CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 11-Dec-2012
Day Change Summary
Previous Current
10-Dec-2012 11-Dec-2012 Change Change % Previous Week
Open 1.2908 1.2954 0.0046 0.4% 1.3008
High 1.2959 1.3028 0.0069 0.5% 1.3142
Low 1.2900 1.2942 0.0042 0.3% 1.2892
Close 1.2952 1.3016 0.0064 0.5% 1.2941
Range 0.0059 0.0086 0.0027 45.8% 0.0250
ATR 0.0080 0.0081 0.0000 0.5% 0.0000
Volume 17,015 62,218 45,203 265.7% 41,130
Daily Pivots for day following 11-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3253 1.3221 1.3063
R3 1.3167 1.3135 1.3040
R2 1.3081 1.3081 1.3032
R1 1.3049 1.3049 1.3024 1.3065
PP 1.2995 1.2995 1.2995 1.3004
S1 1.2963 1.2963 1.3008 1.2979
S2 1.2909 1.2909 1.3000
S3 1.2823 1.2877 1.2992
S4 1.2737 1.2791 1.2969
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3742 1.3591 1.3079
R3 1.3492 1.3341 1.3010
R2 1.3242 1.3242 1.2987
R1 1.3091 1.3091 1.2964 1.3042
PP 1.2992 1.2992 1.2992 1.2967
S1 1.2841 1.2841 1.2918 1.2792
S2 1.2742 1.2742 1.2895
S3 1.2492 1.2591 1.2872
S4 1.2242 1.2341 1.2804
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3142 1.2892 0.0250 1.9% 0.0088 0.7% 50% False False 22,423
10 1.3142 1.2892 0.0250 1.9% 0.0080 0.6% 50% False False 12,597
20 1.3142 1.2680 0.0462 3.5% 0.0079 0.6% 73% False False 6,603
40 1.3155 1.2680 0.0475 3.6% 0.0075 0.6% 71% False False 3,395
60 1.3155 1.2680 0.0475 3.6% 0.0077 0.6% 71% False False 2,310
80 1.3188 1.2384 0.0804 6.2% 0.0071 0.5% 79% False False 1,742
100 1.3188 1.2090 0.1098 8.4% 0.0064 0.5% 84% False False 1,395
120 1.3188 1.2090 0.1098 8.4% 0.0062 0.5% 84% False False 1,164
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 1.3394
2.618 1.3253
1.618 1.3167
1.000 1.3114
0.618 1.3081
HIGH 1.3028
0.618 1.2995
0.500 1.2985
0.382 1.2975
LOW 1.2942
0.618 1.2889
1.000 1.2856
1.618 1.2803
2.618 1.2717
4.250 1.2577
Fisher Pivots for day following 11-Dec-2012
Pivot 1 day 3 day
R1 1.3006 1.2997
PP 1.2995 1.2979
S1 1.2985 1.2960

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

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