CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 14-May-2013
Day Change Summary
Previous Current
13-May-2013 14-May-2013 Change Change % Previous Week
Open 1.3004 1.3032 0.0028 0.2% 1.3100
High 1.3009 1.3042 0.0033 0.3% 1.3206
Low 1.2989 1.2950 -0.0039 -0.3% 1.2967
Close 1.2989 1.2955 -0.0034 -0.3% 1.3001
Range 0.0020 0.0092 0.0072 360.0% 0.0239
ATR 0.0076 0.0077 0.0001 1.5% 0.0000
Volume 92 15 -77 -83.7% 63
Daily Pivots for day following 14-May-2013
Classic Woodie Camarilla DeMark
R4 1.3258 1.3199 1.3006
R3 1.3166 1.3107 1.2980
R2 1.3074 1.3074 1.2972
R1 1.3015 1.3015 1.2963 1.2999
PP 1.2982 1.2982 1.2982 1.2974
S1 1.2923 1.2923 1.2947 1.2907
S2 1.2890 1.2890 1.2938
S3 1.2798 1.2831 1.2930
S4 1.2706 1.2739 1.2904
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 1.3775 1.3627 1.3132
R3 1.3536 1.3388 1.3067
R2 1.3297 1.3297 1.3045
R1 1.3149 1.3149 1.3023 1.3104
PP 1.3058 1.3058 1.3058 1.3035
S1 1.2910 1.2910 1.2979 1.2865
S2 1.2819 1.2819 1.2957
S3 1.2580 1.2671 1.2935
S4 1.2341 1.2432 1.2870
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3206 1.2950 0.0256 2.0% 0.0079 0.6% 2% False True 30
10 1.3250 1.2950 0.0300 2.3% 0.0069 0.5% 2% False True 27
20 1.3250 1.2950 0.0300 2.3% 0.0066 0.5% 2% False True 23
40 1.3250 1.2775 0.0475 3.7% 0.0070 0.5% 38% False False 19
60 1.3443 1.2775 0.0668 5.2% 0.0067 0.5% 27% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3433
2.618 1.3283
1.618 1.3191
1.000 1.3134
0.618 1.3099
HIGH 1.3042
0.618 1.3007
0.500 1.2996
0.382 1.2985
LOW 1.2950
0.618 1.2893
1.000 1.2858
1.618 1.2801
2.618 1.2709
4.250 1.2559
Fisher Pivots for day following 14-May-2013
Pivot 1 day 3 day
R1 1.2996 1.3005
PP 1.2982 1.2988
S1 1.2969 1.2972

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

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