CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 03-Jun-2013
Day Change Summary
Previous Current
31-May-2013 03-Jun-2013 Change Change % Previous Week
Open 1.2999 1.3041 0.0042 0.3% 1.2880
High 1.2999 1.3115 0.0116 0.9% 1.3072
Low 1.2978 1.2986 0.0008 0.1% 1.2860
Close 1.2999 1.3089 0.0090 0.7% 1.2999
Range 0.0021 0.0129 0.0108 514.3% 0.0212
ATR 0.0084 0.0087 0.0003 3.8% 0.0000
Volume 29 31 2 6.9% 117
Daily Pivots for day following 03-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.3450 1.3399 1.3160
R3 1.3321 1.3270 1.3124
R2 1.3192 1.3192 1.3113
R1 1.3141 1.3141 1.3101 1.3167
PP 1.3063 1.3063 1.3063 1.3076
S1 1.3012 1.3012 1.3077 1.3038
S2 1.2934 1.2934 1.3065
S3 1.2805 1.2883 1.3054
S4 1.2676 1.2754 1.3018
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 1.3115 1.2860 0.0255 1.9% 0.0076 0.6% 90% True False 29
10 1.3115 1.2839 0.0276 2.1% 0.0078 0.6% 91% True False 25
20 1.3206 1.2823 0.0383 2.9% 0.0066 0.5% 69% False False 30
40 1.3250 1.2823 0.0427 3.3% 0.0068 0.5% 62% False False 25
60 1.3250 1.2775 0.0475 3.6% 0.0069 0.5% 66% False False 22
80 1.3595 1.2775 0.0820 6.3% 0.0065 0.5% 38% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3663
2.618 1.3453
1.618 1.3324
1.000 1.3244
0.618 1.3195
HIGH 1.3115
0.618 1.3066
0.500 1.3051
0.382 1.3035
LOW 1.2986
0.618 1.2906
1.000 1.2857
1.618 1.2777
2.618 1.2648
4.250 1.2438
Fisher Pivots for day following 03-Jun-2013
Pivot 1 day 3 day
R1 1.3076 1.3075
PP 1.3063 1.3061
S1 1.3051 1.3047

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

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