CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 28-Feb-2013
Day Change Summary
Previous Current
27-Feb-2013 28-Feb-2013 Change Change % Previous Week
Open 1.3077 1.3160 0.0083 0.6% 1.3358
High 1.3156 1.3172 0.0016 0.1% 1.3444
Low 1.3057 1.3064 0.0007 0.1% 1.3164
Close 1.3138 1.3074 -0.0064 -0.5% 1.3190
Range 0.0099 0.0108 0.0009 9.1% 0.0280
ATR 0.0112 0.0112 0.0000 -0.3% 0.0000
Volume 2,852 2,054 -798 -28.0% 5,282
Daily Pivots for day following 28-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.3427 1.3359 1.3133
R3 1.3319 1.3251 1.3104
R2 1.3211 1.3211 1.3094
R1 1.3143 1.3143 1.3084 1.3123
PP 1.3103 1.3103 1.3103 1.3094
S1 1.3035 1.3035 1.3064 1.3015
S2 1.2995 1.2995 1.3054
S3 1.2887 1.2927 1.3044
S4 1.2779 1.2819 1.3015
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.4106 1.3928 1.3344
R3 1.3826 1.3648 1.3267
R2 1.3546 1.3546 1.3241
R1 1.3368 1.3368 1.3216 1.3317
PP 1.3266 1.3266 1.3266 1.3241
S1 1.3088 1.3088 1.3164 1.3037
S2 1.2986 1.2986 1.3139
S3 1.2706 1.2808 1.3113
S4 1.2426 1.2528 1.3036
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3325 1.3030 0.0295 2.3% 0.0134 1.0% 15% False False 2,108
10 1.3465 1.3030 0.0435 3.3% 0.0124 1.0% 10% False False 1,505
20 1.3731 1.3030 0.0701 5.4% 0.0116 0.9% 6% False False 983
40 1.3731 1.3017 0.0714 5.5% 0.0105 0.8% 8% False False 621
60 1.3731 1.2935 0.0796 6.1% 0.0090 0.7% 17% False False 436
80 1.3731 1.2711 0.1020 7.8% 0.0079 0.6% 36% False False 332
100 1.3731 1.2711 0.1020 7.8% 0.0066 0.5% 36% False False 266
120 1.3731 1.2709 0.1022 7.8% 0.0060 0.5% 36% False False 224
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3631
2.618 1.3455
1.618 1.3347
1.000 1.3280
0.618 1.3239
HIGH 1.3172
0.618 1.3131
0.500 1.3118
0.382 1.3105
LOW 1.3064
0.618 1.2997
1.000 1.2956
1.618 1.2889
2.618 1.2781
4.250 1.2605
Fisher Pivots for day following 28-Feb-2013
Pivot 1 day 3 day
R1 1.3118 1.3101
PP 1.3103 1.3092
S1 1.3089 1.3083

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

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