CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 22-Jul-2013
Day Change Summary
Previous Current
19-Jul-2013 22-Jul-2013 Change Change % Previous Week
Open 1.3115 1.3141 0.0026 0.2% 1.3069
High 1.3158 1.3222 0.0064 0.5% 1.3185
Low 1.3092 1.3139 0.0047 0.4% 1.2996
Close 1.3139 1.3192 0.0053 0.4% 1.3139
Range 0.0066 0.0083 0.0017 25.8% 0.0189
ATR 0.0118 0.0115 -0.0002 -2.1% 0.0000
Volume 146,551 170,678 24,127 16.5% 974,763
Daily Pivots for day following 22-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.3433 1.3396 1.3238
R3 1.3350 1.3313 1.3215
R2 1.3267 1.3267 1.3207
R1 1.3230 1.3230 1.3200 1.3249
PP 1.3184 1.3184 1.3184 1.3194
S1 1.3147 1.3147 1.3184 1.3166
S2 1.3101 1.3101 1.3177
S3 1.3018 1.3064 1.3169
S4 1.2935 1.2981 1.3146
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 1.3222 1.3046 0.0176 1.3% 0.0088 0.7% 83% True False 192,926
10 1.3222 1.2755 0.0467 3.5% 0.0132 1.0% 94% True False 232,725
20 1.3222 1.2755 0.0467 3.5% 0.0118 0.9% 94% True False 246,404
40 1.3424 1.2755 0.0669 5.1% 0.0115 0.9% 65% False False 171,935
60 1.3424 1.2755 0.0669 5.1% 0.0110 0.8% 65% False False 114,834
80 1.3424 1.2755 0.0669 5.1% 0.0105 0.8% 65% False False 86,186
100 1.3424 1.2755 0.0669 5.1% 0.0102 0.8% 65% False False 68,968
120 1.3700 1.2755 0.0945 7.2% 0.0096 0.7% 46% False False 57,476
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3575
2.618 1.3439
1.618 1.3356
1.000 1.3305
0.618 1.3273
HIGH 1.3222
0.618 1.3190
0.500 1.3181
0.382 1.3171
LOW 1.3139
0.618 1.3088
1.000 1.3056
1.618 1.3005
2.618 1.2922
4.250 1.2786
Fisher Pivots for day following 22-Jul-2013
Pivot 1 day 3 day
R1 1.3188 1.3177
PP 1.3184 1.3161
S1 1.3181 1.3146

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

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