CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 11-Jan-2013
Day Change Summary
Previous Current
10-Jan-2013 11-Jan-2013 Change Change % Previous Week
Open 1.3066 1.3276 0.0210 1.6% 1.3085
High 1.3280 1.3373 0.0093 0.7% 1.3373
Low 1.3046 1.3255 0.0209 1.6% 1.3025
Close 1.3259 1.3346 0.0087 0.7% 1.3346
Range 0.0234 0.0118 -0.0116 -49.6% 0.0348
ATR 0.0097 0.0099 0.0001 1.5% 0.0000
Volume 344,492 307,899 -36,593 -10.6% 1,331,005
Daily Pivots for day following 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.3679 1.3630 1.3411
R3 1.3561 1.3512 1.3378
R2 1.3443 1.3443 1.3368
R1 1.3394 1.3394 1.3357 1.3419
PP 1.3325 1.3325 1.3325 1.3337
S1 1.3276 1.3276 1.3335 1.3301
S2 1.3207 1.3207 1.3324
S3 1.3089 1.3158 1.3314
S4 1.2971 1.3040 1.3281
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.4292 1.4167 1.3537
R3 1.3944 1.3819 1.3442
R2 1.3596 1.3596 1.3410
R1 1.3471 1.3471 1.3378 1.3534
PP 1.3248 1.3248 1.3248 1.3279
S1 1.3123 1.3123 1.3314 1.3186
S2 1.2900 1.2900 1.3282
S3 1.2552 1.2775 1.3250
S4 1.2204 1.2427 1.3155
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3373 1.3025 0.0348 2.6% 0.0120 0.9% 92% True False 266,201
10 1.3373 1.3005 0.0368 2.8% 0.0112 0.8% 93% True False 225,312
20 1.3373 1.3005 0.0368 2.8% 0.0096 0.7% 93% True False 192,553
40 1.3373 1.2713 0.0660 4.9% 0.0088 0.7% 96% True False 102,014
60 1.3373 1.2680 0.0693 5.2% 0.0082 0.6% 96% True False 68,080
80 1.3373 1.2680 0.0693 5.2% 0.0082 0.6% 96% True False 51,095
100 1.3373 1.2484 0.0889 6.7% 0.0077 0.6% 97% True False 40,884
120 1.3373 1.2090 0.1283 9.6% 0.0069 0.5% 98% True False 34,071
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 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3875
2.618 1.3682
1.618 1.3564
1.000 1.3491
0.618 1.3446
HIGH 1.3373
0.618 1.3328
0.500 1.3314
0.382 1.3300
LOW 1.3255
0.618 1.3182
1.000 1.3137
1.618 1.3064
2.618 1.2946
4.250 1.2754
Fisher Pivots for day following 11-Jan-2013
Pivot 1 day 3 day
R1 1.3335 1.3300
PP 1.3325 1.3254
S1 1.3314 1.3209

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

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