CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 19-Feb-2013
Day Change Summary
Previous Current
15-Feb-2013 19-Feb-2013 Change Change % Previous Week
Open 1.3367 1.3358 -0.0009 -0.1% 1.3377
High 1.3401 1.3404 0.0003 0.0% 1.3530
Low 1.3318 1.3335 0.0017 0.1% 1.3318
Close 1.3365 1.3399 0.0034 0.3% 1.3365
Range 0.0083 0.0069 -0.0014 -16.9% 0.0212
ATR 0.0099 0.0097 -0.0002 -2.1% 0.0000
Volume 485 1,012 527 108.7% 2,016
Daily Pivots for day following 19-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.3586 1.3562 1.3437
R3 1.3517 1.3493 1.3418
R2 1.3448 1.3448 1.3412
R1 1.3424 1.3424 1.3405 1.3436
PP 1.3379 1.3379 1.3379 1.3386
S1 1.3355 1.3355 1.3393 1.3367
S2 1.3310 1.3310 1.3386
S3 1.3241 1.3286 1.3380
S4 1.3172 1.3217 1.3361
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% 0.0096 0.7% 38% False False 509
10 1.3609 1.3318 0.0291 2.2% 0.0104 0.8% 28% False False 445
20 1.3731 1.3290 0.0441 3.3% 0.0098 0.7% 25% False False 429
40 1.3731 1.3017 0.0714 5.3% 0.0093 0.7% 54% False False 313
60 1.3731 1.2814 0.0917 6.8% 0.0079 0.6% 64% False False 219
80 1.3731 1.2711 0.1020 7.6% 0.0068 0.5% 67% False False 169
100 1.3731 1.2711 0.1020 7.6% 0.0058 0.4% 67% False False 135
120 1.3731 1.2557 0.1174 8.8% 0.0054 0.4% 72% False False 115
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0026
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3697
2.618 1.3585
1.618 1.3516
1.000 1.3473
0.618 1.3447
HIGH 1.3404
0.618 1.3378
0.500 1.3370
0.382 1.3361
LOW 1.3335
0.618 1.3292
1.000 1.3266
1.618 1.3223
2.618 1.3154
4.250 1.3042
Fisher Pivots for day following 19-Feb-2013
Pivot 1 day 3 day
R1 1.3389 1.3397
PP 1.3379 1.3394
S1 1.3370 1.3392

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

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