CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 25-Jun-2013
Day Change Summary
Previous Current
24-Jun-2013 25-Jun-2013 Change Change % Previous Week
Open 1.3117 1.3139 0.0022 0.2% 1.3362
High 1.3155 1.3155 0.0000 0.0% 1.3426
Low 1.3075 1.3077 0.0002 0.0% 1.3117
Close 1.3137 1.3102 -0.0035 -0.3% 1.3153
Range 0.0080 0.0078 -0.0002 -2.5% 0.0309
ATR 0.0091 0.0090 -0.0001 -1.0% 0.0000
Volume 402 372 -30 -7.5% 1,325
Daily Pivots for day following 25-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.3345 1.3302 1.3145
R3 1.3267 1.3224 1.3123
R2 1.3189 1.3189 1.3116
R1 1.3146 1.3146 1.3109 1.3129
PP 1.3111 1.3111 1.3111 1.3103
S1 1.3068 1.3068 1.3095 1.3051
S2 1.3033 1.3033 1.3088
S3 1.2955 1.2990 1.3081
S4 1.2877 1.2912 1.3059
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.4159 1.3965 1.3323
R3 1.3850 1.3656 1.3238
R2 1.3541 1.3541 1.3210
R1 1.3347 1.3347 1.3181 1.3290
PP 1.3232 1.3232 1.3232 1.3203
S1 1.3038 1.3038 1.3125 1.2981
S2 1.2923 1.2923 1.3096
S3 1.2614 1.2729 1.3068
S4 1.2305 1.2420 1.2983
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3418 1.3075 0.0343 2.6% 0.0112 0.9% 8% False False 392
10 1.3426 1.3075 0.0351 2.7% 0.0092 0.7% 8% False False 260
20 1.3426 1.2860 0.0566 4.3% 0.0086 0.7% 43% False False 159
40 1.3426 1.2823 0.0603 4.6% 0.0077 0.6% 46% False False 95
60 1.3426 1.2775 0.0651 5.0% 0.0074 0.6% 50% False False 69
80 1.3426 1.2775 0.0651 5.0% 0.0071 0.5% 50% False False 55
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0018
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3487
2.618 1.3359
1.618 1.3281
1.000 1.3233
0.618 1.3203
HIGH 1.3155
0.618 1.3125
0.500 1.3116
0.382 1.3107
LOW 1.3077
0.618 1.3029
1.000 1.2999
1.618 1.2951
2.618 1.2873
4.250 1.2746
Fisher Pivots for day following 25-Jun-2013
Pivot 1 day 3 day
R1 1.3116 1.3169
PP 1.3111 1.3147
S1 1.3107 1.3124

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

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