CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 27-Mar-2013
Day Change Summary
Previous Current
26-Mar-2013 27-Mar-2013 Change Change % Previous Week
Open 1.2884 1.2870 -0.0014 -0.1% 1.2950
High 1.2884 1.2877 -0.0007 -0.1% 1.3028
Low 1.2884 1.2795 -0.0089 -0.7% 1.2888
Close 1.2884 1.2803 -0.0081 -0.6% 1.3012
Range 0.0000 0.0082 0.0082 0.0140
ATR 0.0078 0.0079 0.0001 1.0% 0.0000
Volume 7 2 -5 -71.4% 62
Daily Pivots for day following 27-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.3071 1.3019 1.2848
R3 1.2989 1.2937 1.2826
R2 1.2907 1.2907 1.2818
R1 1.2855 1.2855 1.2811 1.2840
PP 1.2825 1.2825 1.2825 1.2818
S1 1.2773 1.2773 1.2795 1.2758
S2 1.2743 1.2743 1.2788
S3 1.2661 1.2691 1.2780
S4 1.2579 1.2609 1.2758
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.3396 1.3344 1.3089
R3 1.3256 1.3204 1.3051
R2 1.3116 1.3116 1.3038
R1 1.3064 1.3064 1.3025 1.3090
PP 1.2976 1.2976 1.2976 1.2989
S1 1.2924 1.2924 1.2999 1.2950
S2 1.2836 1.2836 1.2986
S3 1.2696 1.2784 1.2974
S4 1.2556 1.2644 1.2935
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3050 1.2795 0.0255 2.0% 0.0074 0.6% 3% False True 13
10 1.3100 1.2795 0.0305 2.4% 0.0063 0.5% 3% False True 11
20 1.3174 1.2795 0.0379 3.0% 0.0060 0.5% 2% False True 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3226
2.618 1.3092
1.618 1.3010
1.000 1.2959
0.618 1.2928
HIGH 1.2877
0.618 1.2846
0.500 1.2836
0.382 1.2826
LOW 1.2795
0.618 1.2744
1.000 1.2713
1.618 1.2662
2.618 1.2580
4.250 1.2447
Fisher Pivots for day following 27-Mar-2013
Pivot 1 day 3 day
R1 1.2836 1.2923
PP 1.2825 1.2883
S1 1.2814 1.2843

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

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