CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 19-Jun-2013
Day Change Summary
Previous Current
18-Jun-2013 19-Jun-2013 Change Change % Previous Week
Open 1.3376 1.3411 0.0035 0.3% 1.3221
High 1.3426 1.3418 -0.0008 -0.1% 1.3398
Low 1.3337 1.3281 -0.0056 -0.4% 1.3198
Close 1.3417 1.3281 -0.0136 -1.0% 1.3354
Range 0.0089 0.0137 0.0048 53.9% 0.0200
ATR 0.0081 0.0085 0.0004 5.0% 0.0000
Volume 27 223 196 725.9% 737
Daily Pivots for day following 19-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.3738 1.3646 1.3356
R3 1.3601 1.3509 1.3319
R2 1.3464 1.3464 1.3306
R1 1.3372 1.3372 1.3294 1.3350
PP 1.3327 1.3327 1.3327 1.3315
S1 1.3235 1.3235 1.3268 1.3213
S2 1.3190 1.3190 1.3256
S3 1.3053 1.3098 1.3243
S4 1.2916 1.2961 1.3206
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.3917 1.3835 1.3464
R3 1.3717 1.3635 1.3409
R2 1.3517 1.3517 1.3391
R1 1.3435 1.3435 1.3372 1.3476
PP 1.3317 1.3317 1.3317 1.3337
S1 1.3235 1.3235 1.3336 1.3276
S2 1.3117 1.3117 1.3317
S3 1.2917 1.3035 1.3299
S4 1.2717 1.2835 1.3244
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3426 1.3281 0.0145 1.1% 0.0084 0.6% 0% False True 136
10 1.3426 1.3122 0.0304 2.3% 0.0091 0.7% 52% False False 130
20 1.3426 1.2839 0.0587 4.4% 0.0083 0.6% 75% False False 76
40 1.3426 1.2823 0.0603 4.5% 0.0070 0.5% 76% False False 53
60 1.3426 1.2775 0.0651 4.9% 0.0071 0.5% 78% False False 41
80 1.3426 1.2775 0.0651 4.9% 0.0068 0.5% 78% False False 34
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.4000
2.618 1.3777
1.618 1.3640
1.000 1.3555
0.618 1.3503
HIGH 1.3418
0.618 1.3366
0.500 1.3350
0.382 1.3333
LOW 1.3281
0.618 1.3196
1.000 1.3144
1.618 1.3059
2.618 1.2922
4.250 1.2699
Fisher Pivots for day following 19-Jun-2013
Pivot 1 day 3 day
R1 1.3350 1.3354
PP 1.3327 1.3329
S1 1.3304 1.3305

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

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