CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 15-Apr-2013
Day Change Summary
Previous Current
12-Apr-2013 15-Apr-2013 Change Change % Previous Week
Open 1.3119 1.3101 -0.0018 -0.1% 1.3018
High 1.3150 1.3101 -0.0049 -0.4% 1.3154
Low 1.3093 1.3063 -0.0030 -0.2% 1.3009
Close 1.3103 1.3063 -0.0040 -0.3% 1.3103
Range 0.0057 0.0038 -0.0019 -33.3% 0.0145
ATR 0.0079 0.0076 -0.0003 -3.5% 0.0000
Volume 20 21 1 5.0% 83
Daily Pivots for day following 15-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3190 1.3164 1.3084
R3 1.3152 1.3126 1.3073
R2 1.3114 1.3114 1.3070
R1 1.3088 1.3088 1.3066 1.3082
PP 1.3076 1.3076 1.3076 1.3073
S1 1.3050 1.3050 1.3060 1.3044
S2 1.3038 1.3038 1.3056
S3 1.3000 1.3012 1.3053
S4 1.2962 1.2974 1.3042
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3524 1.3458 1.3183
R3 1.3379 1.3313 1.3143
R2 1.3234 1.3234 1.3130
R1 1.3168 1.3168 1.3116 1.3201
PP 1.3089 1.3089 1.3089 1.3105
S1 1.3023 1.3023 1.3090 1.3056
S2 1.2944 1.2944 1.3076
S3 1.2799 1.2878 1.3063
S4 1.2654 1.2733 1.3023
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3154 1.3063 0.0091 0.7% 0.0053 0.4% 0% False True 12
10 1.3154 1.2775 0.0379 2.9% 0.0070 0.5% 76% False False 14
20 1.3154 1.2775 0.0379 2.9% 0.0069 0.5% 76% False False 15
40 1.3443 1.2775 0.0668 5.1% 0.0064 0.5% 43% False False 12
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 1.3263
2.618 1.3200
1.618 1.3162
1.000 1.3139
0.618 1.3124
HIGH 1.3101
0.618 1.3086
0.500 1.3082
0.382 1.3078
LOW 1.3063
0.618 1.3040
1.000 1.3025
1.618 1.3002
2.618 1.2964
4.250 1.2902
Fisher Pivots for day following 15-Apr-2013
Pivot 1 day 3 day
R1 1.3082 1.3109
PP 1.3076 1.3093
S1 1.3069 1.3078

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

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