CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 06-Feb-2013
Day Change Summary
Previous Current
05-Feb-2013 06-Feb-2013 Change Change % Previous Week
Open 1.3517 1.3599 0.0082 0.6% 1.3462
High 1.3609 1.3605 -0.0004 0.0% 1.3731
Low 1.3470 1.3508 0.0038 0.3% 1.3430
Close 1.3595 1.3536 -0.0059 -0.4% 1.3671
Range 0.0139 0.0097 -0.0042 -30.2% 0.0301
ATR 0.0095 0.0095 0.0000 0.1% 0.0000
Volume 333 301 -32 -9.6% 2,009
Daily Pivots for day following 06-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.3841 1.3785 1.3589
R3 1.3744 1.3688 1.3563
R2 1.3647 1.3647 1.3554
R1 1.3591 1.3591 1.3545 1.3571
PP 1.3550 1.3550 1.3550 1.3539
S1 1.3494 1.3494 1.3527 1.3474
S2 1.3453 1.3453 1.3518
S3 1.3356 1.3397 1.3509
S4 1.3259 1.3300 1.3483
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.4514 1.4393 1.3837
R3 1.4213 1.4092 1.3754
R2 1.3912 1.3912 1.3726
R1 1.3791 1.3791 1.3699 1.3852
PP 1.3611 1.3611 1.3611 1.3641
S1 1.3490 1.3490 1.3643 1.3551
S2 1.3310 1.3310 1.3616
S3 1.3009 1.3189 1.3588
S4 1.2708 1.2888 1.3505
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3731 1.3470 0.0261 1.9% 0.0112 0.8% 25% False False 548
10 1.3731 1.3300 0.0431 3.2% 0.0100 0.7% 55% False False 416
20 1.3731 1.3057 0.0674 5.0% 0.0099 0.7% 71% False False 358
40 1.3731 1.2935 0.0796 5.9% 0.0084 0.6% 76% False False 229
60 1.3731 1.2711 0.1020 7.5% 0.0072 0.5% 81% False False 161
80 1.3731 1.2711 0.1020 7.5% 0.0060 0.4% 81% False False 121
100 1.3731 1.2711 0.1020 7.5% 0.0051 0.4% 81% False False 99
120 1.3731 1.2347 0.1384 10.2% 0.0049 0.4% 86% False False 84
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4017
2.618 1.3859
1.618 1.3762
1.000 1.3702
0.618 1.3665
HIGH 1.3605
0.618 1.3568
0.500 1.3557
0.382 1.3545
LOW 1.3508
0.618 1.3448
1.000 1.3411
1.618 1.3351
2.618 1.3254
4.250 1.3096
Fisher Pivots for day following 06-Feb-2013
Pivot 1 day 3 day
R1 1.3557 1.3565
PP 1.3550 1.3555
S1 1.3543 1.3546

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

View Archives - Comment on this page... - Back to Index of Symbols