CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 11-Feb-2013
Day Change Summary
Previous Current
08-Feb-2013 11-Feb-2013 Change Change % Previous Week
Open 1.3401 1.3377 -0.0024 -0.2% 1.3656
High 1.3440 1.3434 -0.0006 0.0% 1.3659
Low 1.3366 1.3375 0.0009 0.1% 1.3366
Close 1.3374 1.3400 0.0026 0.2% 1.3374
Range 0.0074 0.0059 -0.0015 -20.3% 0.0293
ATR 0.0100 0.0097 -0.0003 -2.9% 0.0000
Volume 504 483 -21 -4.2% 2,594
Daily Pivots for day following 11-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.3580 1.3549 1.3432
R3 1.3521 1.3490 1.3416
R2 1.3462 1.3462 1.3411
R1 1.3431 1.3431 1.3405 1.3447
PP 1.3403 1.3403 1.3403 1.3411
S1 1.3372 1.3372 1.3395 1.3388
S2 1.3344 1.3344 1.3389
S3 1.3285 1.3313 1.3384
S4 1.3226 1.3254 1.3368
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.4345 1.4153 1.3535
R3 1.4052 1.3860 1.3455
R2 1.3759 1.3759 1.3428
R1 1.3567 1.3567 1.3401 1.3517
PP 1.3466 1.3466 1.3466 1.3441
S1 1.3274 1.3274 1.3347 1.3224
S2 1.3173 1.3173 1.3320
S3 1.2880 1.2981 1.3293
S4 1.2587 1.2688 1.3213
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3609 1.3366 0.0243 1.8% 0.0113 0.8% 14% False False 382
10 1.3731 1.3366 0.0365 2.7% 0.0106 0.8% 9% False False 467
20 1.3731 1.3275 0.0456 3.4% 0.0097 0.7% 27% False False 393
40 1.3731 1.3017 0.0714 5.3% 0.0089 0.7% 54% False False 260
60 1.3731 1.2737 0.0994 7.4% 0.0075 0.6% 67% False False 179
80 1.3731 1.2711 0.1020 7.6% 0.0063 0.5% 68% False False 137
100 1.3731 1.2711 0.1020 7.6% 0.0053 0.4% 68% False False 110
120 1.3731 1.2460 0.1271 9.5% 0.0052 0.4% 74% False False 94
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3685
2.618 1.3588
1.618 1.3529
1.000 1.3493
0.618 1.3470
HIGH 1.3434
0.618 1.3411
0.500 1.3405
0.382 1.3398
LOW 1.3375
0.618 1.3339
1.000 1.3316
1.618 1.3280
2.618 1.3221
4.250 1.3124
Fisher Pivots for day following 11-Feb-2013
Pivot 1 day 3 day
R1 1.3405 1.3474
PP 1.3403 1.3449
S1 1.3402 1.3425

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

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