CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 26-Apr-2013
Day Change Summary
Previous Current
25-Apr-2013 26-Apr-2013 Change Change % Previous Week
Open 1.3050 1.3050 0.0000 0.0% 1.3078
High 1.3102 1.3055 -0.0047 -0.4% 1.3102
Low 1.3010 1.3006 -0.0004 0.0% 1.2981
Close 1.3030 1.3042 0.0012 0.1% 1.3042
Range 0.0092 0.0049 -0.0043 -46.7% 0.0121
ATR 0.0095 0.0091 -0.0003 -3.4% 0.0000
Volume 164 270 106 64.6% 877
Daily Pivots for day following 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3181 1.3161 1.3069
R3 1.3132 1.3112 1.3055
R2 1.3083 1.3083 1.3051
R1 1.3063 1.3063 1.3046 1.3049
PP 1.3034 1.3034 1.3034 1.3027
S1 1.3014 1.3014 1.3038 1.3000
S2 1.2985 1.2985 1.3033
S3 1.2936 1.2965 1.3029
S4 1.2887 1.2916 1.3015
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.3405 1.3344 1.3109
R3 1.3284 1.3223 1.3075
R2 1.3163 1.3163 1.3064
R1 1.3102 1.3102 1.3053 1.3072
PP 1.3042 1.3042 1.3042 1.3027
S1 1.2981 1.2981 1.3031 1.2951
S2 1.2921 1.2921 1.3020
S3 1.2800 1.2860 1.3009
S4 1.2679 1.2739 1.2975
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3102 1.2981 0.0121 0.9% 0.0075 0.6% 50% False False 175
10 1.3214 1.2981 0.0233 1.8% 0.0094 0.7% 26% False False 249
20 1.3214 1.2770 0.0444 3.4% 0.0091 0.7% 61% False False 247
40 1.3214 1.2770 0.0444 3.4% 0.0091 0.7% 61% False False 175
60 1.3700 1.2770 0.0930 7.1% 0.0082 0.6% 29% False False 122
80 1.3700 1.2770 0.0930 7.1% 0.0068 0.5% 29% False False 93
100 1.3700 1.2770 0.0930 7.1% 0.0060 0.5% 29% False False 75
120 1.3700 1.2751 0.0949 7.3% 0.0053 0.4% 31% False False 63
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 0.0015
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1.3263
2.618 1.3183
1.618 1.3134
1.000 1.3104
0.618 1.3085
HIGH 1.3055
0.618 1.3036
0.500 1.3031
0.382 1.3025
LOW 1.3006
0.618 1.2976
1.000 1.2957
1.618 1.2927
2.618 1.2878
4.250 1.2798
Fisher Pivots for day following 26-Apr-2013
Pivot 1 day 3 day
R1 1.3038 1.3042
PP 1.3034 1.3042
S1 1.3031 1.3042

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

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