CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 10-May-2013
Day Change Summary
Previous Current
09-May-2013 10-May-2013 Change Change % Previous Week
Open 1.3177 1.3059 -0.0118 -0.9% 1.3100
High 1.3177 1.3059 -0.0118 -0.9% 1.3206
Low 1.3035 1.2967 -0.0068 -0.5% 1.2967
Close 1.3035 1.3001 -0.0034 -0.3% 1.3001
Range 0.0142 0.0092 -0.0050 -35.2% 0.0239
ATR 0.0079 0.0080 0.0001 1.1% 0.0000
Volume 18 18 0 0.0% 63
Daily Pivots for day following 10-May-2013
Classic Woodie Camarilla DeMark
R4 1.3285 1.3235 1.3052
R3 1.3193 1.3143 1.3026
R2 1.3101 1.3101 1.3018
R1 1.3051 1.3051 1.3009 1.3030
PP 1.3009 1.3009 1.3009 1.2999
S1 1.2959 1.2959 1.2993 1.2938
S2 1.2917 1.2917 1.2984
S3 1.2825 1.2867 1.2976
S4 1.2733 1.2775 1.2950
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 1.3775 1.3627 1.3132
R3 1.3536 1.3388 1.3067
R2 1.3297 1.3297 1.3045
R1 1.3149 1.3149 1.3023 1.3104
PP 1.3058 1.3058 1.3058 1.3035
S1 1.2910 1.2910 1.2979 1.2865
S2 1.2819 1.2819 1.2957
S3 1.2580 1.2671 1.2935
S4 1.2341 1.2432 1.2870
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3206 1.2967 0.0239 1.8% 0.0057 0.4% 14% False True 12
10 1.3250 1.2967 0.0283 2.2% 0.0072 0.6% 12% False True 18
20 1.3250 1.2967 0.0283 2.2% 0.0070 0.5% 12% False True 20
40 1.3250 1.2775 0.0475 3.7% 0.0070 0.5% 48% False False 17
60 1.3443 1.2775 0.0668 5.1% 0.0065 0.5% 34% False False 15
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3450
2.618 1.3300
1.618 1.3208
1.000 1.3151
0.618 1.3116
HIGH 1.3059
0.618 1.3024
0.500 1.3013
0.382 1.3002
LOW 1.2967
0.618 1.2910
1.000 1.2875
1.618 1.2818
2.618 1.2726
4.250 1.2576
Fisher Pivots for day following 10-May-2013
Pivot 1 day 3 day
R1 1.3013 1.3087
PP 1.3009 1.3058
S1 1.3005 1.3030

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

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