CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 04-Jan-2013
Day Change Summary
Previous Current
03-Jan-2013 04-Jan-2013 Change Change % Previous Week
Open 1.3195 1.3050 -0.0145 -1.1% 1.3227
High 1.3198 1.3100 -0.0098 -0.7% 1.3289
Low 1.3055 1.3005 -0.0050 -0.4% 1.3005
Close 1.3069 1.3080 0.0011 0.1% 1.3080
Range 0.0143 0.0095 -0.0048 -33.6% 0.0284
ATR 0.0088 0.0088 0.0001 0.6% 0.0000
Volume 253,804 263,072 9,268 3.7% 790,017
Daily Pivots for day following 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.3347 1.3308 1.3132
R3 1.3252 1.3213 1.3106
R2 1.3157 1.3157 1.3097
R1 1.3118 1.3118 1.3089 1.3138
PP 1.3062 1.3062 1.3062 1.3071
S1 1.3023 1.3023 1.3071 1.3043
S2 1.2967 1.2967 1.3063
S3 1.2872 1.2928 1.3054
S4 1.2777 1.2833 1.3028
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.3977 1.3812 1.3236
R3 1.3693 1.3528 1.3158
R2 1.3409 1.3409 1.3132
R1 1.3244 1.3244 1.3106 1.3185
PP 1.3125 1.3125 1.3125 1.3095
S1 1.2960 1.2960 1.3054 1.2901
S2 1.2841 1.2841 1.3028
S3 1.2557 1.2676 1.3002
S4 1.2273 1.2392 1.2924
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3289 1.3005 0.0284 2.2% 0.0104 0.8% 26% False True 184,423
10 1.3308 1.3005 0.0303 2.3% 0.0092 0.7% 25% False True 159,645
20 1.3321 1.2892 0.0429 3.3% 0.0089 0.7% 44% False False 136,190
40 1.3321 1.2680 0.0641 4.9% 0.0083 0.6% 62% False False 68,780
60 1.3321 1.2680 0.0641 4.9% 0.0079 0.6% 62% False False 45,905
80 1.3321 1.2680 0.0641 4.9% 0.0082 0.6% 62% False False 34,464
100 1.3321 1.2318 0.1003 7.7% 0.0072 0.5% 76% False False 27,574
120 1.3321 1.2090 0.1231 9.4% 0.0067 0.5% 80% False False 22,980
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 True
Bull Hook False
Stretch 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3504
2.618 1.3349
1.618 1.3254
1.000 1.3195
0.618 1.3159
HIGH 1.3100
0.618 1.3064
0.500 1.3053
0.382 1.3041
LOW 1.3005
0.618 1.2946
1.000 1.2910
1.618 1.2851
2.618 1.2756
4.250 1.2601
Fisher Pivots for day following 04-Jan-2013
Pivot 1 day 3 day
R1 1.3071 1.3147
PP 1.3062 1.3125
S1 1.3053 1.3102

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

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