CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 19-Jul-2013
Day Change Summary
Previous Current
18-Jul-2013 19-Jul-2013 Change Change % Previous Week
Open 1.3128 1.3115 -0.0013 -0.1% 1.3069
High 1.3129 1.3158 0.0029 0.2% 1.3185
Low 1.3069 1.3092 0.0023 0.2% 1.2996
Close 1.3105 1.3139 0.0034 0.3% 1.3139
Range 0.0060 0.0066 0.0006 10.0% 0.0189
ATR 0.0122 0.0118 -0.0004 -3.3% 0.0000
Volume 172,521 146,551 -25,970 -15.1% 974,763
Daily Pivots for day following 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.3328 1.3299 1.3175
R3 1.3262 1.3233 1.3157
R2 1.3196 1.3196 1.3151
R1 1.3167 1.3167 1.3145 1.3182
PP 1.3130 1.3130 1.3130 1.3137
S1 1.3101 1.3101 1.3133 1.3116
S2 1.3064 1.3064 1.3127
S3 1.2998 1.3035 1.3121
S4 1.2932 1.2969 1.3103
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.3674 1.3595 1.3243
R3 1.3485 1.3406 1.3191
R2 1.3296 1.3296 1.3174
R1 1.3217 1.3217 1.3156 1.3257
PP 1.3107 1.3107 1.3107 1.3126
S1 1.3028 1.3028 1.3122 1.3068
S2 1.2918 1.2918 1.3104
S3 1.2729 1.2839 1.3087
S4 1.2540 1.2650 1.3035
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3185 1.2996 0.0189 1.4% 0.0089 0.7% 76% False False 194,952
10 1.3212 1.2755 0.0457 3.5% 0.0131 1.0% 84% False False 233,956
20 1.3260 1.2755 0.0505 3.8% 0.0121 0.9% 76% False False 251,571
40 1.3424 1.2755 0.0669 5.1% 0.0116 0.9% 57% False False 167,696
60 1.3424 1.2755 0.0669 5.1% 0.0110 0.8% 57% False False 111,992
80 1.3424 1.2755 0.0669 5.1% 0.0106 0.8% 57% False False 84,053
100 1.3424 1.2755 0.0669 5.1% 0.0102 0.8% 57% False False 67,261
120 1.3700 1.2755 0.0945 7.2% 0.0096 0.7% 41% False False 56,053
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3439
2.618 1.3331
1.618 1.3265
1.000 1.3224
0.618 1.3199
HIGH 1.3158
0.618 1.3133
0.500 1.3125
0.382 1.3117
LOW 1.3092
0.618 1.3051
1.000 1.3026
1.618 1.2985
2.618 1.2919
4.250 1.2812
Fisher Pivots for day following 19-Jul-2013
Pivot 1 day 3 day
R1 1.3134 1.3135
PP 1.3130 1.3131
S1 1.3125 1.3127

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

View Archives - Comment on this page... - Back to Index of Symbols