CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 26-Feb-2013
Day Change Summary
Previous Current
25-Feb-2013 26-Feb-2013 Change Change % Previous Week
Open 1.3246 1.3086 -0.0160 -1.2% 1.3373
High 1.3320 1.3086 -0.0234 -1.8% 1.3443
Low 1.3149 1.3086 -0.0063 -0.5% 1.3195
Close 1.3149 1.3086 -0.0063 -0.5% 1.3208
Range 0.0171 0.0000 -0.0171 -100.0% 0.0248
ATR 0.0079 0.0077 -0.0001 -1.4% 0.0000
Volume 6 6 0 0.0% 14
Daily Pivots for day following 26-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.3086 1.3086 1.3086
R3 1.3086 1.3086 1.3086
R2 1.3086 1.3086 1.3086
R1 1.3086 1.3086 1.3086 1.3086
PP 1.3086 1.3086 1.3086 1.3086
S1 1.3086 1.3086 1.3086 1.3086
S2 1.3086 1.3086 1.3086
S3 1.3086 1.3086 1.3086
S4 1.3086 1.3086 1.3086
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 1.3086 0.0357 2.7% 0.0089 0.7% 0% False True 5
10 1.3488 1.3086 0.0402 3.1% 0.0053 0.4% 0% False True 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0010
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3086
2.618 1.3086
1.618 1.3086
1.000 1.3086
0.618 1.3086
HIGH 1.3086
0.618 1.3086
0.500 1.3086
0.382 1.3086
LOW 1.3086
0.618 1.3086
1.000 1.3086
1.618 1.3086
2.618 1.3086
4.250 1.3086
Fisher Pivots for day following 26-Feb-2013
Pivot 1 day 3 day
R1 1.3086 1.3203
PP 1.3086 1.3164
S1 1.3086 1.3125

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

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