CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 23-Apr-2013
Day Change Summary
Previous Current
22-Apr-2013 23-Apr-2013 Change Change % Previous Week
Open 1.3078 1.3065 -0.0013 -0.1% 1.3120
High 1.3095 1.3091 -0.0004 0.0% 1.3214
Low 1.3032 1.2988 -0.0044 -0.3% 1.3025
Close 1.3073 1.3004 -0.0069 -0.5% 1.3075
Range 0.0063 0.0103 0.0040 63.5% 0.0189
ATR 0.0097 0.0097 0.0000 0.5% 0.0000
Volume 92 141 49 53.3% 1,618
Daily Pivots for day following 23-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3337 1.3273 1.3061
R3 1.3234 1.3170 1.3032
R2 1.3131 1.3131 1.3023
R1 1.3067 1.3067 1.3013 1.3048
PP 1.3028 1.3028 1.3028 1.3018
S1 1.2964 1.2964 1.2995 1.2945
S2 1.2925 1.2925 1.2985
S3 1.2822 1.2861 1.2976
S4 1.2719 1.2758 1.2947
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3672 1.3562 1.3179
R3 1.3483 1.3373 1.3127
R2 1.3294 1.3294 1.3110
R1 1.3184 1.3184 1.3092 1.3145
PP 1.3105 1.3105 1.3105 1.3085
S1 1.2995 1.2995 1.3058 1.2956
S2 1.2916 1.2916 1.3040
S3 1.2727 1.2806 1.3023
S4 1.2538 1.2617 1.2971
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3210 1.2988 0.0222 1.7% 0.0099 0.8% 7% False True 277
10 1.3214 1.2988 0.0226 1.7% 0.0096 0.7% 7% False True 301
20 1.3214 1.2770 0.0444 3.4% 0.0092 0.7% 53% False False 237
40 1.3214 1.2770 0.0444 3.4% 0.0091 0.7% 53% False False 161
60 1.3700 1.2770 0.0930 7.2% 0.0080 0.6% 25% False False 111
80 1.3700 1.2770 0.0930 7.2% 0.0066 0.5% 25% False False 85
100 1.3700 1.2770 0.0930 7.2% 0.0059 0.5% 25% False False 69
120 1.3700 1.2751 0.0949 7.3% 0.0051 0.4% 27% False False 58
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 0.0012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3529
2.618 1.3361
1.618 1.3258
1.000 1.3194
0.618 1.3155
HIGH 1.3091
0.618 1.3052
0.500 1.3040
0.382 1.3027
LOW 1.2988
0.618 1.2924
1.000 1.2885
1.618 1.2821
2.618 1.2718
4.250 1.2550
Fisher Pivots for day following 23-Apr-2013
Pivot 1 day 3 day
R1 1.3040 1.3064
PP 1.3028 1.3044
S1 1.3016 1.3024

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

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