CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 27-Jun-2013
Day Change Summary
Previous Current
26-Jun-2013 27-Jun-2013 Change Change % Previous Week
Open 1.3089 1.3022 -0.0067 -0.5% 1.3362
High 1.3089 1.3067 -0.0022 -0.2% 1.3426
Low 1.2998 1.3014 0.0016 0.1% 1.3117
Close 1.3014 1.3058 0.0044 0.3% 1.3153
Range 0.0091 0.0053 -0.0038 -41.8% 0.0309
ATR 0.0091 0.0088 -0.0003 -3.0% 0.0000
Volume 218 334 116 53.2% 1,325
Daily Pivots for day following 27-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.3205 1.3185 1.3087
R3 1.3152 1.3132 1.3073
R2 1.3099 1.3099 1.3068
R1 1.3079 1.3079 1.3063 1.3089
PP 1.3046 1.3046 1.3046 1.3052
S1 1.3026 1.3026 1.3053 1.3036
S2 1.2993 1.2993 1.3048
S3 1.2940 1.2973 1.3043
S4 1.2887 1.2920 1.3029
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 1.3263 1.2998 0.0265 2.0% 0.0090 0.7% 23% False False 406
10 1.3426 1.2998 0.0428 3.3% 0.0089 0.7% 14% False False 276
20 1.3426 1.2978 0.0448 3.4% 0.0083 0.6% 18% False False 184
40 1.3426 1.2823 0.0603 4.6% 0.0077 0.6% 39% False False 108
60 1.3426 1.2775 0.0651 5.0% 0.0076 0.6% 43% False False 78
80 1.3426 1.2775 0.0651 5.0% 0.0072 0.6% 43% False False 62
100 1.3605 1.2775 0.0830 6.4% 0.0068 0.5% 34% False False 51
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.3292
2.618 1.3206
1.618 1.3153
1.000 1.3120
0.618 1.3100
HIGH 1.3067
0.618 1.3047
0.500 1.3041
0.382 1.3034
LOW 1.3014
0.618 1.2981
1.000 1.2961
1.618 1.2928
2.618 1.2875
4.250 1.2789
Fisher Pivots for day following 27-Jun-2013
Pivot 1 day 3 day
R1 1.3052 1.3077
PP 1.3046 1.3070
S1 1.3041 1.3064

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

View Archives - Comment on this page... - Back to Index of Symbols