2953
S1 1.2827 1.2827 1.2905 1.2776
S2 1.2725 1.2725 1.2882
S3 1.2472 1.2574 1.2858
S4 1.2219 1.2321 1.2789
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3130 1.2877 0.0253 2.0% 0.0085 0.7% 25% False False 254,635
10 1.3130 1.2877 0.0253 2.0% 0.0083 0.6% 25% False False 253,929
20 1.3130 1.2665 0.0465 3.6% 0.0083 0.6% 59% False False 247,248
40 1.3147 1.2665 0.0482 3.7% 0.0085 0.7% 57% False False 239,837
60 1.3183 1.2665 0.0518 4.0% 0.0090 0.7% 53% False False 243,259
80 1.3183 1.2309 0.0874 6.8% 0.0093 0.7% 72% False False 192,113
100 1.3183 1.2069 0.1114 8.6% 0.0097 0.7% 78% False False 153,829
120 1.3183 1.2069 0.1114 8.6% 0.0098 0.8% 78% False False 128,239
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.3206
2.618 1.3107
1.618 1.3046
1.000 1.3008
0.618 1.2985
HIGH 1.2947
0.618 1.2924
0.500 1.2917
0.382 1.2909
LOW 1.2886
0.618 1.2848
1.000 1.2825
1.618 1.2787
2.618 1.2726
4.250 1.2627
Fisher Pivots for day following 10-Dec-2012
Pivot 1 day 3 day
R1 1.2932 1.2983
PP 1.2924 1.2968
S1 1.2917 1.2954

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

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