CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 11-Jun-2013
Day Change Summary
Previous Current
10-Jun-2013 11-Jun-2013 Change Change % Previous Week
Open 1.3202 1.3257 0.0055 0.4% 1.2991
High 1.3270 1.3318 0.0048 0.4% 1.3307
Low 1.3178 1.3232 0.0054 0.4% 1.2956
Close 1.3262 1.3308 0.0046 0.3% 1.3224
Range 0.0092 0.0086 -0.0006 -6.5% 0.0351
ATR 0.0113 0.0111 -0.0002 -1.7% 0.0000
Volume 248,889 324,546 75,657 30.4% 1,551,110
Daily Pivots for day following 11-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.3544 1.3512 1.3355
R3 1.3458 1.3426 1.3332
R2 1.3372 1.3372 1.3324
R1 1.3340 1.3340 1.3316 1.3356
PP 1.3286 1.3286 1.3286 1.3294
S1 1.3254 1.3254 1.3300 1.3270
S2 1.3200 1.3200 1.3292
S3 1.3114 1.3168 1.3284
S4 1.3028 1.3082 1.3261
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.4215 1.4071 1.3417
R3 1.3864 1.3720 1.3321
R2 1.3513 1.3513 1.3288
R1 1.3369 1.3369 1.3256 1.3441
PP 1.3162 1.3162 1.3162 1.3199
S1 1.3018 1.3018 1.3192 1.3090
S2 1.2811 1.2811 1.3160
S3 1.2460 1.2667 1.3127
S4 1.2109 1.2316 1.3031
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3318 1.3054 0.0264 2.0% 0.0114 0.9% 96% True False 320,946
10 1.3318 1.2839 0.0479 3.6% 0.0117 0.9% 98% True False 303,164
20 1.3318 1.2798 0.0520 3.9% 0.0112 0.8% 98% True False 292,915
40 1.3318 1.2798 0.0520 3.9% 0.0111 0.8% 98% True False 274,154
60 1.3318 1.2751 0.0567 4.3% 0.0110 0.8% 98% True False 275,568
80 1.3444 1.2751 0.0693 5.2% 0.0112 0.8% 80% False False 215,020
100 1.3731 1.2751 0.0980 7.4% 0.0110 0.8% 57% False False 172,095
120 1.3731 1.2751 0.0980 7.4% 0.0105 0.8% 57% False False 143,439
Crabel Price Patterns
NR True
NR4 True
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 0.0024
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3684
2.618 1.3543
1.618 1.3457
1.000 1.3404
0.618 1.3371
HIGH 1.3318
0.618 1.3285
0.500 1.3275
0.382 1.3265
LOW 1.3232
0.618 1.3179
1.000 1.3146
1.618 1.3093
2.618 1.3007
4.250 1.2867
Fisher Pivots for day following 11-Jun-2013
Pivot 1 day 3 day
R1 1.3297 1.3288
PP 1.3286 1.3268
S1 1.3275 1.3248

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

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