CME Euro FX (E) Future March 2013


Trading Metrics calculated at close of trading on 05-Mar-2013
Day Change Summary
Previous Current
04-Mar-2013 05-Mar-2013 Change Change % Previous Week
Open 1.3016 1.3028 0.0012 0.1% 1.3195
High 1.3033 1.3076 0.0043 0.3% 1.3321
Low 1.2983 1.3011 0.0028 0.2% 1.2967
Close 1.3025 1.3042 0.0017 0.1% 1.3020
Range 0.0050 0.0065 0.0015 30.0% 0.0354
ATR 0.0115 0.0111 -0.0004 -3.1% 0.0000
Volume 210,759 212,788 2,029 1.0% 1,861,663
Daily Pivots for day following 05-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.3238 1.3205 1.3078
R3 1.3173 1.3140 1.3060
R2 1.3108 1.3108 1.3054
R1 1.3075 1.3075 1.3048 1.3092
PP 1.3043 1.3043 1.3043 1.3051
S1 1.3010 1.3010 1.3036 1.3027
S2 1.2978 1.2978 1.3030
S3 1.2913 1.2945 1.3024
S4 1.2848 1.2880 1.3006
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 1.3164 1.2967 0.0197 1.5% 0.0093 0.7% 38% False False 275,299
10 1.3437 1.2967 0.0470 3.6% 0.0124 0.9% 16% False False 324,985
20 1.3602 1.2967 0.0635 4.9% 0.0117 0.9% 12% False False 306,562
40 1.3715 1.2967 0.0748 5.7% 0.0112 0.9% 10% False False 294,928
60 1.3715 1.2892 0.0823 6.3% 0.0104 0.8% 18% False False 242,015
80 1.3715 1.2680 0.1035 7.9% 0.0097 0.7% 35% False False 181,854
100 1.3715 1.2680 0.1035 7.9% 0.0092 0.7% 35% False False 145,514
120 1.3715 1.2680 0.1035 7.9% 0.0092 0.7% 35% False False 121,285
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0039
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3352
2.618 1.3246
1.618 1.3181
1.000 1.3141
0.618 1.3116
HIGH 1.3076
0.618 1.3051
0.500 1.3044
0.382 1.3036
LOW 1.3011
0.618 1.2971
1.000 1.2946
1.618 1.2906
2.618 1.2841
4.250 1.2735
Fisher Pivots for day following 05-Mar-2013
Pivot 1 day 3 day
R1 1.3044 1.3040
PP 1.3043 1.3037
S1 1.3043 1.3035

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

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