CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 13-Sep-2013
Day Change Summary
Previous Current
12-Sep-2013 13-Sep-2013 Change Change % Previous Week
Open 1.3314 1.3306 -0.0008 -0.1% 1.3181
High 1.3329 1.3327 -0.0002 0.0% 1.3329
Low 1.3260 1.3257 -0.0003 0.0% 1.3171
Close 1.3308 1.3310 0.0002 0.0% 1.3310
Range 0.0069 0.0070 0.0001 1.4% 0.0158
ATR 0.0084 0.0083 -0.0001 -1.2% 0.0000
Volume 113,832 186,672 72,840 64.0% 502,950
Daily Pivots for day following 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3508 1.3479 1.3349
R3 1.3438 1.3409 1.3329
R2 1.3368 1.3368 1.3323
R1 1.3339 1.3339 1.3316 1.3354
PP 1.3298 1.3298 1.3298 1.3305
S1 1.3269 1.3269 1.3304 1.3284
S2 1.3228 1.3228 1.3297
S3 1.3158 1.3199 1.3291
S4 1.3088 1.3129 1.3272
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3744 1.3685 1.3397
R3 1.3586 1.3527 1.3353
R2 1.3428 1.3428 1.3339
R1 1.3369 1.3369 1.3324 1.3399
PP 1.3270 1.3270 1.3270 1.3285
S1 1.3211 1.3211 1.3296 1.3241
S2 1.3112 1.3112 1.3281
S3 1.2954 1.3053 1.3267
S4 1.2796 1.2895 1.3223
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3329 1.3171 0.0158 1.2% 0.0076 0.6% 88% False False 100,590
10 1.3329 1.3110 0.0219 1.6% 0.0081 0.6% 91% False False 55,027
20 1.3458 1.3110 0.0348 2.6% 0.0082 0.6% 57% False False 28,402
40 1.3458 1.3101 0.0357 2.7% 0.0080 0.6% 59% False False 14,466
60 1.3458 1.2760 0.0698 5.2% 0.0090 0.7% 79% False False 9,751
80 1.3458 1.2760 0.0698 5.2% 0.0088 0.7% 79% False False 7,332
100 1.3458 1.2760 0.0698 5.2% 0.0082 0.6% 79% False False 5,872
120 1.3458 1.2760 0.0698 5.2% 0.0080 0.6% 79% False False 4,896
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3625
2.618 1.3510
1.618 1.3440
1.000 1.3397
0.618 1.3370
HIGH 1.3327
0.618 1.3300
0.500 1.3292
0.382 1.3284
LOW 1.3257
0.618 1.3214
1.000 1.3187
1.618 1.3144
2.618 1.3074
4.250 1.2960
Fisher Pivots for day following 13-Sep-2013
Pivot 1 day 3 day
R1 1.3304 1.3303
PP 1.3298 1.3296
S1 1.3292 1.3289

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

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