CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 06-Dec-2012
Day Change Summary
Previous Current
05-Dec-2012 06-Dec-2012 Change Change % Previous Week
Open 1.3108 1.3086 -0.0022 -0.2% 1.2990
High 1.3142 1.3099 -0.0043 -0.3% 1.3043
Low 1.3074 1.2965 -0.0109 -0.8% 1.2899
Close 1.3092 1.2976 -0.0116 -0.9% 1.3013
Range 0.0068 0.0134 0.0066 97.1% 0.0144
ATR 0.0077 0.0081 0.0004 5.3% 0.0000
Volume 6,383 13,021 6,638 104.0% 8,219
Daily Pivots for day following 06-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3415 1.3330 1.3050
R3 1.3281 1.3196 1.3013
R2 1.3147 1.3147 1.3001
R1 1.3062 1.3062 1.2988 1.3038
PP 1.3013 1.3013 1.3013 1.3001
S1 1.2928 1.2928 1.2964 1.2904
S2 1.2879 1.2879 1.2951
S3 1.2745 1.2794 1.2939
S4 1.2611 1.2660 1.2902
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 1.2965 0.0177 1.4% 0.0082 0.6% 6% False True 6,156
10 1.3142 1.2850 0.0292 2.3% 0.0084 0.6% 43% False False 3,631
20 1.3142 1.2680 0.0462 3.6% 0.0076 0.6% 64% False False 2,011
40 1.3155 1.2680 0.0475 3.7% 0.0075 0.6% 62% False False 1,083
60 1.3188 1.2680 0.0508 3.9% 0.0081 0.6% 58% False False 771
80 1.3188 1.2318 0.0870 6.7% 0.0069 0.5% 76% False False 583
100 1.3188 1.2090 0.1098 8.5% 0.0063 0.5% 81% False False 468
120 1.3188 1.2090 0.1098 8.5% 0.0061 0.5% 81% False False 391
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 1.3669
2.618 1.3450
1.618 1.3316
1.000 1.3233
0.618 1.3182
HIGH 1.3099
0.618 1.3048
0.500 1.3032
0.382 1.3016
LOW 1.2965
0.618 1.2882
1.000 1.2831
1.618 1.2748
2.618 1.2614
4.250 1.2396
Fisher Pivots for day following 06-Dec-2012
Pivot 1 day 3 day
R1 1.3032 1.3054
PP 1.3013 1.3028
S1 1.2995 1.3002

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

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