CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 03-May-2013
Day Change Summary
Previous Current
02-May-2013 03-May-2013 Change Change % Previous Week
Open 1.3187 1.3068 -0.0119 -0.9% 1.3061
High 1.3222 1.3164 -0.0058 -0.4% 1.3248
Low 1.3040 1.3035 -0.0005 0.0% 1.3033
Close 1.3061 1.3113 0.0052 0.4% 1.3113
Range 0.0182 0.0129 -0.0053 -29.1% 0.0215
ATR 0.0109 0.0111 0.0001 1.3% 0.0000
Volume 440,047 297,214 -142,833 -32.5% 1,430,401
Daily Pivots for day following 03-May-2013
Classic Woodie Camarilla DeMark
R4 1.3491 1.3431 1.3184
R3 1.3362 1.3302 1.3148
R2 1.3233 1.3233 1.3137
R1 1.3173 1.3173 1.3125 1.3203
PP 1.3104 1.3104 1.3104 1.3119
S1 1.3044 1.3044 1.3101 1.3074
S2 1.2975 1.2975 1.3089
S3 1.2846 1.2915 1.3078
S4 1.2717 1.2786 1.3042
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 1.3776 1.3660 1.3231
R3 1.3561 1.3445 1.3172
R2 1.3346 1.3346 1.3152
R1 1.3230 1.3230 1.3133 1.3288
PP 1.3131 1.3131 1.3131 1.3161
S1 1.3015 1.3015 1.3093 1.3073
S2 1.2916 1.2916 1.3074
S3 1.2701 1.2800 1.3054
S4 1.2486 1.2585 1.2995
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3248 1.3033 0.0215 1.6% 0.0123 0.9% 37% False False 286,080
10 1.3248 1.2959 0.0289 2.2% 0.0104 0.8% 53% False False 261,450
20 1.3248 1.2959 0.0289 2.2% 0.0105 0.8% 53% False False 256,717
40 1.3248 1.2751 0.0497 3.8% 0.0112 0.9% 73% False False 248,250
60 1.3582 1.2751 0.0831 6.3% 0.0112 0.9% 44% False False 166,595
80 1.3731 1.2751 0.0980 7.5% 0.0109 0.8% 37% False False 125,036
100 1.3731 1.2751 0.0980 7.5% 0.0101 0.8% 37% False False 100,049
120 1.3731 1.2711 0.1020 7.8% 0.0092 0.7% 39% False False 83,378
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3712
2.618 1.3502
1.618 1.3373
1.000 1.3293
0.618 1.3244
HIGH 1.3164
0.618 1.3115
0.500 1.3100
0.382 1.3084
LOW 1.3035
0.618 1.2955
1.000 1.2906
1.618 1.2826
2.618 1.2697
4.250 1.2487
Fisher Pivots for day following 03-May-2013
Pivot 1 day 3 day
R1 1.3109 1.3142
PP 1.3104 1.3132
S1 1.3100 1.3123

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

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