CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 28-May-2013
Day Change Summary
Previous Current
24-May-2013 28-May-2013 Change Change % Previous Week
Open 1.2963 1.2905 -0.0058 -0.4% 1.2929
High 1.2963 1.2905 -0.0058 -0.4% 1.2963
Low 1.2948 1.2905 -0.0043 -0.3% 1.2873
Close 1.2948 1.2905 -0.0043 -0.3% 1.2948
Range 0.0015 0.0000 -0.0015 -100.0% 0.0090
ATR 0.0054 0.0053 -0.0001 -1.4% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 28-May-2013
Classic Woodie Camarilla DeMark
R4 1.2905 1.2905 1.2905
R3 1.2905 1.2905 1.2905
R2 1.2905 1.2905 1.2905
R1 1.2905 1.2905 1.2905 1.2905
PP 1.2905 1.2905 1.2905 1.2905
S1 1.2905 1.2905 1.2905 1.2905
S2 1.2905 1.2905 1.2905
S3 1.2905 1.2905 1.2905
S4 1.2905 1.2905 1.2905
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 1.3198 1.3163 1.2998
R3 1.3108 1.3073 1.2973
R2 1.3018 1.3018 1.2965
R1 1.2983 1.2983 1.2956 1.3001
PP 1.2928 1.2928 1.2928 1.2937
S1 1.2893 1.2893 1.2940 1.2911
S2 1.2838 1.2838 1.2932
S3 1.2748 1.2803 1.2923
S4 1.2658 1.2713 1.2899
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2963 1.2873 0.0090 0.7% 0.0003 0.0% 36% False False 1
10 1.2967 1.2863 0.0104 0.8% 0.0003 0.0% 40% False False 1
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2905
2.618 1.2905
1.618 1.2905
1.000 1.2905
0.618 1.2905
HIGH 1.2905
0.618 1.2905
0.500 1.2905
0.382 1.2905
LOW 1.2905
0.618 1.2905
1.000 1.2905
1.618 1.2905
2.618 1.2905
4.250 1.2905
Fisher Pivots for day following 28-May-2013
Pivot 1 day 3 day
R1 1.2905 1.2934
PP 1.2905 1.2924
S1 1.2905 1.2915

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

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