CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 14-Mar-2013
Day Change Summary
Previous Current
13-Mar-2013 14-Mar-2013 Change Change % Previous Week
Open 1.3083 1.3018 -0.0065 -0.5% 1.3031
High 1.3089 1.3034 -0.0055 -0.4% 1.3160
Low 1.2967 1.3015 0.0048 0.4% 1.3000
Close 1.2987 1.3026 0.0039 0.3% 1.3030
Range 0.0122 0.0019 -0.0103 -84.4% 0.0160
ATR 0.0074 0.0072 -0.0002 -2.6% 0.0000
Volume 22 19 -3 -13.6% 61
Daily Pivots for day following 14-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.3082 1.3073 1.3036
R3 1.3063 1.3054 1.3031
R2 1.3044 1.3044 1.3029
R1 1.3035 1.3035 1.3028 1.3040
PP 1.3025 1.3025 1.3025 1.3027
S1 1.3016 1.3016 1.3024 1.3021
S2 1.3006 1.3006 1.3023
S3 1.2987 1.2997 1.3021
S4 1.2968 1.2978 1.3016
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.3543 1.3447 1.3118
R3 1.3383 1.3287 1.3074
R2 1.3223 1.3223 1.3059
R1 1.3127 1.3127 1.3045 1.3095
PP 1.3063 1.3063 1.3063 1.3048
S1 1.2967 1.2967 1.3015 1.2935
S2 1.2903 1.2903 1.3001
S3 1.2743 1.2807 1.2986
S4 1.2583 1.2647 1.2942
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3160 1.2967 0.0193 1.5% 0.0064 0.5% 31% False False 21
10 1.3160 1.2967 0.0193 1.5% 0.0050 0.4% 31% False False 16
20 1.3443 1.2967 0.0476 3.7% 0.0056 0.4% 12% False False 10
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3115
2.618 1.3084
1.618 1.3065
1.000 1.3053
0.618 1.3046
HIGH 1.3034
0.618 1.3027
0.500 1.3025
0.382 1.3022
LOW 1.3015
0.618 1.3003
1.000 1.2996
1.618 1.2984
2.618 1.2965
4.250 1.2934
Fisher Pivots for day following 14-Mar-2013
Pivot 1 day 3 day
R1 1.3026 1.3028
PP 1.3025 1.3027
S1 1.3025 1.3027

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

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