CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 09-Aug-2013
Day Change Summary
Previous Current
08-Aug-2013 09-Aug-2013 Change Change % Previous Week
Open 1.3338 1.3382 0.0044 0.3% 1.3286
High 1.3402 1.3392 -0.0010 -0.1% 1.3402
Low 1.3329 1.3334 0.0005 0.0% 1.3234
Close 1.3391 1.3342 -0.0049 -0.4% 1.3342
Range 0.0073 0.0058 -0.0015 -20.5% 0.0168
ATR 0.0099 0.0096 -0.0003 -3.0% 0.0000
Volume 202,519 142,452 -60,067 -29.7% 906,860
Daily Pivots for day following 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3530 1.3494 1.3374
R3 1.3472 1.3436 1.3358
R2 1.3414 1.3414 1.3353
R1 1.3378 1.3378 1.3347 1.3367
PP 1.3356 1.3356 1.3356 1.3351
S1 1.3320 1.3320 1.3337 1.3309
S2 1.3298 1.3298 1.3331
S3 1.3240 1.3262 1.3326
S4 1.3182 1.3204 1.3310
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3830 1.3754 1.3434
R3 1.3662 1.3586 1.3388
R2 1.3494 1.3494 1.3373
R1 1.3418 1.3418 1.3357 1.3456
PP 1.3326 1.3326 1.3326 1.3345
S1 1.3250 1.3250 1.3327 1.3288
S2 1.3158 1.3158 1.3311
S3 1.2990 1.3082 1.3296
S4 1.2822 1.2914 1.3250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3402 1.3234 0.0168 1.3% 0.0072 0.5% 64% False False 181,372
10 1.3402 1.3187 0.0215 1.6% 0.0085 0.6% 72% False False 208,936
20 1.3402 1.2996 0.0406 3.0% 0.0086 0.6% 85% False False 200,636
40 1.3424 1.2755 0.0669 5.0% 0.0106 0.8% 88% False False 232,599
60 1.3424 1.2755 0.0669 5.0% 0.0107 0.8% 88% False False 162,513
80 1.3424 1.2755 0.0669 5.0% 0.0103 0.8% 88% False False 121,984
100 1.3424 1.2755 0.0669 5.0% 0.0103 0.8% 88% False False 97,634
120 1.3424 1.2755 0.0669 5.0% 0.0100 0.7% 88% False False 81,369
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.3639
2.618 1.3544
1.618 1.3486
1.000 1.3450
0.618 1.3428
HIGH 1.3392
0.618 1.3370
0.500 1.3363
0.382 1.3356
LOW 1.3334
0.618 1.3298
1.000 1.3276
1.618 1.3240
2.618 1.3182
4.250 1.3088
Fisher Pivots for day following 09-Aug-2013
Pivot 1 day 3 day
R1 1.3363 1.3340
PP 1.3356 1.3337
S1 1.3349 1.3335

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

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