CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 18-Jul-2013
Day Change Summary
Previous Current
17-Jul-2013 18-Jul-2013 Change Change % Previous Week
Open 1.3162 1.3123 -0.0039 -0.3% 1.2828
High 1.3193 1.3129 -0.0064 -0.5% 1.3203
Low 1.3099 1.3080 -0.0019 -0.1% 1.2760
Close 1.3121 1.3111 -0.0010 -0.1% 1.3069
Range 0.0094 0.0049 -0.0045 -47.9% 0.0443
ATR 0.0115 0.0110 -0.0005 -4.1% 0.0000
Volume 254 337 83 32.7% 1,934
Daily Pivots for day following 18-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.3254 1.3231 1.3138
R3 1.3205 1.3182 1.3124
R2 1.3156 1.3156 1.3120
R1 1.3133 1.3133 1.3115 1.3120
PP 1.3107 1.3107 1.3107 1.3100
S1 1.3084 1.3084 1.3107 1.3071
S2 1.3058 1.3058 1.3102
S3 1.3009 1.3035 1.3098
S4 1.2960 1.2986 1.3084
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.4340 1.4147 1.3313
R3 1.3897 1.3704 1.3191
R2 1.3454 1.3454 1.3150
R1 1.3261 1.3261 1.3110 1.3358
PP 1.3011 1.3011 1.3011 1.3059
S1 1.2818 1.2818 1.3028 1.2915
S2 1.2568 1.2568 1.2988
S3 1.2125 1.2375 1.2947
S4 1.1682 1.1932 1.2825
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3193 1.3008 0.0185 1.4% 0.0087 0.7% 56% False False 274
10 1.3203 1.2760 0.0443 3.4% 0.0123 0.9% 79% False False 328
20 1.3298 1.2760 0.0538 4.1% 0.0109 0.8% 65% False False 321
40 1.3426 1.2760 0.0666 5.1% 0.0096 0.7% 53% False False 198
60 1.3426 1.2760 0.0666 5.1% 0.0083 0.6% 53% False False 142
80 1.3426 1.2760 0.0666 5.1% 0.0080 0.6% 53% False False 111
100 1.3426 1.2760 0.0666 5.1% 0.0076 0.6% 53% False False 91
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 0.0012
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1.3337
2.618 1.3257
1.618 1.3208
1.000 1.3178
0.618 1.3159
HIGH 1.3129
0.618 1.3110
0.500 1.3105
0.382 1.3099
LOW 1.3080
0.618 1.3050
1.000 1.3031
1.618 1.3001
2.618 1.2952
4.250 1.2872
Fisher Pivots for day following 18-Jul-2013
Pivot 1 day 3 day
R1 1.3109 1.3128
PP 1.3107 1.3122
S1 1.3105 1.3117

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

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