CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 05-Dec-2012
Day Change Summary
Previous Current
04-Dec-2012 05-Dec-2012 Change Change % Previous Week
Open 1.3068 1.3108 0.0040 0.3% 1.2990
High 1.3121 1.3142 0.0021 0.2% 1.3043
Low 1.3059 1.3074 0.0015 0.1% 1.2899
Close 1.3114 1.3092 -0.0022 -0.2% 1.3013
Range 0.0062 0.0068 0.0006 9.7% 0.0144
ATR 0.0077 0.0077 -0.0001 -0.9% 0.0000
Volume 5,133 6,383 1,250 24.4% 8,219
Daily Pivots for day following 05-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3307 1.3267 1.3129
R3 1.3239 1.3199 1.3111
R2 1.3171 1.3171 1.3104
R1 1.3131 1.3131 1.3098 1.3117
PP 1.3103 1.3103 1.3103 1.3096
S1 1.3063 1.3063 1.3086 1.3049
S2 1.3035 1.3035 1.3080
S3 1.2967 1.2995 1.3073
S4 1.2899 1.2927 1.3055
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 1.3142 1.2955 0.0187 1.4% 0.0070 0.5% 73% True False 3,783
10 1.3142 1.2760 0.0382 2.9% 0.0079 0.6% 87% True False 2,413
20 1.3142 1.2680 0.0462 3.5% 0.0076 0.6% 89% True False 1,369
40 1.3155 1.2680 0.0475 3.6% 0.0073 0.6% 87% False False 763
60 1.3188 1.2680 0.0508 3.9% 0.0079 0.6% 81% False False 555
80 1.3188 1.2318 0.0870 6.6% 0.0068 0.5% 89% False False 420
100 1.3188 1.2090 0.1098 8.4% 0.0063 0.5% 91% False False 338
120 1.3188 1.2090 0.1098 8.4% 0.0061 0.5% 91% False False 283
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3431
2.618 1.3320
1.618 1.3252
1.000 1.3210
0.618 1.3184
HIGH 1.3142
0.618 1.3116
0.500 1.3108
0.382 1.3100
LOW 1.3074
0.618 1.3032
1.000 1.3006
1.618 1.2964
2.618 1.2896
4.250 1.2785
Fisher Pivots for day following 05-Dec-2012
Pivot 1 day 3 day
R1 1.3108 1.3086
PP 1.3103 1.3079
S1 1.3097 1.3073

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

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