CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 30-Nov-2012
Day Change Summary
Previous Current
29-Nov-2012 30-Nov-2012 Change Change % Previous Week
Open 1.2968 1.2984 0.0016 0.1% 1.2990
High 1.3028 1.3043 0.0015 0.1% 1.3043
Low 1.2955 1.2983 0.0028 0.2% 1.2899
Close 1.2989 1.3013 0.0024 0.2% 1.3013
Range 0.0073 0.0060 -0.0013 -17.8% 0.0144
ATR 0.0079 0.0078 -0.0001 -1.7% 0.0000
Volume 1,156 3,136 1,980 171.3% 8,219
Daily Pivots for day following 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3193 1.3163 1.3046
R3 1.3133 1.3103 1.3030
R2 1.3073 1.3073 1.3024
R1 1.3043 1.3043 1.3019 1.3058
PP 1.3013 1.3013 1.3013 1.3021
S1 1.2983 1.2983 1.3008 1.2998
S2 1.2953 1.2953 1.3002
S3 1.2893 1.2923 1.2997
S4 1.2833 1.2863 1.2980
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3417 1.3359 1.3092
R3 1.3273 1.3215 1.3053
R2 1.3129 1.3129 1.3039
R1 1.3071 1.3071 1.3026 1.3100
PP 1.2985 1.2985 1.2985 1.3000
S1 1.2927 1.2927 1.3000 1.2956
S2 1.2841 1.2841 1.2987
S3 1.2697 1.2783 1.2973
S4 1.2553 1.2639 1.2934
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3043 1.2899 0.0144 1.1% 0.0067 0.5% 79% True False 1,643
10 1.3043 1.2713 0.0330 2.5% 0.0078 0.6% 91% True False 1,043
20 1.3043 1.2680 0.0363 2.8% 0.0076 0.6% 92% True False 665
40 1.3155 1.2680 0.0475 3.7% 0.0074 0.6% 70% False False 409
60 1.3188 1.2670 0.0518 4.0% 0.0081 0.6% 66% False False 313
80 1.3188 1.2300 0.0888 6.8% 0.0066 0.5% 80% False False 238
100 1.3188 1.2090 0.1098 8.4% 0.0061 0.5% 84% False False 192
120 1.3188 1.2090 0.1098 8.4% 0.0059 0.5% 84% False False 161
Crabel Price Patterns
NR True
NR4 True
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3298
2.618 1.3200
1.618 1.3140
1.000 1.3103
0.618 1.3080
HIGH 1.3043
0.618 1.3020
0.500 1.3013
0.382 1.3006
LOW 1.2983
0.618 1.2946
1.000 1.2923
1.618 1.2886
2.618 1.2826
4.250 1.2728
Fisher Pivots for day following 30-Nov-2012
Pivot 1 day 3 day
R1 1.3013 1.2999
PP 1.3013 1.2985
S1 1.3013 1.2971

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

View Archives - Comment on this page... - Back to Index of Symbols