CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 06-May-2013
Day Change Summary
Previous Current
03-May-2013 06-May-2013 Change Change % Previous Week
Open 1.3094 1.3100 0.0006 0.0% 1.3090
High 1.3156 1.3100 -0.0056 -0.4% 1.3250
Low 1.3089 1.3100 0.0011 0.1% 1.3070
Close 1.3132 1.3100 -0.0032 -0.2% 1.3132
Range 0.0067 0.0000 -0.0067 -100.0% 0.0180
ATR 0.0081 0.0078 -0.0004 -4.3% 0.0000
Volume 86 9 -77 -89.5% 122
Daily Pivots for day following 06-May-2013
Classic Woodie Camarilla DeMark
R4 1.3100 1.3100 1.3100
R3 1.3100 1.3100 1.3100
R2 1.3100 1.3100 1.3100
R1 1.3100 1.3100 1.3100 1.3100
PP 1.3100 1.3100 1.3100 1.3100
S1 1.3100 1.3100 1.3100 1.3100
S2 1.3100 1.3100 1.3100
S3 1.3100 1.3100 1.3100
S4 1.3100 1.3100 1.3100
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% 0.0081 0.6% 17% False False 26
10 1.3250 1.3014 0.0236 1.8% 0.0064 0.5% 36% False False 21
20 1.3250 1.3014 0.0236 1.8% 0.0067 0.5% 36% False False 19
40 1.3250 1.2775 0.0475 3.6% 0.0067 0.5% 68% False False 18
60 1.3488 1.2775 0.0713 5.4% 0.0062 0.5% 46% False False 14
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 1.3100
2.618 1.3100
1.618 1.3100
1.000 1.3100
0.618 1.3100
HIGH 1.3100
0.618 1.3100
0.500 1.3100
0.382 1.3100
LOW 1.3100
0.618 1.3100
1.000 1.3100
1.618 1.3100
2.618 1.3100
4.250 1.3100
Fisher Pivots for day following 06-May-2013
Pivot 1 day 3 day
R1 1.3100 1.3152
PP 1.3100 1.3135
S1 1.3100 1.3117

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

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