CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 17-Apr-2013
Day Change Summary
Previous Current
16-Apr-2013 17-Apr-2013 Change Change % Previous Week
Open 1.3049 1.3181 0.0132 1.0% 1.2999
High 1.3208 1.3205 -0.0003 0.0% 1.3145
Low 1.3031 1.3006 -0.0025 -0.2% 1.2975
Close 1.3196 1.3020 -0.0176 -1.3% 1.3085
Range 0.0177 0.0199 0.0022 12.4% 0.0170
ATR 0.0112 0.0118 0.0006 5.5% 0.0000
Volume 317,540 354,125 36,585 11.5% 1,126,155
Daily Pivots for day following 17-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3674 1.3546 1.3129
R3 1.3475 1.3347 1.3075
R2 1.3276 1.3276 1.3056
R1 1.3148 1.3148 1.3038 1.3113
PP 1.3077 1.3077 1.3077 1.3059
S1 1.2949 1.2949 1.3002 1.2914
S2 1.2878 1.2878 1.2984
S3 1.2679 1.2750 1.2965
S4 1.2480 1.2551 1.2911
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3578 1.3502 1.3179
R3 1.3408 1.3332 1.3132
R2 1.3238 1.3238 1.3116
R1 1.3162 1.3162 1.3101 1.3200
PP 1.3068 1.3068 1.3068 1.3088
S1 1.2992 1.2992 1.3069 1.3030
S2 1.2898 1.2898 1.3054
S3 1.2728 1.2822 1.3038
S4 1.2558 1.2652 1.2992
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3208 1.3006 0.0202 1.6% 0.0130 1.0% 7% False True 280,606
10 1.3208 1.2751 0.0457 3.5% 0.0123 0.9% 59% False False 279,493
20 1.3208 1.2751 0.0457 3.5% 0.0116 0.9% 59% False False 273,952
40 1.3444 1.2751 0.0693 5.3% 0.0118 0.9% 39% False False 172,641
60 1.3731 1.2751 0.0980 7.5% 0.0111 0.9% 27% False False 115,237
80 1.3731 1.2751 0.0980 7.5% 0.0105 0.8% 27% False False 86,477
100 1.3731 1.2751 0.0980 7.5% 0.0095 0.7% 27% False False 69,187
120 1.3731 1.2711 0.1020 7.8% 0.0085 0.7% 30% False False 57,659
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 0.0029
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.4051
2.618 1.3726
1.618 1.3527
1.000 1.3404
0.618 1.3328
HIGH 1.3205
0.618 1.3129
0.500 1.3106
0.382 1.3082
LOW 1.3006
0.618 1.2883
1.000 1.2807
1.618 1.2684
2.618 1.2485
4.250 1.2160
Fisher Pivots for day following 17-Apr-2013
Pivot 1 day 3 day
R1 1.3106 1.3107
PP 1.3077 1.3078
S1 1.3049 1.3049

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

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