CME Euro FX (E) Future September 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 1.3117 1.3085 -0.0032 -0.2% 1.3001
High 1.3117 1.3085 -0.0032 -0.2% 1.3060
Low 1.3117 1.3003 -0.0114 -0.9% 1.2932
Close 1.3117 1.3003 -0.0114 -0.9% 1.3039
Range 0.0000 0.0082 0.0082 0.0128
ATR 0.0043 0.0049 0.0005 11.6% 0.0000
Volume 3 3 0 0.0% 10
Daily Pivots for day following 06-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3276 1.3222 1.3048
R3 1.3194 1.3140 1.3026
R2 1.3112 1.3112 1.3018
R1 1.3058 1.3058 1.3011 1.3044
PP 1.3030 1.3030 1.3030 1.3024
S1 1.2976 1.2976 1.2995 1.2962
S2 1.2948 1.2948 1.2988
S3 1.2866 1.2894 1.2980
S4 1.2784 1.2812 1.2958
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3394 1.3345 1.3109
R3 1.3266 1.3217 1.3074
R2 1.3138 1.3138 1.3062
R1 1.3089 1.3089 1.3051 1.3114
PP 1.3010 1.3010 1.3010 1.3023
S1 1.2961 1.2961 1.3027 1.2986
S2 1.2882 1.2882 1.3016
S3 1.2754 1.2833 1.3004
S4 1.2626 1.2705 1.2969
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3141 1.3003 0.0138 1.1% 0.0035 0.3% 0% False True 5
10 1.3141 1.2932 0.0209 1.6% 0.0033 0.3% 34% False False 3
20 1.3141 1.2751 0.0390 3.0% 0.0023 0.2% 65% False False 2
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 0.0001
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.3434
2.618 1.3300
1.618 1.3218
1.000 1.3167
0.618 1.3136
HIGH 1.3085
0.618 1.3054
0.500 1.3044
0.382 1.3034
LOW 1.3003
0.618 1.2952
1.000 1.2921
1.618 1.2870
2.618 1.2788
4.250 1.2655
Fisher Pivots for day following 06-Dec-2012
Pivot 1 day 3 day
R1 1.3044 1.3072
PP 1.3030 1.3049
S1 1.3017 1.3026

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

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