CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 07-Mar-2013
Day Change Summary
Previous Current
06-Mar-2013 07-Mar-2013 Change Change % Previous Week
Open 1.3056 1.2979 -0.0077 -0.6% 1.3197
High 1.3080 1.3127 0.0047 0.4% 1.3325
Low 1.2972 1.2979 0.0007 0.1% 1.2979
Close 1.3005 1.3116 0.0111 0.9% 1.3029
Range 0.0108 0.0148 0.0040 37.0% 0.0346
ATR 0.0106 0.0109 0.0003 2.9% 0.0000
Volume 16,631 19,825 3,194 19.2% 12,561
Daily Pivots for day following 07-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.3518 1.3465 1.3197
R3 1.3370 1.3317 1.3157
R2 1.3222 1.3222 1.3143
R1 1.3169 1.3169 1.3130 1.3196
PP 1.3074 1.3074 1.3074 1.3087
S1 1.3021 1.3021 1.3102 1.3048
S2 1.2926 1.2926 1.3089
S3 1.2778 1.2873 1.3075
S4 1.2630 1.2725 1.3035
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.4149 1.3935 1.3219
R3 1.3803 1.3589 1.3124
R2 1.3457 1.3457 1.3092
R1 1.3243 1.3243 1.3061 1.3177
PP 1.3111 1.3111 1.3111 1.3078
S1 1.2897 1.2897 1.2997 1.2831
S2 1.2765 1.2765 1.2966
S3 1.2419 1.2551 1.2934
S4 1.2073 1.2205 1.2839
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3127 1.2972 0.0155 1.2% 0.0100 0.8% 93% True False 9,753
10 1.3325 1.2972 0.0353 2.7% 0.0117 0.9% 41% False False 5,930
20 1.3582 1.2972 0.0610 4.7% 0.0113 0.9% 24% False False 3,284
40 1.3731 1.2972 0.0759 5.8% 0.0106 0.8% 19% False False 1,821
60 1.3731 1.2935 0.0796 6.1% 0.0094 0.7% 23% False False 1,248
80 1.3731 1.2711 0.1020 7.8% 0.0082 0.6% 40% False False 941
100 1.3731 1.2711 0.1020 7.8% 0.0070 0.5% 40% False False 754
120 1.3731 1.2711 0.1020 7.8% 0.0061 0.5% 40% False False 629
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.3756
2.618 1.3514
1.618 1.3366
1.000 1.3275
0.618 1.3218
HIGH 1.3127
0.618 1.3070
0.500 1.3053
0.382 1.3036
LOW 1.2979
0.618 1.2888
1.000 1.2831
1.618 1.2740
2.618 1.2592
4.250 1.2350
Fisher Pivots for day following 07-Mar-2013
Pivot 1 day 3 day
R1 1.3095 1.3094
PP 1.3074 1.3072
S1 1.3053 1.3050

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

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