CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 23-Jan-2013
Day Change Summary
Previous Current
22-Jan-2013 23-Jan-2013 Change Change % Previous Week
Open 1.3317 1.3326 0.0009 0.1% 1.3375
High 1.3377 1.3360 -0.0017 -0.1% 1.3413
Low 1.3272 1.3269 -0.0003 0.0% 1.3262
Close 1.3324 1.3325 0.0001 0.0% 1.3325
Range 0.0105 0.0091 -0.0014 -13.3% 0.0151
ATR 0.0100 0.0100 -0.0001 -0.7% 0.0000
Volume 400,822 234,950 -165,872 -41.4% 1,385,128
Daily Pivots for day following 23-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.3591 1.3549 1.3375
R3 1.3500 1.3458 1.3350
R2 1.3409 1.3409 1.3342
R1 1.3367 1.3367 1.3333 1.3343
PP 1.3318 1.3318 1.3318 1.3306
S1 1.3276 1.3276 1.3317 1.3252
S2 1.3227 1.3227 1.3308
S3 1.3136 1.3185 1.3300
S4 1.3045 1.3094 1.3275
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.3786 1.3707 1.3408
R3 1.3635 1.3556 1.3367
R2 1.3484 1.3484 1.3353
R1 1.3405 1.3405 1.3339 1.3369
PP 1.3333 1.3333 1.3333 1.3316
S1 1.3254 1.3254 1.3311 1.3218
S2 1.3182 1.3182 1.3297
S3 1.3031 1.3103 1.3283
S4 1.2880 1.2952 1.3242
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3404 1.3262 0.0142 1.1% 0.0100 0.8% 44% False False 298,105
10 1.3413 1.3044 0.0369 2.8% 0.0112 0.8% 76% False False 289,458
20 1.3413 1.3005 0.0408 3.1% 0.0102 0.8% 78% False False 227,071
40 1.3413 1.2892 0.0521 3.9% 0.0091 0.7% 83% False False 152,464
60 1.3413 1.2680 0.0733 5.5% 0.0085 0.6% 88% False False 101,740
80 1.3413 1.2680 0.0733 5.5% 0.0084 0.6% 88% False False 76,344
100 1.3413 1.2541 0.0872 6.5% 0.0083 0.6% 90% False False 61,092
120 1.3413 1.2204 0.1209 9.1% 0.0073 0.5% 93% False False 50,911
Crabel Price Patterns
NR True
NR4 True
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 0.0026
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3747
2.618 1.3598
1.618 1.3507
1.000 1.3451
0.618 1.3416
HIGH 1.3360
0.618 1.3325
0.500 1.3315
0.382 1.3304
LOW 1.3269
0.618 1.3213
1.000 1.3178
1.618 1.3122
2.618 1.3031
4.250 1.2882
Fisher Pivots for day following 23-Jan-2013
Pivot 1 day 3 day
R1 1.3322 1.3337
PP 1.3318 1.3333
S1 1.3315 1.3329

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

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