CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 18-Jan-2013
Day Change Summary
Previous Current
17-Jan-2013 18-Jan-2013 Change Change % Previous Week
Open 1.3329 1.3388 0.0059 0.4% 1.3380
High 1.3400 1.3403 0.0003 0.0% 1.3407
Low 1.3294 1.3295 0.0001 0.0% 1.3275
Close 1.3400 1.3333 -0.0067 -0.5% 1.3333
Range 0.0106 0.0108 0.0002 1.9% 0.0132
ATR 0.0084 0.0085 0.0002 2.1% 0.0000
Volume 152 629 477 313.8% 1,818
Daily Pivots for day following 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.3668 1.3608 1.3392
R3 1.3560 1.3500 1.3363
R2 1.3452 1.3452 1.3353
R1 1.3392 1.3392 1.3343 1.3368
PP 1.3344 1.3344 1.3344 1.3332
S1 1.3284 1.3284 1.3323 1.3260
S2 1.3236 1.3236 1.3313
S3 1.3128 1.3176 1.3303
S4 1.3020 1.3068 1.3274
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.3734 1.3666 1.3406
R3 1.3602 1.3534 1.3369
R2 1.3470 1.3470 1.3357
R1 1.3402 1.3402 1.3345 1.3370
PP 1.3338 1.3338 1.3338 1.3323
S1 1.3270 1.3270 1.3321 1.3238
S2 1.3206 1.3206 1.3309
S3 1.3074 1.3138 1.3297
S4 1.2942 1.3006 1.3260
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3407 1.3275 0.0132 1.0% 0.0089 0.7% 44% False False 363
10 1.3407 1.3055 0.0352 2.6% 0.0097 0.7% 79% False False 245
20 1.3407 1.3017 0.0390 2.9% 0.0087 0.7% 81% False False 196
40 1.3407 1.2814 0.0593 4.4% 0.0069 0.5% 88% False False 113
60 1.3407 1.2711 0.0696 5.2% 0.0058 0.4% 89% False False 82
80 1.3407 1.2711 0.0696 5.2% 0.0047 0.4% 89% False False 62
100 1.3407 1.2557 0.0850 6.4% 0.0045 0.3% 91% False False 53
120 1.3407 1.2232 0.1175 8.8% 0.0042 0.3% 94% False False 45
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 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3862
2.618 1.3686
1.618 1.3578
1.000 1.3511
0.618 1.3470
HIGH 1.3403
0.618 1.3362
0.500 1.3349
0.382 1.3336
LOW 1.3295
0.618 1.3228
1.000 1.3187
1.618 1.3120
2.618 1.3012
4.250 1.2836
Fisher Pivots for day following 18-Jan-2013
Pivot 1 day 3 day
R1 1.3349 1.3339
PP 1.3344 1.3337
S1 1.3338 1.3335

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

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