CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 13-Aug-2013
Day Change Summary
Previous Current
12-Aug-2013 13-Aug-2013 Change Change % Previous Week
Open 1.3341 1.3304 -0.0037 -0.3% 1.3286
High 1.3346 1.3320 -0.0026 -0.2% 1.3402
Low 1.3279 1.3235 -0.0044 -0.3% 1.3234
Close 1.3312 1.3262 -0.0050 -0.4% 1.3342
Range 0.0067 0.0085 0.0018 26.9% 0.0168
ATR 0.0094 0.0093 -0.0001 -0.7% 0.0000
Volume 143,053 219,665 76,612 53.6% 906,860
Daily Pivots for day following 13-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3527 1.3480 1.3309
R3 1.3442 1.3395 1.3285
R2 1.3357 1.3357 1.3278
R1 1.3310 1.3310 1.3270 1.3291
PP 1.3272 1.3272 1.3272 1.3263
S1 1.3225 1.3225 1.3254 1.3206
S2 1.3187 1.3187 1.3246
S3 1.3102 1.3140 1.3239
S4 1.3017 1.3055 1.3215
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3830 1.3754 1.3434
R3 1.3662 1.3586 1.3388
R2 1.3494 1.3494 1.3373
R1 1.3418 1.3418 1.3357 1.3456
PP 1.3326 1.3326 1.3326 1.3345
S1 1.3250 1.3250 1.3327 1.3288
S2 1.3158 1.3158 1.3311
S3 1.2990 1.3082 1.3296
S4 1.2822 1.2914 1.3250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3402 1.3235 0.0167 1.3% 0.0073 0.6% 16% False True 183,486
10 1.3402 1.3187 0.0215 1.6% 0.0088 0.7% 35% False False 211,307
20 1.3402 1.3069 0.0333 2.5% 0.0083 0.6% 58% False False 198,645
40 1.3424 1.2755 0.0669 5.0% 0.0106 0.8% 76% False False 231,461
60 1.3424 1.2755 0.0669 5.0% 0.0106 0.8% 76% False False 168,522
80 1.3424 1.2755 0.0669 5.0% 0.0103 0.8% 76% False False 126,508
100 1.3424 1.2755 0.0669 5.0% 0.0102 0.8% 76% False False 101,255
120 1.3424 1.2755 0.0669 5.0% 0.0100 0.8% 76% False False 84,391
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 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3681
2.618 1.3543
1.618 1.3458
1.000 1.3405
0.618 1.3373
HIGH 1.3320
0.618 1.3288
0.500 1.3278
0.382 1.3267
LOW 1.3235
0.618 1.3182
1.000 1.3150
1.618 1.3097
2.618 1.3012
4.250 1.2874
Fisher Pivots for day following 13-Aug-2013
Pivot 1 day 3 day
R1 1.3278 1.3314
PP 1.3272 1.3296
S1 1.3267 1.3279

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

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