CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 12-Feb-2013
Day Change Summary
Previous Current
11-Feb-2013 12-Feb-2013 Change Change % Previous Week
Open 1.3374 1.3404 0.0030 0.2% 1.3654
High 1.3431 1.3480 0.0049 0.4% 1.3658
Low 1.3360 1.3367 0.0007 0.1% 1.3356
Close 1.3392 1.3446 0.0054 0.4% 1.3366
Range 0.0071 0.0113 0.0042 59.2% 0.0302
ATR 0.0107 0.0107 0.0000 0.4% 0.0000
Volume 216,669 251,774 35,105 16.2% 1,643,345
Daily Pivots for day following 12-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.3770 1.3721 1.3508
R3 1.3657 1.3608 1.3477
R2 1.3544 1.3544 1.3467
R1 1.3495 1.3495 1.3456 1.3520
PP 1.3431 1.3431 1.3431 1.3443
S1 1.3382 1.3382 1.3436 1.3407
S2 1.3318 1.3318 1.3425
S3 1.3205 1.3269 1.3415
S4 1.3092 1.3156 1.3384
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.4366 1.4168 1.3532
R3 1.4064 1.3866 1.3449
R2 1.3762 1.3762 1.3421
R1 1.3564 1.3564 1.3394 1.3512
PP 1.3460 1.3460 1.3460 1.3434
S1 1.3262 1.3262 1.3338 1.3210
S2 1.3158 1.3158 1.3311
S3 1.2856 1.2960 1.3283
S4 1.2554 1.2658 1.3200
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3600 1.3356 0.0244 1.8% 0.0114 0.8% 37% False False 293,690
10 1.3715 1.3356 0.0359 2.7% 0.0116 0.9% 25% False False 304,501
20 1.3715 1.3262 0.0453 3.4% 0.0108 0.8% 41% False False 297,129
40 1.3715 1.3005 0.0710 5.3% 0.0102 0.8% 62% False False 248,001
60 1.3715 1.2713 0.1002 7.5% 0.0095 0.7% 73% False False 170,798
80 1.3715 1.2680 0.1035 7.7% 0.0089 0.7% 74% False False 128,152
100 1.3715 1.2680 0.1035 7.7% 0.0087 0.6% 74% False False 102,552
120 1.3715 1.2507 0.1208 9.0% 0.0083 0.6% 78% False False 85,467
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3960
2.618 1.3776
1.618 1.3663
1.000 1.3593
0.618 1.3550
HIGH 1.3480
0.618 1.3437
0.500 1.3424
0.382 1.3410
LOW 1.3367
0.618 1.3297
1.000 1.3254
1.618 1.3184
2.618 1.3071
4.250 1.2887
Fisher Pivots for day following 12-Feb-2013
Pivot 1 day 3 day
R1 1.3439 1.3437
PP 1.3431 1.3427
S1 1.3424 1.3418

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

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