CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 01-Mar-2013
Day Change Summary
Previous Current
28-Feb-2013 01-Mar-2013 Change Change % Previous Week
Open 1.3174 1.3050 -0.0124 -0.9% 1.3246
High 1.3174 1.3050 -0.0124 -0.9% 1.3320
Low 1.3095 1.3050 -0.0045 -0.3% 1.3050
Close 1.3095 1.3050 -0.0045 -0.3% 1.3050
Range 0.0079 0.0000 -0.0079 -100.0% 0.0270
ATR 0.0077 0.0075 -0.0002 -3.0% 0.0000
Volume 3 3 0 0.0% 24
Daily Pivots for day following 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.3050 1.3050 1.3050
R3 1.3050 1.3050 1.3050
R2 1.3050 1.3050 1.3050
R1 1.3050 1.3050 1.3050 1.3050
PP 1.3050 1.3050 1.3050 1.3050
S1 1.3050 1.3050 1.3050 1.3050
S2 1.3050 1.3050 1.3050
S3 1.3050 1.3050 1.3050
S4 1.3050 1.3050 1.3050
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.3950 1.3770 1.3199
R3 1.3680 1.3500 1.3124
R2 1.3410 1.3410 1.3100
R1 1.3230 1.3230 1.3075 1.3185
PP 1.3140 1.3140 1.3140 1.3118
S1 1.2960 1.2960 1.3025 1.2915
S2 1.2870 1.2870 1.3001
S3 1.2600 1.2690 1.2976
S4 1.2330 1.2420 1.2902
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3320 1.3050 0.0270 2.1% 0.0059 0.4% 0% False True 4
10 1.3443 1.3050 0.0393 3.0% 0.0062 0.5% 0% False True 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3050
2.618 1.3050
1.618 1.3050
1.000 1.3050
0.618 1.3050
HIGH 1.3050
0.618 1.3050
0.500 1.3050
0.382 1.3050
LOW 1.3050
0.618 1.3050
1.000 1.3050
1.618 1.3050
2.618 1.3050
4.250 1.3050
Fisher Pivots for day following 01-Mar-2013
Pivot 1 day 3 day
R1 1.3050 1.3112
PP 1.3050 1.3091
S1 1.3050 1.3071

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

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