CME Euro FX (E) Future December 2012


Trading Metrics calculated at close of trading on 13-Dec-2012
Day Change Summary
Previous Current
12-Dec-2012 13-Dec-2012 Change Change % Previous Week
Open 1.3009 1.3072 0.0063 0.5% 1.2995
High 1.3099 1.3101 0.0002 0.0% 1.3130
Low 1.2996 1.3041 0.0045 0.3% 1.2877
Close 1.3082 1.3077 -0.0005 0.0% 1.2928
Range 0.0103 0.0060 -0.0043 -41.7% 0.0253
ATR 0.0087 0.0085 -0.0002 -2.2% 0.0000
Volume 266,906 237,395 -29,511 -11.1% 1,370,082
Daily Pivots for day following 13-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3253 1.3225 1.3110
R3 1.3193 1.3165 1.3094
R2 1.3133 1.3133 1.3088
R1 1.3105 1.3105 1.3083 1.3119
PP 1.3073 1.3073 1.3073 1.3080
S1 1.3045 1.3045 1.3072 1.3059
S2 1.3013 1.3013 1.3066
S3 1.2953 1.2985 1.3061
S4 1.2893 1.2925 1.3044
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 1.3101 1.2877 0.0224 1.7% 0.0082 0.6% 89% True False 237,728
10 1.3130 1.2877 0.0253 1.9% 0.0083 0.6% 79% False False 255,676
20 1.3130 1.2693 0.0437 3.3% 0.0085 0.7% 88% False False 248,003
40 1.3136 1.2665 0.0471 3.6% 0.0084 0.6% 87% False False 240,743
60 1.3147 1.2665 0.0482 3.7% 0.0089 0.7% 85% False False 243,484
80 1.3183 1.2453 0.0730 5.6% 0.0093 0.7% 85% False False 201,360
100 1.3183 1.2088 0.1095 8.4% 0.0097 0.7% 90% False False 161,219
120 1.3183 1.2069 0.1114 8.5% 0.0098 0.7% 90% False False 134,415
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0016
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.3356
2.618 1.3258
1.618 1.3198
1.000 1.3161
0.618 1.3138
HIGH 1.3101
0.618 1.3078
0.500 1.3071
0.382 1.3064
LOW 1.3041
0.618 1.3004
1.000 1.2981
1.618 1.2944
2.618 1.2884
4.250 1.2786
Fisher Pivots for day following 13-Dec-2012
Pivot 1 day 3 day
R1 1.3075 1.3056
PP 1.3073 1.3036
S1 1.3071 1.3015

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

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