CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 15-Feb-2013
Day Change Summary
Previous Current
14-Feb-2013 15-Feb-2013 Change Change % Previous Week
Open 1.3458 1.3367 -0.0091 -0.7% 1.3377
High 1.3465 1.3401 -0.0064 -0.5% 1.3530
Low 1.3329 1.3318 -0.0011 -0.1% 1.3318
Close 1.3358 1.3365 0.0007 0.1% 1.3365
Range 0.0136 0.0083 -0.0053 -39.0% 0.0212
ATR 0.0100 0.0099 -0.0001 -1.2% 0.0000
Volume 452 485 33 7.3% 2,016
Daily Pivots for day following 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.3610 1.3571 1.3411
R3 1.3527 1.3488 1.3388
R2 1.3444 1.3444 1.3380
R1 1.3405 1.3405 1.3373 1.3383
PP 1.3361 1.3361 1.3361 1.3351
S1 1.3322 1.3322 1.3357 1.3300
S2 1.3278 1.3278 1.3350
S3 1.3195 1.3239 1.3342
S4 1.3112 1.3156 1.3319
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.4040 1.3915 1.3482
R3 1.3828 1.3703 1.3423
R2 1.3616 1.3616 1.3404
R1 1.3491 1.3491 1.3384 1.3448
PP 1.3404 1.3404 1.3404 1.3383
S1 1.3279 1.3279 1.3346 1.3236
S2 1.3192 1.3192 1.3326
S3 1.2980 1.3067 1.3307
S4 1.2768 1.2855 1.3248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3530 1.3318 0.0212 1.6% 0.0094 0.7% 22% False True 403
10 1.3659 1.3318 0.0341 2.6% 0.0111 0.8% 14% False True 461
20 1.3731 1.3290 0.0441 3.3% 0.0100 0.7% 17% False False 410
40 1.3731 1.3017 0.0714 5.3% 0.0093 0.7% 49% False False 290
60 1.3731 1.2814 0.0917 6.9% 0.0078 0.6% 60% False False 202
80 1.3731 1.2711 0.1020 7.6% 0.0067 0.5% 64% False False 156
100 1.3731 1.2711 0.1020 7.6% 0.0057 0.4% 64% False False 125
120 1.3731 1.2554 0.1177 8.8% 0.0054 0.4% 69% False False 107
Crabel Price Patterns
NR True
NR4 True
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 0.0024
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3754
2.618 1.3618
1.618 1.3535
1.000 1.3484
0.618 1.3452
HIGH 1.3401
0.618 1.3369
0.500 1.3360
0.382 1.3350
LOW 1.3318
0.618 1.3267
1.000 1.3235
1.618 1.3184
2.618 1.3101
4.250 1.2965
Fisher Pivots for day following 15-Feb-2013
Pivot 1 day 3 day
R1 1.3363 1.3424
PP 1.3361 1.3404
S1 1.3360 1.3385

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

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