CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 22-Feb-2013
Day Change Summary
Previous Current
21-Feb-2013 22-Feb-2013 Change Change % Previous Week
Open 1.3269 1.3227 -0.0042 -0.3% 1.3346
High 1.3269 1.3227 -0.0042 -0.3% 1.3406
Low 1.3185 1.3176 -0.0009 -0.1% 1.3176
Close 1.3188 1.3198 0.0010 0.1% 1.3198
Range 0.0084 0.0051 -0.0033 -39.3% 0.0230
ATR 0.0073 0.0071 -0.0002 -2.2% 0.0000
Volume 58 47 -11 -19.0% 119
Daily Pivots for day following 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.3353 1.3327 1.3226
R3 1.3302 1.3276 1.3212
R2 1.3251 1.3251 1.3207
R1 1.3225 1.3225 1.3203 1.3213
PP 1.3200 1.3200 1.3200 1.3194
S1 1.3174 1.3174 1.3193 1.3162
S2 1.3149 1.3149 1.3189
S3 1.3098 1.3123 1.3184
S4 1.3047 1.3072 1.3170
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.3950 1.3804 1.3325
R3 1.3720 1.3574 1.3261
R2 1.3490 1.3490 1.3240
R1 1.3344 1.3344 1.3219 1.3302
PP 1.3260 1.3260 1.3260 1.3239
S1 1.3114 1.3114 1.3177 1.3072
S2 1.3030 1.3030 1.3156
S3 1.2800 1.2884 1.3135
S4 1.2570 1.2654 1.3072
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3406 1.3176 0.0230 1.7% 0.0057 0.4% 10% False True 24
10 1.3528 1.3176 0.0352 2.7% 0.0049 0.4% 6% False True 15
20 1.3700 1.3176 0.0524 4.0% 0.0050 0.4% 4% False True 11
40 1.3700 1.3030 0.0670 5.1% 0.0035 0.3% 25% False False 9
60 1.3700 1.2932 0.0768 5.8% 0.0034 0.3% 35% False False 7
80 1.3700 1.2751 0.0949 7.2% 0.0028 0.2% 47% False False 6
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 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3444
2.618 1.3361
1.618 1.3310
1.000 1.3278
0.618 1.3259
HIGH 1.3227
0.618 1.3208
0.500 1.3202
0.382 1.3195
LOW 1.3176
0.618 1.3144
1.000 1.3125
1.618 1.3093
2.618 1.3042
4.250 1.2959
Fisher Pivots for day following 22-Feb-2013
Pivot 1 day 3 day
R1 1.3202 1.3271
PP 1.3200 1.3246
S1 1.3199 1.3222

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

View Archives - Comment on this page... - Back to Index of Symbols