CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 21-Mar-2013
Day Change Summary
Previous Current
20-Mar-2013 21-Mar-2013 Change Change % Previous Week
Open 1.2877 1.2951 0.0074 0.6% 1.3008
High 1.2988 1.2964 -0.0024 -0.2% 1.3115
Low 1.2866 1.2887 0.0021 0.2% 1.2918
Close 1.2954 1.2924 -0.0030 -0.2% 1.3062
Range 0.0122 0.0077 -0.0045 -36.9% 0.0197
ATR 0.0117 0.0114 -0.0003 -2.4% 0.0000
Volume 319,590 314,672 -4,918 -1.5% 583,247
Daily Pivots for day following 21-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.3156 1.3117 1.2966
R3 1.3079 1.3040 1.2945
R2 1.3002 1.3002 1.2938
R1 1.2963 1.2963 1.2931 1.2944
PP 1.2925 1.2925 1.2925 1.2916
S1 1.2886 1.2886 1.2917 1.2867
S2 1.2848 1.2848 1.2910
S3 1.2771 1.2809 1.2903
S4 1.2694 1.2732 1.2882
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 1.2852 0.0263 2.0% 0.0109 0.8% 27% False False 329,882
10 1.3143 1.2852 0.0291 2.3% 0.0115 0.9% 25% False False 199,897
20 1.3325 1.2852 0.0473 3.7% 0.0116 0.9% 15% False False 102,914
40 1.3731 1.2852 0.0879 6.8% 0.0110 0.9% 8% False False 51,720
60 1.3731 1.2852 0.0879 6.8% 0.0103 0.8% 8% False False 34,548
80 1.3731 1.2852 0.0879 6.8% 0.0089 0.7% 8% False False 25,924
100 1.3731 1.2711 0.1020 7.9% 0.0080 0.6% 21% False False 20,743
120 1.3731 1.2711 0.1020 7.9% 0.0069 0.5% 21% False False 17,286
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.3291
2.618 1.3166
1.618 1.3089
1.000 1.3041
0.618 1.3012
HIGH 1.2964
0.618 1.2935
0.500 1.2926
0.382 1.2916
LOW 1.2887
0.618 1.2839
1.000 1.2810
1.618 1.2762
2.618 1.2685
4.250 1.2560
Fisher Pivots for day following 21-Mar-2013
Pivot 1 day 3 day
R1 1.2926 1.2923
PP 1.2925 1.2921
S1 1.2925 1.2920

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

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