CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 03-May-2013
Day Change Summary
Previous Current
02-May-2013 03-May-2013 Change Change % Previous Week
Open 1.3172 1.3094 -0.0078 -0.6% 1.3090
High 1.3234 1.3156 -0.0078 -0.6% 1.3250
Low 1.3070 1.3089 0.0019 0.1% 1.3070
Close 1.3081 1.3132 0.0051 0.4% 1.3132
Range 0.0164 0.0067 -0.0097 -59.1% 0.0180
ATR 0.0082 0.0081 0.0000 -0.6% 0.0000
Volume 10 86 76 760.0% 122
Daily Pivots for day following 03-May-2013
Classic Woodie Camarilla DeMark
R4 1.3327 1.3296 1.3169
R3 1.3260 1.3229 1.3150
R2 1.3193 1.3193 1.3144
R1 1.3162 1.3162 1.3138 1.3178
PP 1.3126 1.3126 1.3126 1.3133
S1 1.3095 1.3095 1.3126 1.3111
S2 1.3059 1.3059 1.3120
S3 1.2992 1.3028 1.3114
S4 1.2925 1.2961 1.3095
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 1.3691 1.3591 1.3231
R3 1.3511 1.3411 1.3182
R2 1.3331 1.3331 1.3165
R1 1.3231 1.3231 1.3149 1.3281
PP 1.3151 1.3151 1.3151 1.3176
S1 1.3051 1.3051 1.3116 1.3101
S2 1.2971 1.2971 1.3099
S3 1.2791 1.2871 1.3083
S4 1.2611 1.2691 1.3033
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3250 1.3070 0.0180 1.4% 0.0088 0.7% 34% False False 24
10 1.3250 1.3014 0.0236 1.8% 0.0064 0.5% 50% False False 21
20 1.3250 1.3009 0.0241 1.8% 0.0070 0.5% 51% False False 21
40 1.3250 1.2775 0.0475 3.6% 0.0071 0.5% 75% False False 18
60 1.3595 1.2775 0.0820 6.2% 0.0065 0.5% 44% False False 14
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3441
2.618 1.3331
1.618 1.3264
1.000 1.3223
0.618 1.3197
HIGH 1.3156
0.618 1.3130
0.500 1.3123
0.382 1.3115
LOW 1.3089
0.618 1.3048
1.000 1.3022
1.618 1.2981
2.618 1.2914
4.250 1.2804
Fisher Pivots for day following 03-May-2013
Pivot 1 day 3 day
R1 1.3129 1.3160
PP 1.3126 1.3151
S1 1.3123 1.3141

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

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