CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 25-Feb-2013
Day Change Summary
Previous Current
22-Feb-2013 25-Feb-2013 Change Change % Previous Week
Open 1.3229 1.3246 0.0017 0.1% 1.3373
High 1.3293 1.3320 0.0027 0.2% 1.3443
Low 1.3208 1.3149 -0.0059 -0.4% 1.3195
Close 1.3208 1.3149 -0.0059 -0.4% 1.3208
Range 0.0085 0.0171 0.0086 101.2% 0.0248
ATR 0.0072 0.0079 0.0007 9.9% 0.0000
Volume 3 6 3 100.0% 14
Daily Pivots for day following 25-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.3719 1.3605 1.3243
R3 1.3548 1.3434 1.3196
R2 1.3377 1.3377 1.3180
R1 1.3263 1.3263 1.3165 1.3235
PP 1.3206 1.3206 1.3206 1.3192
S1 1.3092 1.3092 1.3133 1.3064
S2 1.3035 1.3035 1.3118
S3 1.2864 1.2921 1.3102
S4 1.2693 1.2750 1.3055
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.4026 1.3865 1.3344
R3 1.3778 1.3617 1.3276
R2 1.3530 1.3530 1.3253
R1 1.3369 1.3369 1.3231 1.3326
PP 1.3282 1.3282 1.3282 1.3260
S1 1.3121 1.3121 1.3185 1.3078
S2 1.3034 1.3034 1.3163
S3 1.2786 1.2873 1.3140
S4 1.2538 1.2625 1.3072
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3443 1.3149 0.0294 2.2% 0.0099 0.7% 0% False True 4
10 1.3488 1.3149 0.0339 2.6% 0.0057 0.4% 0% False True 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.4047
2.618 1.3768
1.618 1.3597
1.000 1.3491
0.618 1.3426
HIGH 1.3320
0.618 1.3255
0.500 1.3235
0.382 1.3214
LOW 1.3149
0.618 1.3043
1.000 1.2978
1.618 1.2872
2.618 1.2701
4.250 1.2422
Fisher Pivots for day following 25-Feb-2013
Pivot 1 day 3 day
R1 1.3235 1.3235
PP 1.3206 1.3206
S1 1.3178 1.3178

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

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