CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 30-Apr-2013
Day Change Summary
Previous Current
29-Apr-2013 30-Apr-2013 Change Change % Previous Week
Open 1.3061 1.3096 0.0035 0.3% 1.3073
High 1.3121 1.3191 0.0070 0.5% 1.3098
Low 1.3033 1.3057 0.0024 0.2% 1.2959
Close 1.3101 1.3166 0.0065 0.5% 1.3033
Range 0.0088 0.0134 0.0046 52.3% 0.0139
ATR 0.0103 0.0105 0.0002 2.1% 0.0000
Volume 209,470 285,067 75,597 36.1% 1,184,107
Daily Pivots for day following 30-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3540 1.3487 1.3240
R3 1.3406 1.3353 1.3203
R2 1.3272 1.3272 1.3191
R1 1.3219 1.3219 1.3178 1.3246
PP 1.3138 1.3138 1.3138 1.3151
S1 1.3085 1.3085 1.3154 1.3112
S2 1.3004 1.3004 1.3141
S3 1.2870 1.2951 1.3129
S4 1.2736 1.2817 1.3092
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3447 1.3379 1.3109
R3 1.3308 1.3240 1.3071
R2 1.3169 1.3169 1.3058
R1 1.3101 1.3101 1.3046 1.3066
PP 1.3030 1.3030 1.3030 1.3012
S1 1.2962 1.2962 1.3020 1.2927
S2 1.2891 1.2891 1.3008
S3 1.2752 1.2823 1.2995
S4 1.2613 1.2684 1.2957
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3191 1.2959 0.0232 1.8% 0.0093 0.7% 89% True False 243,691
10 1.3205 1.2959 0.0246 1.9% 0.0101 0.8% 84% False False 250,451
20 1.3208 1.2751 0.0457 3.5% 0.0106 0.8% 91% False False 258,054
40 1.3208 1.2751 0.0457 3.5% 0.0110 0.8% 91% False False 225,870
60 1.3659 1.2751 0.0908 6.9% 0.0112 0.8% 46% False False 151,027
80 1.3731 1.2751 0.0980 7.4% 0.0107 0.8% 42% False False 113,341
100 1.3731 1.2751 0.0980 7.4% 0.0099 0.8% 42% False False 90,691
120 1.3731 1.2711 0.1020 7.7% 0.0090 0.7% 45% False False 75,579
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 0.0024
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.3761
2.618 1.3542
1.618 1.3408
1.000 1.3325
0.618 1.3274
HIGH 1.3191
0.618 1.3140
0.500 1.3124
0.382 1.3108
LOW 1.3057
0.618 1.2974
1.000 1.2923
1.618 1.2840
2.618 1.2706
4.250 1.2488
Fisher Pivots for day following 30-Apr-2013
Pivot 1 day 3 day
R1 1.3152 1.3142
PP 1.3138 1.3117
S1 1.3124 1.3093

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

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