CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 30-May-2013
Day Change Summary
Previous Current
29-May-2013 30-May-2013 Change Change % Previous Week
Open 1.2856 1.2939 0.0083 0.6% 1.2848
High 1.2980 1.3063 0.0083 0.6% 1.2996
Low 1.2839 1.2935 0.0096 0.7% 1.2822
Close 1.2936 1.3046 0.0110 0.9% 1.2919
Range 0.0141 0.0128 -0.0013 -9.2% 0.0174
ATR 0.0111 0.0112 0.0001 1.1% 0.0000
Volume 307,771 309,070 1,299 0.4% 1,416,507
Daily Pivots for day following 30-May-2013
Classic Woodie Camarilla DeMark
R4 1.3399 1.3350 1.3116
R3 1.3271 1.3222 1.3081
R2 1.3143 1.3143 1.3069
R1 1.3094 1.3094 1.3058 1.3119
PP 1.3015 1.3015 1.3015 1.3027
S1 1.2966 1.2966 1.3034 1.2991
S2 1.2887 1.2887 1.3023
S3 1.2759 1.2838 1.3011
S4 1.2631 1.2710 1.2976
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 1.3434 1.3351 1.3015
R3 1.3260 1.3177 1.2967
R2 1.3086 1.3086 1.2951
R1 1.3003 1.3003 1.2935 1.3045
PP 1.2912 1.2912 1.2912 1.2933
S1 1.2829 1.2829 1.2903 1.2871
S2 1.2738 1.2738 1.2887
S3 1.2564 1.2655 1.2871
S4 1.2390 1.2481 1.2823
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3063 1.2823 0.0240 1.8% 0.0119 0.9% 93% True False 297,929
10 1.3063 1.2798 0.0265 2.0% 0.0113 0.9% 94% True False 287,250
20 1.3222 1.2798 0.0424 3.3% 0.0114 0.9% 58% False False 276,535
40 1.3248 1.2751 0.0497 3.8% 0.0110 0.8% 59% False False 266,865
60 1.3248 1.2751 0.0497 3.8% 0.0112 0.9% 59% False False 245,998
80 1.3609 1.2751 0.0858 6.6% 0.0112 0.9% 34% False False 184,872
100 1.3731 1.2751 0.0980 7.5% 0.0108 0.8% 30% False False 147,963
120 1.3731 1.2751 0.0980 7.5% 0.0102 0.8% 30% False False 123,320
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 0.0029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3607
2.618 1.3398
1.618 1.3270
1.000 1.3191
0.618 1.3142
HIGH 1.3063
0.618 1.3014
0.500 1.2999
0.382 1.2984
LOW 1.2935
0.618 1.2856
1.000 1.2807
1.618 1.2728
2.618 1.2600
4.250 1.2391
Fisher Pivots for day following 30-May-2013
Pivot 1 day 3 day
R1 1.3030 1.3014
PP 1.3015 1.2983
S1 1.2999 1.2951

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

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