CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 21-Feb-2013
Day Change Summary
Previous Current
20-Feb-2013 21-Feb-2013 Change Change % Previous Week
Open 1.3395 1.3298 -0.0097 -0.7% 1.3377
High 1.3444 1.3298 -0.0146 -1.1% 1.3530
Low 1.3284 1.3175 -0.0109 -0.8% 1.3318
Close 1.3295 1.3180 -0.0115 -0.9% 1.3365
Range 0.0160 0.0123 -0.0037 -23.1% 0.0212
ATR 0.0101 0.0103 0.0002 1.5% 0.0000
Volume 1,408 1,156 -252 -17.9% 2,016
Daily Pivots for day following 21-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.3587 1.3506 1.3248
R3 1.3464 1.3383 1.3214
R2 1.3341 1.3341 1.3203
R1 1.3260 1.3260 1.3191 1.3239
PP 1.3218 1.3218 1.3218 1.3207
S1 1.3137 1.3137 1.3169 1.3116
S2 1.3095 1.3095 1.3157
S3 1.2972 1.3014 1.3146
S4 1.2849 1.2891 1.3112
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 1.3465 1.3175 0.0290 2.2% 0.0114 0.9% 2% False True 902
10 1.3582 1.3175 0.0407 3.1% 0.0109 0.8% 1% False True 638
20 1.3731 1.3175 0.0556 4.2% 0.0104 0.8% 1% False True 527
40 1.3731 1.3017 0.0714 5.4% 0.0096 0.7% 23% False False 365
60 1.3731 1.2913 0.0818 6.2% 0.0080 0.6% 33% False False 261
80 1.3731 1.2711 0.1020 7.7% 0.0071 0.5% 46% False False 201
100 1.3731 1.2711 0.1020 7.7% 0.0060 0.5% 46% False False 161
120 1.3731 1.2557 0.1174 8.9% 0.0057 0.4% 53% False False 137
Crabel Price Patterns
NR True
NR4 False
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 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3821
2.618 1.3620
1.618 1.3497
1.000 1.3421
0.618 1.3374
HIGH 1.3298
0.618 1.3251
0.500 1.3237
0.382 1.3222
LOW 1.3175
0.618 1.3099
1.000 1.3052
1.618 1.2976
2.618 1.2853
4.250 1.2652
Fisher Pivots for day following 21-Feb-2013
Pivot 1 day 3 day
R1 1.3237 1.3310
PP 1.3218 1.3266
S1 1.3199 1.3223

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

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