CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 21-Feb-2013
Day Change Summary
Previous Current
20-Feb-2013 21-Feb-2013 Change Change % Previous Week
Open 1.3443 1.3250 -0.0193 -1.4% 1.3450
High 1.3443 1.3250 -0.0193 -1.4% 1.3488
Low 1.3307 1.3195 -0.0112 -0.8% 1.3373
Close 1.3307 1.3195 -0.0112 -0.8% 1.3380
Range 0.0136 0.0055 -0.0081 -59.6% 0.0115
ATR
Volume 6 4 -2 -33.3% 28
Daily Pivots for day following 21-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.3378 1.3342 1.3225
R3 1.3323 1.3287 1.3210
R2 1.3268 1.3268 1.3205
R1 1.3232 1.3232 1.3200 1.3223
PP 1.3213 1.3213 1.3213 1.3209
S1 1.3177 1.3177 1.3190 1.3168
S2 1.3158 1.3158 1.3185
S3 1.3103 1.3122 1.3180
S4 1.3048 1.3067 1.3165
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.3759 1.3684 1.3443
R3 1.3644 1.3569 1.3412
R2 1.3529 1.3529 1.3401
R1 1.3454 1.3454 1.3391 1.3434
PP 1.3414 1.3414 1.3414 1.3404
S1 1.3339 1.3339 1.3369 1.3319
S2 1.3299 1.3299 1.3359
S3 1.3184 1.3224 1.3348
S4 1.3069 1.3109 1.3317
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3443 1.3195 0.0248 1.9% 0.0048 0.4% 0% False True 4
10 1.3595 1.3195 0.0400 3.0% 0.0051 0.4% 0% False True 6
Crabel Price Patterns
NR True
NR4 False
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3484
2.618 1.3394
1.618 1.3339
1.000 1.3305
0.618 1.3284
HIGH 1.3250
0.618 1.3229
0.500 1.3223
0.382 1.3216
LOW 1.3195
0.618 1.3161
1.000 1.3140
1.618 1.3106
2.618 1.3051
4.250 1.2961
Fisher Pivots for day following 21-Feb-2013
Pivot 1 day 3 day
R1 1.3223 1.3319
PP 1.3213 1.3278
S1 1.3204 1.3236

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

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