CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 31-May-2013
Day Change Summary
Previous Current
30-May-2013 31-May-2013 Change Change % Previous Week
Open 1.2984 1.2999 0.0015 0.1% 1.2880
High 1.3072 1.2999 -0.0073 -0.6% 1.3072
Low 1.2984 1.2978 -0.0006 0.0% 1.2860
Close 1.3062 1.2999 -0.0063 -0.5% 1.2999
Range 0.0088 0.0021 -0.0067 -76.1% 0.0212
ATR 0.0084 0.0084 0.0000 0.0% 0.0000
Volume 33 29 -4 -12.1% 117
Daily Pivots for day following 31-May-2013
Classic Woodie Camarilla DeMark
R4 1.3055 1.3048 1.3011
R3 1.3034 1.3027 1.3005
R2 1.3013 1.3013 1.3003
R1 1.3006 1.3006 1.3001 1.3010
PP 1.2992 1.2992 1.2992 1.2994
S1 1.2985 1.2985 1.2997 1.2989
S2 1.2971 1.2971 1.2995
S3 1.2950 1.2964 1.2993
S4 1.2929 1.2943 1.2987
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 1.3613 1.3518 1.3116
R3 1.3401 1.3306 1.3057
R2 1.3189 1.3189 1.3038
R1 1.3094 1.3094 1.3018 1.3142
PP 1.2977 1.2977 1.2977 1.3001
S1 1.2882 1.2882 1.2980 1.2930
S2 1.2765 1.2765 1.2960
S3 1.2553 1.2670 1.2941
S4 1.2341 1.2458 1.2882
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3072 1.2860 0.0212 1.6% 0.0064 0.5% 66% False False 26
10 1.3072 1.2823 0.0249 1.9% 0.0068 0.5% 71% False False 29
20 1.3206 1.2823 0.0383 2.9% 0.0063 0.5% 46% False False 33
40 1.3250 1.2823 0.0427 3.3% 0.0068 0.5% 41% False False 26
60 1.3250 1.2775 0.0475 3.7% 0.0068 0.5% 47% False False 22
80 1.3595 1.2775 0.0820 6.3% 0.0064 0.5% 27% False False 18
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.3088
2.618 1.3054
1.618 1.3033
1.000 1.3020
0.618 1.3012
HIGH 1.2999
0.618 1.2991
0.500 1.2989
0.382 1.2986
LOW 1.2978
0.618 1.2965
1.000 1.2957
1.618 1.2944
2.618 1.2923
4.250 1.2889
Fisher Pivots for day following 31-May-2013
Pivot 1 day 3 day
R1 1.2996 1.2988
PP 1.2992 1.2977
S1 1.2989 1.2966

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

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