CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 12-Dec-2012
Day Change Summary
Previous Current
11-Dec-2012 12-Dec-2012 Change Change % Previous Week
Open 1.2998 1.3025 0.0027 0.2% 1.3065
High 1.3029 1.3116 0.0087 0.7% 1.3142
Low 1.2998 1.3025 0.0027 0.2% 1.2951
Close 1.3029 1.3105 0.0076 0.6% 1.2954
Range 0.0031 0.0091 0.0060 193.5% 0.0191
ATR 0.0055 0.0057 0.0003 4.7% 0.0000
Volume 16 14 -2 -12.5% 88
Daily Pivots for day following 12-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3355 1.3321 1.3155
R3 1.3264 1.3230 1.3130
R2 1.3173 1.3173 1.3122
R1 1.3139 1.3139 1.3113 1.3156
PP 1.3082 1.3082 1.3082 1.3091
S1 1.3048 1.3048 1.3097 1.3065
S2 1.2991 1.2991 1.3088
S3 1.2900 1.2957 1.3080
S4 1.2809 1.2866 1.3055
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3589 1.3462 1.3059
R3 1.3398 1.3271 1.3007
R2 1.3207 1.3207 1.2989
R1 1.3080 1.3080 1.2972 1.3048
PP 1.3016 1.3016 1.3016 1.3000
S1 1.2889 1.2889 1.2936 1.2857
S2 1.2825 1.2825 1.2919
S3 1.2634 1.2698 1.2901
S4 1.2443 1.2507 1.2849
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3116 1.2935 0.0181 1.4% 0.0061 0.5% 94% True False 23
10 1.3142 1.2935 0.0207 1.6% 0.0044 0.3% 82% False False 17
20 1.3142 1.2737 0.0405 3.1% 0.0047 0.4% 91% False False 17
40 1.3158 1.2711 0.0447 3.4% 0.0037 0.3% 88% False False 15
60 1.3158 1.2711 0.0447 3.4% 0.0029 0.2% 88% False False 10
80 1.3200 1.2460 0.0740 5.6% 0.0033 0.3% 87% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0002
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3503
2.618 1.3354
1.618 1.3263
1.000 1.3207
0.618 1.3172
HIGH 1.3116
0.618 1.3081
0.500 1.3071
0.382 1.3060
LOW 1.3025
0.618 1.2969
1.000 1.2934
1.618 1.2878
2.618 1.2787
4.250 1.2638
Fisher Pivots for day following 12-Dec-2012
Pivot 1 day 3 day
R1 1.3094 1.3079
PP 1.3082 1.3052
S1 1.3071 1.3026

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

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