CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 17-Apr-2013
Day Change Summary
Previous Current
16-Apr-2013 17-Apr-2013 Change Change % Previous Week
Open 1.3070 1.3191 0.0121 0.9% 1.3013
High 1.3214 1.3210 -0.0004 0.0% 1.3150
Low 1.3059 1.3025 -0.0034 -0.3% 1.2995
Close 1.3205 1.3029 -0.0176 -1.3% 1.3094
Range 0.0155 0.0185 0.0030 19.4% 0.0155
ATR 0.0096 0.0103 0.0006 6.6% 0.0000
Volume 222 346 124 55.9% 1,583
Daily Pivots for day following 17-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3643 1.3521 1.3131
R3 1.3458 1.3336 1.3080
R2 1.3273 1.3273 1.3063
R1 1.3151 1.3151 1.3046 1.3120
PP 1.3088 1.3088 1.3088 1.3072
S1 1.2966 1.2966 1.3012 1.2935
S2 1.2903 1.2903 1.2995
S3 1.2718 1.2781 1.2978
S4 1.2533 1.2596 1.2927
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 1.3214 1.3025 0.0189 1.5% 0.0117 0.9% 2% False True 338
10 1.3214 1.2770 0.0444 3.4% 0.0110 0.8% 58% False False 284
20 1.3214 1.2770 0.0444 3.4% 0.0101 0.8% 58% False False 233
40 1.3365 1.2770 0.0595 4.6% 0.0094 0.7% 44% False False 138
60 1.3700 1.2770 0.0930 7.1% 0.0078 0.6% 28% False False 94
80 1.3700 1.2770 0.0930 7.1% 0.0062 0.5% 28% False False 72
100 1.3700 1.2770 0.0930 7.1% 0.0057 0.4% 28% False False 59
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 0.0021
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.3996
2.618 1.3694
1.618 1.3509
1.000 1.3395
0.618 1.3324
HIGH 1.3210
0.618 1.3139
0.500 1.3118
0.382 1.3096
LOW 1.3025
0.618 1.2911
1.000 1.2840
1.618 1.2726
2.618 1.2541
4.250 1.2239
Fisher Pivots for day following 17-Apr-2013
Pivot 1 day 3 day
R1 1.3118 1.3120
PP 1.3088 1.3089
S1 1.3059 1.3059

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

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