CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 25-Jul-2013
Day Change Summary
Previous Current
24-Jul-2013 25-Jul-2013 Change Change % Previous Week
Open 1.3227 1.3202 -0.0025 -0.2% 1.3069
High 1.3259 1.3299 0.0040 0.3% 1.3185
Low 1.3179 1.3168 -0.0011 -0.1% 1.2996
Close 1.3197 1.3246 0.0049 0.4% 1.3139
Range 0.0080 0.0131 0.0051 63.8% 0.0189
ATR 0.0110 0.0112 0.0001 1.3% 0.0000
Volume 221,547 232,162 10,615 4.8% 974,763
Daily Pivots for day following 25-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.3631 1.3569 1.3318
R3 1.3500 1.3438 1.3282
R2 1.3369 1.3369 1.3270
R1 1.3307 1.3307 1.3258 1.3338
PP 1.3238 1.3238 1.3238 1.3253
S1 1.3176 1.3176 1.3234 1.3207
S2 1.3107 1.3107 1.3222
S3 1.2976 1.3045 1.3210
S4 1.2845 1.2914 1.3174
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 1.3299 1.3092 0.0207 1.6% 0.0087 0.7% 74% True False 188,282
10 1.3299 1.2996 0.0303 2.3% 0.0092 0.7% 83% True False 199,008
20 1.3299 1.2755 0.0544 4.1% 0.0118 0.9% 90% True False 237,720
40 1.3424 1.2755 0.0669 5.1% 0.0114 0.9% 73% False False 187,393
60 1.3424 1.2755 0.0669 5.1% 0.0110 0.8% 73% False False 125,228
80 1.3424 1.2755 0.0669 5.1% 0.0106 0.8% 73% False False 93,983
100 1.3424 1.2755 0.0669 5.1% 0.0103 0.8% 73% False False 75,208
120 1.3641 1.2755 0.0886 6.7% 0.0097 0.7% 55% False False 62,677
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3856
2.618 1.3642
1.618 1.3511
1.000 1.3430
0.618 1.3380
HIGH 1.3299
0.618 1.3249
0.500 1.3234
0.382 1.3218
LOW 1.3168
0.618 1.3087
1.000 1.3037
1.618 1.2956
2.618 1.2825
4.250 1.2611
Fisher Pivots for day following 25-Jul-2013
Pivot 1 day 3 day
R1 1.3242 1.3242
PP 1.3238 1.3237
S1 1.3234 1.3233

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

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