CME Euro FX (E) Future June 2013


Trading Metrics calculated at close of trading on 12-Jun-2013
Day Change Summary
Previous Current
11-Jun-2013 12-Jun-2013 Change Change % Previous Week
Open 1.3257 1.3313 0.0056 0.4% 1.2991
High 1.3318 1.3361 0.0043 0.3% 1.3307
Low 1.3232 1.3265 0.0033 0.2% 1.2956
Close 1.3308 1.3330 0.0022 0.2% 1.3224
Range 0.0086 0.0096 0.0010 11.6% 0.0351
ATR 0.0111 0.0110 -0.0001 -1.0% 0.0000
Volume 324,546 287,078 -37,468 -11.5% 1,551,110
Daily Pivots for day following 12-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.3607 1.3564 1.3383
R3 1.3511 1.3468 1.3356
R2 1.3415 1.3415 1.3348
R1 1.3372 1.3372 1.3339 1.3394
PP 1.3319 1.3319 1.3319 1.3329
S1 1.3276 1.3276 1.3321 1.3298
S2 1.3223 1.3223 1.3312
S3 1.3127 1.3180 1.3304
S4 1.3031 1.3084 1.3277
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 1.3361 1.3075 0.0286 2.1% 0.0120 0.9% 89% True False 328,279
10 1.3361 1.2935 0.0426 3.2% 0.0112 0.8% 93% True False 301,095
20 1.3361 1.2798 0.0563 4.2% 0.0111 0.8% 94% True False 293,076
40 1.3361 1.2798 0.0563 4.2% 0.0109 0.8% 94% True False 273,392
60 1.3361 1.2751 0.0610 4.6% 0.0110 0.8% 95% True False 274,525
80 1.3444 1.2751 0.0693 5.2% 0.0112 0.8% 84% False False 218,602
100 1.3731 1.2751 0.0980 7.4% 0.0110 0.8% 59% False False 174,964
120 1.3731 1.2751 0.0980 7.4% 0.0106 0.8% 59% False False 145,832
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0027
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3769
2.618 1.3612
1.618 1.3516
1.000 1.3457
0.618 1.3420
HIGH 1.3361
0.618 1.3324
0.500 1.3313
0.382 1.3302
LOW 1.3265
0.618 1.3206
1.000 1.3169
1.618 1.3110
2.618 1.3014
4.250 1.2857
Fisher Pivots for day following 12-Jun-2013
Pivot 1 day 3 day
R1 1.3324 1.3310
PP 1.3319 1.3290
S1 1.3313 1.3270

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

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