CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 10-Dec-2012
Day Change Summary
Previous Current
07-Dec-2012 10-Dec-2012 Change Change % Previous Week
Open 1.2939 1.2978 0.0039 0.3% 1.3092
High 1.2968 1.2978 0.0010 0.1% 1.3141
Low 1.2939 1.2978 0.0039 0.3% 1.2939
Close 1.2968 1.2978 0.0010 0.1% 1.2968
Range 0.0029 0.0000 -0.0029 -100.0% 0.0202
ATR 0.0050 0.0047 -0.0003 -5.7% 0.0000
Volume 3 2 -1 -33.3% 27
Daily Pivots for day following 10-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.2978 1.2978 1.2978
R3 1.2978 1.2978 1.2978
R2 1.2978 1.2978 1.2978
R1 1.2978 1.2978 1.2978 1.2978
PP 1.2978 1.2978 1.2978 1.2978
S1 1.2978 1.2978 1.2978 1.2978
S2 1.2978 1.2978 1.2978
S3 1.2978 1.2978 1.2978
S4 1.2978 1.2978 1.2978
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3622 1.3497 1.3079
R3 1.3420 1.3295 1.3024
R2 1.3218 1.3218 1.3005
R1 1.3093 1.3093 1.2987 1.3055
PP 1.3016 1.3016 1.3016 1.2997
S1 1.2891 1.2891 1.2949 1.2853
S2 1.2814 1.2814 1.2931
S3 1.2612 1.2689 1.2912
S4 1.2410 1.2487 1.2857
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3141 1.2939 0.0202 1.6% 0.0031 0.2% 19% False False 5
10 1.3141 1.2932 0.0209 1.6% 0.0026 0.2% 22% False False 3
20 1.3141 1.2751 0.0390 3.0% 0.0024 0.2% 58% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2978
2.618 1.2978
1.618 1.2978
1.000 1.2978
0.618 1.2978
HIGH 1.2978
0.618 1.2978
0.500 1.2978
0.382 1.2978
LOW 1.2978
0.618 1.2978
1.000 1.2978
1.618 1.2978
2.618 1.2978
4.250 1.2978
Fisher Pivots for day following 10-Dec-2012
Pivot 1 day 3 day
R1 1.2978 1.3012
PP 1.2978 1.3001
S1 1.2978 1.2989

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

View Archives - Comment on this page... - Back to Index of Symbols