CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 20-Dec-2012
Day Change Summary
Previous Current
19-Dec-2012 20-Dec-2012 Change Change % Previous Week
Open 1.3235 1.3218 -0.0017 -0.1% 1.2908
High 1.3321 1.3308 -0.0013 -0.1% 1.3186
Low 1.3231 1.3212 -0.0019 -0.1% 1.2900
Close 1.3259 1.3252 -0.0007 -0.1% 1.3171
Range 0.0090 0.0096 0.0006 6.7% 0.0286
ATR 0.0081 0.0082 0.0001 1.3% 0.0000
Volume 228,297 204,854 -23,443 -10.3% 530,513
Daily Pivots for day following 20-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3545 1.3495 1.3305
R3 1.3449 1.3399 1.3278
R2 1.3353 1.3353 1.3270
R1 1.3303 1.3303 1.3261 1.3328
PP 1.3257 1.3257 1.3257 1.3270
S1 1.3207 1.3207 1.3243 1.3232
S2 1.3161 1.3161 1.3234
S3 1.3065 1.3111 1.3226
S4 1.2969 1.3015 1.3199
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3944 1.3843 1.3328
R3 1.3658 1.3557 1.3250
R2 1.3372 1.3372 1.3223
R1 1.3271 1.3271 1.3197 1.3322
PP 1.3086 1.3086 1.3086 1.3111
S1 1.2985 1.2985 1.3145 1.3036
S2 1.2800 1.2800 1.3119
S3 1.2514 1.2699 1.3092
S4 1.2228 1.2413 1.3014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3321 1.3078 0.0243 1.8% 0.0085 0.6% 72% False False 205,951
10 1.3321 1.2892 0.0429 3.2% 0.0083 0.6% 84% False False 131,919
20 1.3321 1.2850 0.0471 3.6% 0.0084 0.6% 85% False False 67,775
40 1.3321 1.2680 0.0641 4.8% 0.0077 0.6% 89% False False 34,027
60 1.3321 1.2680 0.0641 4.8% 0.0077 0.6% 89% False False 22,736
80 1.3321 1.2541 0.0780 5.9% 0.0077 0.6% 91% False False 17,071
100 1.3321 1.2204 0.1117 8.4% 0.0066 0.5% 94% False False 13,658
120 1.3321 1.2090 0.1231 9.3% 0.0064 0.5% 94% False False 11,384
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 0.0011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3716
2.618 1.3559
1.618 1.3463
1.000 1.3404
0.618 1.3367
HIGH 1.3308
0.618 1.3271
0.500 1.3260
0.382 1.3249
LOW 1.3212
0.618 1.3153
1.000 1.3116
1.618 1.3057
2.618 1.2961
4.250 1.2804
Fisher Pivots for day following 20-Dec-2012
Pivot 1 day 3 day
R1 1.3260 1.3250
PP 1.3257 1.3247
S1 1.3255 1.3245

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

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