CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 07-Jan-2013
Day Change Summary
Previous Current
04-Jan-2013 07-Jan-2013 Change Change % Previous Week
Open 1.3042 1.3098 0.0056 0.4% 1.3257
High 1.3091 1.3136 0.0045 0.3% 1.3292
Low 1.3017 1.3055 0.0038 0.3% 1.3017
Close 1.3090 1.3130 0.0040 0.3% 1.3090
Range 0.0074 0.0081 0.0007 9.5% 0.0275
ATR 0.0072 0.0073 0.0001 0.9% 0.0000
Volume 228 29 -199 -87.3% 784
Daily Pivots for day following 07-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.3350 1.3321 1.3175
R3 1.3269 1.3240 1.3152
R2 1.3188 1.3188 1.3145
R1 1.3159 1.3159 1.3137 1.3174
PP 1.3107 1.3107 1.3107 1.3114
S1 1.3078 1.3078 1.3123 1.3093
S2 1.3026 1.3026 1.3115
S3 1.2945 1.2997 1.3108
S4 1.2864 1.2916 1.3085
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.3958 1.3799 1.3241
R3 1.3683 1.3524 1.3166
R2 1.3408 1.3408 1.3140
R1 1.3249 1.3249 1.3115 1.3191
PP 1.3133 1.3133 1.3133 1.3104
S1 1.2974 1.2974 1.3065 1.2916
S2 1.2858 1.2858 1.3040
S3 1.2583 1.2699 1.3014
S4 1.2308 1.2424 1.2939
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3292 1.3017 0.0275 2.1% 0.0092 0.7% 41% False False 162
10 1.3304 1.3017 0.0287 2.2% 0.0077 0.6% 39% False False 113
20 1.3326 1.2935 0.0391 3.0% 0.0069 0.5% 50% False False 100
40 1.3326 1.2711 0.0615 4.7% 0.0057 0.4% 68% False False 61
60 1.3326 1.2711 0.0615 4.7% 0.0045 0.3% 68% False False 42
80 1.3326 1.2711 0.0615 4.7% 0.0040 0.3% 68% False False 34
100 1.3326 1.2330 0.0996 7.6% 0.0039 0.3% 80% False False 29
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3480
2.618 1.3348
1.618 1.3267
1.000 1.3217
0.618 1.3186
HIGH 1.3136
0.618 1.3105
0.500 1.3096
0.382 1.3086
LOW 1.3055
0.618 1.3005
1.000 1.2974
1.618 1.2924
2.618 1.2843
4.250 1.2711
Fisher Pivots for day following 07-Jan-2013
Pivot 1 day 3 day
R1 1.3119 1.3123
PP 1.3107 1.3116
S1 1.3096 1.3109

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

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