CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 24-Dec-2012
Day Change Summary
Previous Current
21-Dec-2012 24-Dec-2012 Change Change % Previous Week
Open 1.3261 1.3192 -0.0069 -0.5% 1.3186
High 1.3261 1.3247 -0.0014 -0.1% 1.3321
Low 1.3170 1.3183 0.0013 0.1% 1.3156
Close 1.3187 1.3201 0.0014 0.1% 1.3187
Range 0.0091 0.0064 -0.0027 -29.7% 0.0165
ATR 0.0083 0.0081 -0.0001 -1.6% 0.0000
Volume 202,083 59,433 -142,650 -70.6% 977,279
Daily Pivots for day following 24-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3402 1.3366 1.3236
R3 1.3338 1.3302 1.3219
R2 1.3274 1.3274 1.3213
R1 1.3238 1.3238 1.3207 1.3256
PP 1.3210 1.3210 1.3210 1.3220
S1 1.3174 1.3174 1.3195 1.3192
S2 1.3146 1.3146 1.3189
S3 1.3082 1.3110 1.3183
S4 1.3018 1.3046 1.3166
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3716 1.3617 1.3278
R3 1.3551 1.3452 1.3232
R2 1.3386 1.3386 1.3217
R1 1.3287 1.3287 1.3202 1.3337
PP 1.3221 1.3221 1.3221 1.3246
S1 1.3122 1.3122 1.3172 1.3172
S2 1.3056 1.3056 1.3157
S3 1.2891 1.2957 1.3142
S4 1.2726 1.2792 1.3096
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3321 1.3168 0.0153 1.2% 0.0085 0.6% 22% False False 175,186
10 1.3321 1.2942 0.0379 2.9% 0.0083 0.6% 68% False False 155,021
20 1.3321 1.2892 0.0429 3.2% 0.0082 0.6% 72% False False 80,756
40 1.3321 1.2680 0.0641 4.9% 0.0077 0.6% 81% False False 40,555
60 1.3321 1.2680 0.0641 4.9% 0.0077 0.6% 81% False False 27,086
80 1.3321 1.2588 0.0733 5.6% 0.0079 0.6% 84% False False 20,340
100 1.3321 1.2300 0.1021 7.7% 0.0066 0.5% 88% False False 16,274
120 1.3321 1.2090 0.1231 9.3% 0.0064 0.5% 90% False False 13,563
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3519
2.618 1.3415
1.618 1.3351
1.000 1.3311
0.618 1.3287
HIGH 1.3247
0.618 1.3223
0.500 1.3215
0.382 1.3207
LOW 1.3183
0.618 1.3143
1.000 1.3119
1.618 1.3079
2.618 1.3015
4.250 1.2911
Fisher Pivots for day following 24-Dec-2012
Pivot 1 day 3 day
R1 1.3215 1.3239
PP 1.3210 1.3226
S1 1.3206 1.3214

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

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