CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 15-Mar-2013
Day Change Summary
Previous Current
14-Mar-2013 15-Mar-2013 Change Change % Previous Week
Open 1.2971 1.3010 0.0039 0.3% 1.3008
High 1.3042 1.3115 0.0073 0.6% 1.3115
Low 1.2918 1.3006 0.0088 0.7% 1.2918
Close 1.3006 1.3062 0.0056 0.4% 1.3062
Range 0.0124 0.0109 -0.0015 -12.1% 0.0197
ATR 0.0112 0.0112 0.0000 -0.2% 0.0000
Volume 146,907 254,580 107,673 73.3% 583,247
Daily Pivots for day following 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.3388 1.3334 1.3122
R3 1.3279 1.3225 1.3092
R2 1.3170 1.3170 1.3082
R1 1.3116 1.3116 1.3072 1.3143
PP 1.3061 1.3061 1.3061 1.3075
S1 1.3007 1.3007 1.3052 1.3034
S2 1.2952 1.2952 1.3042
S3 1.2843 1.2898 1.3032
S4 1.2734 1.2789 1.3002
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.3623 1.3539 1.3170
R3 1.3426 1.3342 1.3116
R2 1.3229 1.3229 1.3098
R1 1.3145 1.3145 1.3080 1.3187
PP 1.3032 1.3032 1.3032 1.3053
S1 1.2948 1.2948 1.3044 1.2990
S2 1.2835 1.2835 1.3026
S3 1.2638 1.2751 1.3008
S4 1.2441 1.2554 1.2954
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3115 1.2918 0.0197 1.5% 0.0106 0.8% 73% True False 116,649
10 1.3143 1.2918 0.0225 1.7% 0.0108 0.8% 64% False False 64,918
20 1.3444 1.2918 0.0526 4.0% 0.0116 0.9% 27% False False 33,375
40 1.3731 1.2918 0.0813 6.2% 0.0109 0.8% 18% False False 16,884
60 1.3731 1.2918 0.0813 6.2% 0.0100 0.8% 18% False False 11,311
80 1.3731 1.2776 0.0955 7.3% 0.0087 0.7% 30% False False 8,489
100 1.3731 1.2711 0.1020 7.8% 0.0076 0.6% 34% False False 6,795
120 1.3731 1.2711 0.1020 7.8% 0.0066 0.5% 34% False False 5,663
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 0.0022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3578
2.618 1.3400
1.618 1.3291
1.000 1.3224
0.618 1.3182
HIGH 1.3115
0.618 1.3073
0.500 1.3061
0.382 1.3048
LOW 1.3006
0.618 1.2939
1.000 1.2897
1.618 1.2830
2.618 1.2721
4.250 1.2543
Fisher Pivots for day following 15-Mar-2013
Pivot 1 day 3 day
R1 1.3062 1.3047
PP 1.3061 1.3032
S1 1.3061 1.3017

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

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