CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 25-Jan-2013
Day Change Summary
Previous Current
24-Jan-2013 25-Jan-2013 Change Change % Previous Week
Open 1.3329 1.3380 0.0051 0.4% 1.3328
High 1.3400 1.3485 0.0085 0.6% 1.3485
Low 1.3300 1.3370 0.0070 0.5% 1.3290
Close 1.3385 1.3475 0.0090 0.7% 1.3475
Range 0.0100 0.0115 0.0015 15.0% 0.0195
ATR 0.0086 0.0088 0.0002 2.4% 0.0000
Volume 243 116 -127 -52.3% 967
Daily Pivots for day following 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.3788 1.3747 1.3538
R3 1.3673 1.3632 1.3507
R2 1.3558 1.3558 1.3496
R1 1.3517 1.3517 1.3486 1.3538
PP 1.3443 1.3443 1.3443 1.3454
S1 1.3402 1.3402 1.3464 1.3423
S2 1.3328 1.3328 1.3454
S3 1.3213 1.3287 1.3443
S4 1.3098 1.3172 1.3412
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.4002 1.3933 1.3582
R3 1.3807 1.3738 1.3529
R2 1.3612 1.3612 1.3511
R1 1.3543 1.3543 1.3493 1.3578
PP 1.3417 1.3417 1.3417 1.3434
S1 1.3348 1.3348 1.3457 1.3383
S2 1.3222 1.3222 1.3439
S3 1.3027 1.3153 1.3421
S4 1.2832 1.2958 1.3368
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3485 1.3290 0.0195 1.4% 0.0097 0.7% 95% True False 319
10 1.3485 1.3268 0.0217 1.6% 0.0093 0.7% 95% True False 311
20 1.3485 1.3017 0.0468 3.5% 0.0094 0.7% 98% True False 216
40 1.3485 1.2913 0.0572 4.2% 0.0073 0.5% 98% True False 137
60 1.3485 1.2711 0.0774 5.7% 0.0064 0.5% 99% True False 98
80 1.3485 1.2711 0.0774 5.7% 0.0050 0.4% 99% True False 74
100 1.3485 1.2619 0.0866 6.4% 0.0047 0.4% 99% True False 62
120 1.3485 1.2324 0.1161 8.6% 0.0044 0.3% 99% True False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3974
2.618 1.3786
1.618 1.3671
1.000 1.3600
0.618 1.3556
HIGH 1.3485
0.618 1.3441
0.500 1.3428
0.382 1.3414
LOW 1.3370
0.618 1.3299
1.000 1.3255
1.618 1.3184
2.618 1.3069
4.250 1.2881
Fisher Pivots for day following 25-Jan-2013
Pivot 1 day 3 day
R1 1.3459 1.3446
PP 1.3443 1.3417
S1 1.3428 1.3388

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

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