CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 05-Aug-2013
Day Change Summary
Previous Current
02-Aug-2013 05-Aug-2013 Change Change % Previous Week
Open 1.3214 1.3286 0.0072 0.5% 1.3284
High 1.3297 1.3303 0.0006 0.0% 1.3347
Low 1.3187 1.3234 0.0047 0.4% 1.3187
Close 1.3288 1.3261 -0.0027 -0.2% 1.3288
Range 0.0110 0.0069 -0.0041 -37.3% 0.0160
ATR 0.0107 0.0105 -0.0003 -2.5% 0.0000
Volume 229,513 155,132 -74,381 -32.4% 1,182,509
Daily Pivots for day following 05-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3473 1.3436 1.3299
R3 1.3404 1.3367 1.3280
R2 1.3335 1.3335 1.3274
R1 1.3298 1.3298 1.3267 1.3282
PP 1.3266 1.3266 1.3266 1.3258
S1 1.3229 1.3229 1.3255 1.3213
S2 1.3197 1.3197 1.3248
S3 1.3128 1.3160 1.3242
S4 1.3059 1.3091 1.3223
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3754 1.3681 1.3376
R3 1.3594 1.3521 1.3332
R2 1.3434 1.3434 1.3317
R1 1.3361 1.3361 1.3303 1.3398
PP 1.3274 1.3274 1.3274 1.3292
S1 1.3201 1.3201 1.3273 1.3238
S2 1.3114 1.3114 1.3259
S3 1.2954 1.3041 1.3244
S4 1.2794 1.2881 1.3200
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3347 1.3187 0.0160 1.2% 0.0101 0.8% 46% False False 236,512
10 1.3347 1.3166 0.0181 1.4% 0.0091 0.7% 52% False False 211,555
20 1.3347 1.2755 0.0592 4.5% 0.0111 0.8% 85% False False 222,140
40 1.3424 1.2755 0.0669 5.0% 0.0108 0.8% 76% False False 222,600
60 1.3424 1.2755 0.0669 5.0% 0.0108 0.8% 76% False False 150,039
80 1.3424 1.2755 0.0669 5.0% 0.0106 0.8% 76% False False 112,599
100 1.3424 1.2755 0.0669 5.0% 0.0104 0.8% 76% False False 90,119
120 1.3528 1.2755 0.0773 5.8% 0.0099 0.7% 65% False False 75,105
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3596
2.618 1.3484
1.618 1.3415
1.000 1.3372
0.618 1.3346
HIGH 1.3303
0.618 1.3277
0.500 1.3269
0.382 1.3260
LOW 1.3234
0.618 1.3191
1.000 1.3165
1.618 1.3122
2.618 1.3053
4.250 1.2941
Fisher Pivots for day following 05-Aug-2013
Pivot 1 day 3 day
R1 1.3269 1.3257
PP 1.3266 1.3254
S1 1.3264 1.3250

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

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