CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 08-Aug-2013
Day Change Summary
Previous Current
07-Aug-2013 08-Aug-2013 Change Change % Previous Week
Open 1.3308 1.3338 0.0030 0.2% 1.3284
High 1.3349 1.3402 0.0053 0.4% 1.3347
Low 1.3267 1.3329 0.0062 0.5% 1.3187
Close 1.3334 1.3391 0.0057 0.4% 1.3288
Range 0.0082 0.0073 -0.0009 -11.0% 0.0160
ATR 0.0101 0.0099 -0.0002 -2.0% 0.0000
Volume 209,744 202,519 -7,225 -3.4% 1,182,509
Daily Pivots for day following 08-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3593 1.3565 1.3431
R3 1.3520 1.3492 1.3411
R2 1.3447 1.3447 1.3404
R1 1.3419 1.3419 1.3398 1.3433
PP 1.3374 1.3374 1.3374 1.3381
S1 1.3346 1.3346 1.3384 1.3360
S2 1.3301 1.3301 1.3378
S3 1.3228 1.3273 1.3371
S4 1.3155 1.3200 1.3351
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 1.3402 1.3187 0.0215 1.6% 0.0082 0.6% 95% True False 198,784
10 1.3402 1.3187 0.0215 1.6% 0.0085 0.6% 95% True False 210,065
20 1.3402 1.2996 0.0406 3.0% 0.0088 0.7% 97% True False 204,537
40 1.3424 1.2755 0.0669 5.0% 0.0107 0.8% 95% False False 232,745
60 1.3424 1.2755 0.0669 5.0% 0.0107 0.8% 95% False False 160,150
80 1.3424 1.2755 0.0669 5.0% 0.0105 0.8% 95% False False 120,208
100 1.3424 1.2755 0.0669 5.0% 0.0103 0.8% 95% False False 96,211
120 1.3424 1.2755 0.0669 5.0% 0.0100 0.7% 95% False False 80,182
Crabel Price Patterns
NR True
NR4 False
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 False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3712
2.618 1.3593
1.618 1.3520
1.000 1.3475
0.618 1.3447
HIGH 1.3402
0.618 1.3374
0.500 1.3366
0.382 1.3357
LOW 1.3329
0.618 1.3284
1.000 1.3256
1.618 1.3211
2.618 1.3138
4.250 1.3019
Fisher Pivots for day following 08-Aug-2013
Pivot 1 day 3 day
R1 1.3383 1.3369
PP 1.3374 1.3347
S1 1.3366 1.3325

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

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