CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 28-Mar-2013
Day Change Summary
Previous Current
27-Mar-2013 28-Mar-2013 Change Change % Previous Week
Open 1.2866 1.2786 -0.0080 -0.6% 1.2935
High 1.2874 1.2852 -0.0022 -0.2% 1.3019
Low 1.2758 1.2762 0.0004 0.0% 1.2852
Close 1.2782 1.2823 0.0041 0.3% 1.2991
Range 0.0116 0.0090 -0.0026 -22.4% 0.0167
ATR 0.0120 0.0118 -0.0002 -1.8% 0.0000
Volume 289,448 270,700 -18,748 -6.5% 1,689,770
Daily Pivots for day following 28-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.3082 1.3043 1.2873
R3 1.2992 1.2953 1.2848
R2 1.2902 1.2902 1.2840
R1 1.2863 1.2863 1.2831 1.2883
PP 1.2812 1.2812 1.2812 1.2822
S1 1.2773 1.2773 1.2815 1.2793
S2 1.2722 1.2722 1.2807
S3 1.2632 1.2683 1.2798
S4 1.2542 1.2593 1.2774
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.3455 1.3390 1.3083
R3 1.3288 1.3223 1.3037
R2 1.3121 1.3121 1.3022
R1 1.3056 1.3056 1.3006 1.3089
PP 1.2954 1.2954 1.2954 1.2970
S1 1.2889 1.2889 1.2976 1.2922
S2 1.2787 1.2787 1.2960
S3 1.2620 1.2722 1.2945
S4 1.2453 1.2555 1.2899
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3094 1.2758 0.0336 2.6% 0.0130 1.0% 19% False False 304,198
10 1.3115 1.2758 0.0357 2.8% 0.0120 0.9% 18% False False 317,040
20 1.3143 1.2758 0.0385 3.0% 0.0115 0.9% 17% False False 178,436
40 1.3731 1.2758 0.0973 7.6% 0.0116 0.9% 7% False False 89,710
60 1.3731 1.2758 0.0973 7.6% 0.0108 0.8% 7% False False 59,892
80 1.3731 1.2758 0.0973 7.6% 0.0096 0.8% 7% False False 44,936
100 1.3731 1.2711 0.1020 8.0% 0.0086 0.7% 11% False False 35,953
120 1.3731 1.2711 0.1020 8.0% 0.0074 0.6% 11% False False 29,961
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 1.3235
2.618 1.3088
1.618 1.2998
1.000 1.2942
0.618 1.2908
HIGH 1.2852
0.618 1.2818
0.500 1.2807
0.382 1.2796
LOW 1.2762
0.618 1.2706
1.000 1.2672
1.618 1.2616
2.618 1.2526
4.250 1.2380
Fisher Pivots for day following 28-Mar-2013
Pivot 1 day 3 day
R1 1.2818 1.2829
PP 1.2812 1.2827
S1 1.2807 1.2825

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

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