CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 23-Apr-2013
Day Change Summary
Previous Current
22-Apr-2013 23-Apr-2013 Change Change % Previous Week
Open 1.3084 1.3098 0.0014 0.1% 1.3101
High 1.3084 1.3098 0.0014 0.1% 1.3214
Low 1.3082 1.3014 -0.0068 -0.5% 1.3037
Close 1.3082 1.3014 -0.0068 -0.5% 1.3084
Range 0.0002 0.0084 0.0082 4,100.0% 0.0177
ATR 0.0080 0.0081 0.0000 0.3% 0.0000
Volume 9 22 13 144.4% 121
Daily Pivots for day following 23-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3294 1.3238 1.3060
R3 1.3210 1.3154 1.3037
R2 1.3126 1.3126 1.3029
R1 1.3070 1.3070 1.3022 1.3056
PP 1.3042 1.3042 1.3042 1.3035
S1 1.2986 1.2986 1.3006 1.2972
S2 1.2958 1.2958 1.2999
S3 1.2874 1.2902 1.2991
S4 1.2790 1.2818 1.2968
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3643 1.3540 1.3181
R3 1.3466 1.3363 1.3133
R2 1.3289 1.3289 1.3116
R1 1.3186 1.3186 1.3100 1.3149
PP 1.3112 1.3112 1.3112 1.3093
S1 1.3009 1.3009 1.3068 1.2972
S2 1.2935 1.2935 1.3052
S3 1.2758 1.2832 1.3035
S4 1.2581 1.2655 1.2987
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3209 1.3014 0.0195 1.5% 0.0075 0.6% 0% False True 23
10 1.3214 1.3014 0.0200 1.5% 0.0075 0.6% 0% False True 18
20 1.3214 1.2775 0.0439 3.4% 0.0072 0.6% 54% False False 18
40 1.3214 1.2775 0.0439 3.4% 0.0065 0.5% 54% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3455
2.618 1.3318
1.618 1.3234
1.000 1.3182
0.618 1.3150
HIGH 1.3098
0.618 1.3066
0.500 1.3056
0.382 1.3046
LOW 1.3014
0.618 1.2962
1.000 1.2930
1.618 1.2878
2.618 1.2794
4.250 1.2657
Fisher Pivots for day following 23-Apr-2013
Pivot 1 day 3 day
R1 1.3056 1.3076
PP 1.3042 1.3055
S1 1.3028 1.3035

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

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