CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 27-Nov-2012
Day Change Summary
Previous Current
26-Nov-2012 27-Nov-2012 Change Change % Previous Week
Open 1.2990 1.3007 0.0017 0.1% 1.2763
High 1.3000 1.3024 0.0024 0.2% 1.3006
Low 1.2963 1.2932 -0.0031 -0.2% 1.2760
Close 1.2978 1.2950 -0.0028 -0.2% 1.3001
Range 0.0037 0.0092 0.0055 148.6% 0.0246
ATR 0.0079 0.0080 0.0001 1.2% 0.0000
Volume 1,452 1,157 -295 -20.3% 1,872
Daily Pivots for day following 27-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3245 1.3189 1.3001
R3 1.3153 1.3097 1.2975
R2 1.3061 1.3061 1.2967
R1 1.3005 1.3005 1.2958 1.2987
PP 1.2969 1.2969 1.2969 1.2960
S1 1.2913 1.2913 1.2942 1.2895
S2 1.2877 1.2877 1.2933
S3 1.2785 1.2821 1.2925
S4 1.2693 1.2729 1.2899
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3660 1.3577 1.3136
R3 1.3414 1.3331 1.3069
R2 1.3168 1.3168 1.3046
R1 1.3085 1.3085 1.3024 1.3127
PP 1.2922 1.2922 1.2922 1.2943
S1 1.2839 1.2839 1.2978 1.2881
S2 1.2676 1.2676 1.2956
S3 1.2430 1.2593 1.2933
S4 1.2184 1.2347 1.2866
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3024 1.2760 0.0264 2.0% 0.0084 0.7% 72% True False 829
10 1.3024 1.2680 0.0344 2.7% 0.0078 0.6% 78% True False 610
20 1.3031 1.2680 0.0351 2.7% 0.0076 0.6% 77% False False 406
40 1.3155 1.2680 0.0475 3.7% 0.0075 0.6% 57% False False 277
60 1.3188 1.2588 0.0600 4.6% 0.0079 0.6% 60% False False 220
80 1.3188 1.2300 0.0888 6.9% 0.0064 0.5% 73% False False 167
100 1.3188 1.2090 0.1098 8.5% 0.0060 0.5% 78% False False 136
120 1.3188 1.2090 0.1098 8.5% 0.0060 0.5% 78% False False 114
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3415
2.618 1.3265
1.618 1.3173
1.000 1.3116
0.618 1.3081
HIGH 1.3024
0.618 1.2989
0.500 1.2978
0.382 1.2967
LOW 1.2932
0.618 1.2875
1.000 1.2840
1.618 1.2783
2.618 1.2691
4.250 1.2541
Fisher Pivots for day following 27-Nov-2012
Pivot 1 day 3 day
R1 1.2978 1.2946
PP 1.2969 1.2941
S1 1.2959 1.2937

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

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