CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 29-Nov-2012
Day Change Summary
Previous Current
28-Nov-2012 29-Nov-2012 Change Change % Previous Week
Open 1.2954 1.2968 0.0014 0.1% 1.2763
High 1.2972 1.3028 0.0056 0.4% 1.3006
Low 1.2899 1.2955 0.0056 0.4% 1.2760
Close 1.2948 1.2989 0.0041 0.3% 1.3001
Range 0.0073 0.0073 0.0000 0.0% 0.0246
ATR 0.0079 0.0079 0.0000 0.1% 0.0000
Volume 1,318 1,156 -162 -12.3% 1,872
Daily Pivots for day following 29-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3210 1.3172 1.3029
R3 1.3137 1.3099 1.3009
R2 1.3064 1.3064 1.3002
R1 1.3026 1.3026 1.2996 1.3045
PP 1.2991 1.2991 1.2991 1.3000
S1 1.2953 1.2953 1.2982 1.2972
S2 1.2918 1.2918 1.2976
S3 1.2845 1.2880 1.2969
S4 1.2772 1.2807 1.2949
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 1.3028 1.2850 0.0178 1.4% 0.0086 0.7% 78% True False 1,106
10 1.3028 1.2713 0.0315 2.4% 0.0079 0.6% 88% True False 762
20 1.3028 1.2680 0.0348 2.7% 0.0076 0.6% 89% True False 521
40 1.3155 1.2680 0.0475 3.7% 0.0075 0.6% 65% False False 334
60 1.3188 1.2670 0.0518 4.0% 0.0080 0.6% 62% False False 261
80 1.3188 1.2300 0.0888 6.8% 0.0065 0.5% 78% False False 198
100 1.3188 1.2090 0.1098 8.5% 0.0060 0.5% 82% False False 160
120 1.3188 1.2090 0.1098 8.5% 0.0059 0.5% 82% False False 135
Crabel Price Patterns
NR False
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 0.0009
Fibonacci Retracements and Extensions
4.250 1.3338
2.618 1.3219
1.618 1.3146
1.000 1.3101
0.618 1.3073
HIGH 1.3028
0.618 1.3000
0.500 1.2992
0.382 1.2983
LOW 1.2955
0.618 1.2910
1.000 1.2882
1.618 1.2837
2.618 1.2764
4.250 1.2645
Fisher Pivots for day following 29-Nov-2012
Pivot 1 day 3 day
R1 1.2992 1.2981
PP 1.2991 1.2972
S1 1.2990 1.2964

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

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