CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 15-Apr-2013
Day Change Summary
Previous Current
12-Apr-2013 15-Apr-2013 Change Change % Previous Week
Open 1.3118 1.3120 0.0002 0.0% 1.3013
High 1.3139 1.3120 -0.0019 -0.1% 1.3150
Low 1.3060 1.3034 -0.0026 -0.2% 1.2995
Close 1.3094 1.3054 -0.0040 -0.3% 1.3094
Range 0.0079 0.0086 0.0007 8.9% 0.0155
ATR 0.0092 0.0091 0.0000 -0.4% 0.0000
Volume 78 241 163 209.0% 1,583
Daily Pivots for day following 15-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3327 1.3277 1.3101
R3 1.3241 1.3191 1.3078
R2 1.3155 1.3155 1.3070
R1 1.3105 1.3105 1.3062 1.3087
PP 1.3069 1.3069 1.3069 1.3061
S1 1.3019 1.3019 1.3046 1.3001
S2 1.2983 1.2983 1.3038
S3 1.2897 1.2933 1.3030
S4 1.2811 1.2847 1.3007
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3545 1.3474 1.3179
R3 1.3390 1.3319 1.3137
R2 1.3235 1.3235 1.3122
R1 1.3164 1.3164 1.3108 1.3200
PP 1.3080 1.3080 1.3080 1.3097
S1 1.3009 1.3009 1.3080 1.3045
S2 1.2925 1.2925 1.3066
S3 1.2770 1.2854 1.3051
S4 1.2615 1.2699 1.3009
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3150 1.3032 0.0118 0.9% 0.0079 0.6% 19% False False 298
10 1.3150 1.2770 0.0380 2.9% 0.0089 0.7% 75% False False 251
20 1.3150 1.2770 0.0380 2.9% 0.0094 0.7% 75% False False 215
40 1.3406 1.2770 0.0636 4.9% 0.0087 0.7% 45% False False 124
60 1.3700 1.2770 0.0930 7.1% 0.0073 0.6% 31% False False 86
80 1.3700 1.2770 0.0930 7.1% 0.0059 0.5% 31% False False 65
100 1.3700 1.2770 0.0930 7.1% 0.0054 0.4% 31% False False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0020
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3486
2.618 1.3345
1.618 1.3259
1.000 1.3206
0.618 1.3173
HIGH 1.3120
0.618 1.3087
0.500 1.3077
0.382 1.3067
LOW 1.3034
0.618 1.2981
1.000 1.2948
1.618 1.2895
2.618 1.2809
4.250 1.2669
Fisher Pivots for day following 15-Apr-2013
Pivot 1 day 3 day
R1 1.3077 1.3092
PP 1.3069 1.3079
S1 1.3062 1.3067

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

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