CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 01-Mar-2013
Day Change Summary
Previous Current
28-Feb-2013 01-Mar-2013 Change Change % Previous Week
Open 1.3136 1.3068 -0.0068 -0.5% 1.3195
High 1.3164 1.3103 -0.0061 -0.5% 1.3321
Low 1.3055 1.2967 -0.0088 -0.7% 1.2967
Close 1.3065 1.3020 -0.0045 -0.3% 1.3020
Range 0.0109 0.0136 0.0027 24.8% 0.0354
ATR 0.0119 0.0120 0.0001 1.0% 0.0000
Volume 281,712 325,169 43,457 15.4% 1,861,663
Daily Pivots for day following 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.3438 1.3365 1.3095
R3 1.3302 1.3229 1.3057
R2 1.3166 1.3166 1.3045
R1 1.3093 1.3093 1.3032 1.3062
PP 1.3030 1.3030 1.3030 1.3014
S1 1.2957 1.2957 1.3008 1.2926
S2 1.2894 1.2894 1.2995
S3 1.2758 1.2821 1.2983
S4 1.2622 1.2685 1.2945
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.4165 1.3946 1.3215
R3 1.3811 1.3592 1.3117
R2 1.3457 1.3457 1.3085
R1 1.3238 1.3238 1.3052 1.3171
PP 1.3103 1.3103 1.3103 1.3069
S1 1.2884 1.2884 1.2988 1.2817
S2 1.2749 1.2749 1.2955
S3 1.2395 1.2530 1.2923
S4 1.2041 1.2176 1.2825
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3321 1.2967 0.0354 2.7% 0.0146 1.1% 15% False True 372,332
10 1.3437 1.2967 0.0470 3.6% 0.0129 1.0% 11% False True 336,760
20 1.3715 1.2967 0.0748 5.7% 0.0126 1.0% 7% False True 319,564
40 1.3715 1.2967 0.0748 5.7% 0.0115 0.9% 7% False True 297,261
60 1.3715 1.2892 0.0823 6.3% 0.0105 0.8% 16% False False 235,148
80 1.3715 1.2680 0.1035 7.9% 0.0097 0.7% 33% False False 176,564
100 1.3715 1.2680 0.1035 7.9% 0.0093 0.7% 33% False False 141,281
120 1.3715 1.2680 0.1035 7.9% 0.0092 0.7% 33% False False 117,756
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0041
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3681
2.618 1.3459
1.618 1.3323
1.000 1.3239
0.618 1.3187
HIGH 1.3103
0.618 1.3051
0.500 1.3035
0.382 1.3019
LOW 1.2967
0.618 1.2883
1.000 1.2831
1.618 1.2747
2.618 1.2611
4.250 1.2389
Fisher Pivots for day following 01-Mar-2013
Pivot 1 day 3 day
R1 1.3035 1.3066
PP 1.3030 1.3050
S1 1.3025 1.3035

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

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