CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 11-Jun-2013
Day Change Summary
Previous Current
10-Jun-2013 11-Jun-2013 Change Change % Previous Week
Open 1.3221 1.3274 0.0053 0.4% 1.3041
High 1.3280 1.3334 0.0054 0.4% 1.3320
Low 1.3198 1.3250 0.0052 0.4% 1.2986
Close 1.3275 1.3321 0.0046 0.3% 1.3238
Range 0.0082 0.0084 0.0002 2.4% 0.0334
ATR 0.0085 0.0085 0.0000 -0.1% 0.0000
Volume 133 97 -36 -27.1% 268
Daily Pivots for day following 11-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.3554 1.3521 1.3367
R3 1.3470 1.3437 1.3344
R2 1.3386 1.3386 1.3336
R1 1.3353 1.3353 1.3329 1.3370
PP 1.3302 1.3302 1.3302 1.3310
S1 1.3269 1.3269 1.3313 1.3286
S2 1.3218 1.3218 1.3306
S3 1.3134 1.3185 1.3298
S4 1.3050 1.3101 1.3275
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.4183 1.4045 1.3422
R3 1.3849 1.3711 1.3330
R2 1.3515 1.3515 1.3299
R1 1.3377 1.3377 1.3269 1.3446
PP 1.3181 1.3181 1.3181 1.3216
S1 1.3043 1.3043 1.3207 1.3112
S2 1.2847 1.2847 1.3177
S3 1.2513 1.2709 1.3146
S4 1.2179 1.2375 1.3054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3334 1.3102 0.0232 1.7% 0.0086 0.6% 94% True False 89
10 1.3334 1.2860 0.0474 3.6% 0.0080 0.6% 97% True False 59
20 1.3334 1.2823 0.0511 3.8% 0.0073 0.6% 97% True False 46
40 1.3334 1.2823 0.0511 3.8% 0.0071 0.5% 97% True False 35
60 1.3334 1.2775 0.0559 4.2% 0.0071 0.5% 98% True False 28
80 1.3443 1.2775 0.0668 5.0% 0.0068 0.5% 82% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3691
2.618 1.3554
1.618 1.3470
1.000 1.3418
0.618 1.3386
HIGH 1.3334
0.618 1.3302
0.500 1.3292
0.382 1.3282
LOW 1.3250
0.618 1.3198
1.000 1.3166
1.618 1.3114
2.618 1.3030
4.250 1.2893
Fisher Pivots for day following 11-Jun-2013
Pivot 1 day 3 day
R1 1.3311 1.3303
PP 1.3302 1.3284
S1 1.3292 1.3266

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

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