CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 20-Feb-2013
Day Change Summary
Previous Current
19-Feb-2013 20-Feb-2013 Change Change % Previous Week
Open 1.3358 1.3395 0.0037 0.3% 1.3377
High 1.3404 1.3444 0.0040 0.3% 1.3530
Low 1.3335 1.3284 -0.0051 -0.4% 1.3318
Close 1.3399 1.3295 -0.0104 -0.8% 1.3365
Range 0.0069 0.0160 0.0091 131.9% 0.0212
ATR 0.0097 0.0101 0.0005 4.7% 0.0000
Volume 1,012 1,408 396 39.1% 2,016
Daily Pivots for day following 20-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.3821 1.3718 1.3383
R3 1.3661 1.3558 1.3339
R2 1.3501 1.3501 1.3324
R1 1.3398 1.3398 1.3310 1.3370
PP 1.3341 1.3341 1.3341 1.3327
S1 1.3238 1.3238 1.3280 1.3210
S2 1.3181 1.3181 1.3266
S3 1.3021 1.3078 1.3251
S4 1.2861 1.2918 1.3207
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 1.3284 0.0246 1.9% 0.0108 0.8% 4% False True 714
10 1.3605 1.3284 0.0321 2.4% 0.0106 0.8% 3% False True 553
20 1.3731 1.3284 0.0447 3.4% 0.0102 0.8% 2% False True 480
40 1.3731 1.3017 0.0714 5.4% 0.0094 0.7% 39% False False 339
60 1.3731 1.2865 0.0866 6.5% 0.0081 0.6% 50% False False 242
80 1.3731 1.2711 0.1020 7.7% 0.0070 0.5% 57% False False 186
100 1.3731 1.2711 0.1020 7.7% 0.0059 0.4% 57% False False 149
120 1.3731 1.2557 0.1174 8.8% 0.0056 0.4% 63% False False 127
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.4124
2.618 1.3863
1.618 1.3703
1.000 1.3604
0.618 1.3543
HIGH 1.3444
0.618 1.3383
0.500 1.3364
0.382 1.3345
LOW 1.3284
0.618 1.3185
1.000 1.3124
1.618 1.3025
2.618 1.2865
4.250 1.2604
Fisher Pivots for day following 20-Feb-2013
Pivot 1 day 3 day
R1 1.3364 1.3364
PP 1.3341 1.3341
S1 1.3318 1.3318

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

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