CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 27-Jun-2013
Day Change Summary
Previous Current
26-Jun-2013 27-Jun-2013 Change Change % Previous Week
Open 1.3087 1.3012 -0.0075 -0.6% 1.3357
High 1.3096 1.3062 -0.0034 -0.3% 1.3424
Low 1.2988 1.3004 0.0016 0.1% 1.3104
Close 1.3008 1.3052 0.0044 0.3% 1.3146
Range 0.0108 0.0058 -0.0050 -46.3% 0.0320
ATR 0.0108 0.0104 -0.0004 -3.3% 0.0000
Volume 273,191 231,530 -41,661 -15.2% 1,273,716
Daily Pivots for day following 27-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.3213 1.3191 1.3084
R3 1.3155 1.3133 1.3068
R2 1.3097 1.3097 1.3063
R1 1.3075 1.3075 1.3057 1.3086
PP 1.3039 1.3039 1.3039 1.3045
S1 1.3017 1.3017 1.3047 1.3028
S2 1.2981 1.2981 1.3041
S3 1.2923 1.2959 1.3036
S4 1.2865 1.2901 1.3020
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.4185 1.3985 1.3322
R3 1.3865 1.3665 1.3234
R2 1.3545 1.3545 1.3205
R1 1.3345 1.3345 1.3175 1.3285
PP 1.3225 1.3225 1.3225 1.3195
S1 1.3025 1.3025 1.3117 1.2965
S2 1.2905 1.2905 1.3087
S3 1.2585 1.2705 1.3058
S4 1.2265 1.2385 1.2970
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3260 1.2988 0.0272 2.1% 0.0099 0.8% 24% False False 260,681
10 1.3424 1.2988 0.0436 3.3% 0.0102 0.8% 15% False False 253,798
20 1.3424 1.2953 0.0471 3.6% 0.0106 0.8% 21% False False 148,122
40 1.3424 1.2810 0.0614 4.7% 0.0106 0.8% 39% False False 74,759
60 1.3424 1.2770 0.0654 5.0% 0.0102 0.8% 43% False False 49,927
80 1.3424 1.2770 0.0654 5.0% 0.0100 0.8% 43% False False 37,474
100 1.3599 1.2770 0.0829 6.4% 0.0093 0.7% 34% False False 29,983
120 1.3700 1.2770 0.0930 7.1% 0.0082 0.6% 30% False False 24,988
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 1.3309
2.618 1.3214
1.618 1.3156
1.000 1.3120
0.618 1.3098
HIGH 1.3062
0.618 1.3040
0.500 1.3033
0.382 1.3026
LOW 1.3004
0.618 1.2968
1.000 1.2946
1.618 1.2910
2.618 1.2852
4.250 1.2758
Fisher Pivots for day following 27-Jun-2013
Pivot 1 day 3 day
R1 1.3046 1.3072
PP 1.3039 1.3065
S1 1.3033 1.3059

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

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