CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 09-Apr-2013
Day Change Summary
Previous Current
08-Apr-2013 09-Apr-2013 Change Change % Previous Week
Open 1.2999 1.3022 0.0023 0.2% 1.2819
High 1.3044 1.3110 0.0066 0.5% 1.3047
Low 1.2975 1.3010 0.0035 0.3% 1.2751
Close 1.3009 1.3105 0.0096 0.7% 1.3019
Range 0.0069 0.0100 0.0031 44.9% 0.0296
ATR 0.0115 0.0114 -0.0001 -0.9% 0.0000
Volume 185,838 245,324 59,486 32.0% 1,275,691
Daily Pivots for day following 09-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3375 1.3340 1.3160
R3 1.3275 1.3240 1.3133
R2 1.3175 1.3175 1.3123
R1 1.3140 1.3140 1.3114 1.3158
PP 1.3075 1.3075 1.3075 1.3084
S1 1.3040 1.3040 1.3096 1.3058
S2 1.2975 1.2975 1.3087
S3 1.2875 1.2940 1.3078
S4 1.2775 1.2840 1.3050
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3827 1.3719 1.3182
R3 1.3531 1.3423 1.3100
R2 1.3235 1.3235 1.3073
R1 1.3127 1.3127 1.3046 1.3181
PP 1.2939 1.2939 1.2939 1.2966
S1 1.2831 1.2831 1.2992 1.2885
S2 1.2643 1.2643 1.2965
S3 1.2347 1.2535 1.2938
S4 1.2051 1.2239 1.2856
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3110 1.2751 0.0359 2.7% 0.0118 0.9% 99% True False 278,750
10 1.3110 1.2751 0.0359 2.7% 0.0102 0.8% 99% True False 253,266
20 1.3115 1.2751 0.0364 2.8% 0.0115 0.9% 97% False False 258,528
40 1.3530 1.2751 0.0779 5.9% 0.0114 0.9% 45% False False 132,293
60 1.3731 1.2751 0.0980 7.5% 0.0109 0.8% 36% False False 88,323
80 1.3731 1.2751 0.0980 7.5% 0.0102 0.8% 36% False False 66,270
100 1.3731 1.2711 0.1020 7.8% 0.0090 0.7% 39% False False 53,020
120 1.3731 1.2711 0.1020 7.8% 0.0079 0.6% 39% False False 44,185
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 0.0033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3535
2.618 1.3372
1.618 1.3272
1.000 1.3210
0.618 1.3172
HIGH 1.3110
0.618 1.3072
0.500 1.3060
0.382 1.3048
LOW 1.3010
0.618 1.2948
1.000 1.2910
1.618 1.2848
2.618 1.2748
4.250 1.2585
Fisher Pivots for day following 09-Apr-2013
Pivot 1 day 3 day
R1 1.3090 1.3073
PP 1.3075 1.3041
S1 1.3060 1.3009

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

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