CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 13-Jun-2013
Day Change Summary
Previous Current
12-Jun-2013 13-Jun-2013 Change Change % Previous Week
Open 1.3317 1.3367 0.0050 0.4% 1.3041
High 1.3366 1.3398 0.0032 0.2% 1.3320
Low 1.3290 1.3301 0.0011 0.1% 1.2986
Close 1.3343 1.3359 0.0016 0.1% 1.3238
Range 0.0076 0.0097 0.0021 27.6% 0.0334
ATR 0.0084 0.0085 0.0001 1.1% 0.0000
Volume 185 204 19 10.3% 268
Daily Pivots for day following 13-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.3644 1.3598 1.3412
R3 1.3547 1.3501 1.3386
R2 1.3450 1.3450 1.3377
R1 1.3404 1.3404 1.3368 1.3379
PP 1.3353 1.3353 1.3353 1.3340
S1 1.3307 1.3307 1.3350 1.3282
S2 1.3256 1.3256 1.3341
S3 1.3159 1.3210 1.3332
S4 1.3062 1.3113 1.3306
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 1.3398 1.3198 0.0200 1.5% 0.0078 0.6% 81% True False 160
10 1.3398 1.2978 0.0420 3.1% 0.0077 0.6% 91% True False 91
20 1.3398 1.2823 0.0575 4.3% 0.0074 0.6% 93% True False 60
40 1.3398 1.2823 0.0575 4.3% 0.0067 0.5% 93% True False 42
60 1.3398 1.2775 0.0623 4.7% 0.0072 0.5% 94% True False 34
80 1.3443 1.2775 0.0668 5.0% 0.0069 0.5% 87% False False 28
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3810
2.618 1.3652
1.618 1.3555
1.000 1.3495
0.618 1.3458
HIGH 1.3398
0.618 1.3361
0.500 1.3350
0.382 1.3338
LOW 1.3301
0.618 1.3241
1.000 1.3204
1.618 1.3144
2.618 1.3047
4.250 1.2889
Fisher Pivots for day following 13-Jun-2013
Pivot 1 day 3 day
R1 1.3356 1.3347
PP 1.3353 1.3336
S1 1.3350 1.3324

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

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