CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 27-Nov-2012
Day Change Summary
Previous Current
26-Nov-2012 27-Nov-2012 Change Change % Previous Week
Open 1.2983 1.2963 -0.0020 -0.2% 1.2776
High 1.2991 1.2963 -0.0028 -0.2% 1.3015
Low 1.2983 1.2963 -0.0020 -0.2% 1.2776
Close 1.2991 1.2963 -0.0028 -0.2% 1.3015
Range 0.0008 0.0000 -0.0008 -100.0% 0.0239
ATR 0.0058 0.0056 -0.0002 -3.7% 0.0000
Volume 15 1 -14 -93.3% 44
Daily Pivots for day following 27-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2963 1.2963 1.2963
R3 1.2963 1.2963 1.2963
R2 1.2963 1.2963 1.2963
R1 1.2963 1.2963 1.2963 1.2963
PP 1.2963 1.2963 1.2963 1.2963
S1 1.2963 1.2963 1.2963 1.2963
S2 1.2963 1.2963 1.2963
S3 1.2963 1.2963 1.2963
S4 1.2963 1.2963 1.2963
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3652 1.3573 1.3146
R3 1.3413 1.3334 1.3081
R2 1.3174 1.3174 1.3059
R1 1.3095 1.3095 1.3037 1.3135
PP 1.2935 1.2935 1.2935 1.2955
S1 1.2856 1.2856 1.2993 1.2896
S2 1.2696 1.2696 1.2971
S3 1.2457 1.2617 1.2949
S4 1.2218 1.2378 1.2884
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3015 1.2814 0.0201 1.6% 0.0043 0.3% 74% False False 9
10 1.3015 1.2711 0.0304 2.3% 0.0049 0.4% 83% False False 25
20 1.3022 1.2711 0.0311 2.4% 0.0045 0.3% 81% False False 21
40 1.3158 1.2711 0.0447 3.4% 0.0027 0.2% 56% False False 11
60 1.3200 1.2619 0.0581 4.5% 0.0030 0.2% 59% False False 12
80 1.3200 1.2324 0.0876 6.8% 0.0029 0.2% 73% False False 10
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.2963
2.618 1.2963
1.618 1.2963
1.000 1.2963
0.618 1.2963
HIGH 1.2963
0.618 1.2963
0.500 1.2963
0.382 1.2963
LOW 1.2963
0.618 1.2963
1.000 1.2963
1.618 1.2963
2.618 1.2963
4.250 1.2963
Fisher Pivots for day following 27-Nov-2012
Pivot 1 day 3 day
R1 1.2963 1.2955
PP 1.2963 1.2948
S1 1.2963 1.2940

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

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