CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 26-Apr-2013
Day Change Summary
Previous Current
25-Apr-2013 26-Apr-2013 Change Change % Previous Week
Open 1.3079 1.3030 -0.0049 -0.4% 1.3084
High 1.3098 1.3052 -0.0046 -0.4% 1.3098
Low 1.3025 1.3030 0.0005 0.0% 1.3014
Close 1.3040 1.3052 0.0012 0.1% 1.3052
Range 0.0073 0.0022 -0.0051 -69.9% 0.0084
ATR 0.0077 0.0073 -0.0004 -5.1% 0.0000
Volume 8 29 21 262.5% 96
Daily Pivots for day following 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3111 1.3103 1.3064
R3 1.3089 1.3081 1.3058
R2 1.3067 1.3067 1.3056
R1 1.3059 1.3059 1.3054 1.3063
PP 1.3045 1.3045 1.3045 1.3047
S1 1.3037 1.3037 1.3050 1.3041
S2 1.3023 1.3023 1.3048
S3 1.3001 1.3015 1.3046
S4 1.2979 1.2993 1.3040
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3307 1.3263 1.3098
R3 1.3223 1.3179 1.3075
R2 1.3139 1.3139 1.3067
R1 1.3095 1.3095 1.3060 1.3075
PP 1.3055 1.3055 1.3055 1.3045
S1 1.3011 1.3011 1.3044 1.2991
S2 1.2971 1.2971 1.3037
S3 1.2887 1.2927 1.3029
S4 1.2803 1.2843 1.3006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3098 1.3014 0.0084 0.6% 0.0040 0.3% 45% False False 19
10 1.3214 1.3014 0.0200 1.5% 0.0068 0.5% 19% False False 21
20 1.3214 1.2775 0.0439 3.4% 0.0071 0.5% 63% False False 19
40 1.3214 1.2775 0.0439 3.4% 0.0065 0.5% 63% False False 16
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3146
2.618 1.3110
1.618 1.3088
1.000 1.3074
0.618 1.3066
HIGH 1.3052
0.618 1.3044
0.500 1.3041
0.382 1.3038
LOW 1.3030
0.618 1.3016
1.000 1.3008
1.618 1.2994
2.618 1.2972
4.250 1.2937
Fisher Pivots for day following 26-Apr-2013
Pivot 1 day 3 day
R1 1.3048 1.3062
PP 1.3045 1.3058
S1 1.3041 1.3055

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

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