CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 03-Jun-2013
Day Change Summary
Previous Current
31-May-2013 03-Jun-2013 Change Change % Previous Week
Open 1.3047 1.2991 -0.0056 -0.4% 1.2938
High 1.3060 1.3109 0.0049 0.4% 1.3063
Low 1.2945 1.2956 0.0011 0.1% 1.2839
Close 1.2983 1.3073 0.0090 0.7% 1.2983
Range 0.0115 0.0153 0.0038 33.0% 0.0224
ATR 0.0112 0.0115 0.0003 2.6% 0.0000
Volume 290,258 294,332 4,074 1.4% 1,215,805
Daily Pivots for day following 03-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.3505 1.3442 1.3157
R3 1.3352 1.3289 1.3115
R2 1.3199 1.3199 1.3101
R1 1.3136 1.3136 1.3087 1.3168
PP 1.3046 1.3046 1.3046 1.3062
S1 1.2983 1.2983 1.3059 1.3015
S2 1.2893 1.2893 1.3045
S3 1.2740 1.2830 1.3031
S4 1.2587 1.2677 1.2989
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 1.3634 1.3532 1.3106
R3 1.3410 1.3308 1.3045
R2 1.3186 1.3186 1.3024
R1 1.3084 1.3084 1.3004 1.3135
PP 1.2962 1.2962 1.2962 1.2987
S1 1.2860 1.2860 1.2962 1.2911
S2 1.2738 1.2738 1.2942
S3 1.2514 1.2636 1.2921
S4 1.2290 1.2412 1.2860
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3109 1.2839 0.0270 2.1% 0.0128 1.0% 87% True False 302,027
10 1.3109 1.2822 0.0287 2.2% 0.0120 0.9% 87% True False 292,664
20 1.3198 1.2798 0.0400 3.1% 0.0112 0.9% 69% False False 268,901
40 1.3248 1.2798 0.0450 3.4% 0.0108 0.8% 61% False False 262,809
60 1.3248 1.2751 0.0497 3.8% 0.0112 0.9% 65% False False 255,134
80 1.3582 1.2751 0.0831 6.4% 0.0112 0.9% 39% False False 192,171
100 1.3731 1.2751 0.0980 7.5% 0.0110 0.8% 33% False False 153,809
120 1.3731 1.2751 0.0980 7.5% 0.0103 0.8% 33% False False 128,191
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 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3759
2.618 1.3510
1.618 1.3357
1.000 1.3262
0.618 1.3204
HIGH 1.3109
0.618 1.3051
0.500 1.3033
0.382 1.3014
LOW 1.2956
0.618 1.2861
1.000 1.2803
1.618 1.2708
2.618 1.2555
4.250 1.2306
Fisher Pivots for day following 03-Jun-2013
Pivot 1 day 3 day
R1 1.3060 1.3056
PP 1.3046 1.3039
S1 1.3033 1.3022

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

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