CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 14-Jan-2013
Day Change Summary
Previous Current
11-Jan-2013 14-Jan-2013 Change Change % Previous Week
Open 1.3285 1.3380 0.0095 0.7% 1.3098
High 1.3379 1.3407 0.0028 0.2% 1.3379
Low 1.3268 1.3354 0.0086 0.6% 1.3055
Close 1.3355 1.3394 0.0039 0.3% 1.3355
Range 0.0111 0.0053 -0.0058 -52.3% 0.0324
ATR 0.0083 0.0081 -0.0002 -2.6% 0.0000
Volume 325 573 248 76.3% 638
Daily Pivots for day following 14-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.3544 1.3522 1.3423
R3 1.3491 1.3469 1.3409
R2 1.3438 1.3438 1.3404
R1 1.3416 1.3416 1.3399 1.3427
PP 1.3385 1.3385 1.3385 1.3391
S1 1.3363 1.3363 1.3389 1.3374
S2 1.3332 1.3332 1.3384
S3 1.3279 1.3310 1.3379
S4 1.3226 1.3257 1.3365
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.4235 1.4119 1.3533
R3 1.3911 1.3795 1.3444
R2 1.3587 1.3587 1.3414
R1 1.3471 1.3471 1.3385 1.3529
PP 1.3263 1.3263 1.3263 1.3292
S1 1.3147 1.3147 1.3325 1.3205
S2 1.2939 1.2939 1.3296
S3 1.2615 1.2823 1.3266
S4 1.2291 1.2499 1.3177
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3407 1.3057 0.0350 2.6% 0.0098 0.7% 96% True False 236
10 1.3407 1.3017 0.0390 2.9% 0.0095 0.7% 97% True False 199
20 1.3407 1.3017 0.0390 2.9% 0.0081 0.6% 97% True False 153
40 1.3407 1.2737 0.0670 5.0% 0.0064 0.5% 98% True False 85
60 1.3407 1.2711 0.0696 5.2% 0.0052 0.4% 98% True False 61
80 1.3407 1.2711 0.0696 5.2% 0.0043 0.3% 98% True False 46
100 1.3407 1.2554 0.0853 6.4% 0.0042 0.3% 98% True False 40
Crabel Price Patterns
NR True
NR4 False
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 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3632
2.618 1.3546
1.618 1.3493
1.000 1.3460
0.618 1.3440
HIGH 1.3407
0.618 1.3387
0.500 1.3381
0.382 1.3374
LOW 1.3354
0.618 1.3321
1.000 1.3301
1.618 1.3268
2.618 1.3215
4.250 1.3129
Fisher Pivots for day following 14-Jan-2013
Pivot 1 day 3 day
R1 1.3390 1.3342
PP 1.3385 1.3289
S1 1.3381 1.3237

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

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