CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 06-May-2013
Day Change Summary
Previous Current
03-May-2013 06-May-2013 Change Change % Previous Week
Open 1.3086 1.3150 0.0064 0.5% 1.3069
High 1.3170 1.3150 -0.0020 -0.2% 1.3250
Low 1.3050 1.3069 0.0019 0.1% 1.3050
Close 1.3122 1.3090 -0.0032 -0.2% 1.3122
Range 0.0120 0.0081 -0.0039 -32.5% 0.0200
ATR 0.0099 0.0098 -0.0001 -1.3% 0.0000
Volume 668 937 269 40.3% 1,533
Daily Pivots for day following 06-May-2013
Classic Woodie Camarilla DeMark
R4 1.3346 1.3299 1.3135
R3 1.3265 1.3218 1.3112
R2 1.3184 1.3184 1.3105
R1 1.3137 1.3137 1.3097 1.3120
PP 1.3103 1.3103 1.3103 1.3095
S1 1.3056 1.3056 1.3083 1.3039
S2 1.3022 1.3022 1.3075
S3 1.2941 1.2975 1.3068
S4 1.2860 1.2894 1.3045
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 1.3741 1.3631 1.3232
R3 1.3541 1.3431 1.3177
R2 1.3341 1.3341 1.3159
R1 1.3231 1.3231 1.3140 1.3286
PP 1.3141 1.3141 1.3141 1.3168
S1 1.3031 1.3031 1.3104 1.3086
S2 1.2941 1.2941 1.3085
S3 1.2741 1.2831 1.3067
S4 1.2541 1.2631 1.3012
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3250 1.3050 0.0200 1.5% 0.0112 0.9% 20% False False 468
10 1.3250 1.2981 0.0269 2.1% 0.0094 0.7% 41% False False 325
20 1.3250 1.2981 0.0269 2.1% 0.0094 0.7% 41% False False 310
40 1.3250 1.2770 0.0480 3.7% 0.0094 0.7% 67% False False 232
60 1.3528 1.2770 0.0758 5.8% 0.0087 0.7% 42% False False 162
80 1.3700 1.2770 0.0930 7.1% 0.0074 0.6% 34% False False 124
100 1.3700 1.2770 0.0930 7.1% 0.0065 0.5% 34% False False 100
120 1.3700 1.2751 0.0949 7.2% 0.0058 0.4% 36% False False 83
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3494
2.618 1.3362
1.618 1.3281
1.000 1.3231
0.618 1.3200
HIGH 1.3150
0.618 1.3119
0.500 1.3110
0.382 1.3100
LOW 1.3069
0.618 1.3019
1.000 1.2988
1.618 1.2938
2.618 1.2857
4.250 1.2725
Fisher Pivots for day following 06-May-2013
Pivot 1 day 3 day
R1 1.3110 1.3137
PP 1.3103 1.3121
S1 1.3097 1.3106

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

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