CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 16-Aug-2013
Day Change Summary
Previous Current
15-Aug-2013 16-Aug-2013 Change Change % Previous Week
Open 1.3260 1.3351 0.0091 0.7% 1.3341
High 1.3364 1.3382 0.0018 0.1% 1.3382
Low 1.3207 1.3312 0.0105 0.8% 1.3207
Close 1.3349 1.3337 -0.0012 -0.1% 1.3337
Range 0.0157 0.0070 -0.0087 -55.4% 0.0175
ATR 0.0095 0.0093 -0.0002 -1.9% 0.0000
Volume 313,774 182,199 -131,575 -41.9% 1,028,559
Daily Pivots for day following 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3554 1.3515 1.3376
R3 1.3484 1.3445 1.3356
R2 1.3414 1.3414 1.3350
R1 1.3375 1.3375 1.3343 1.3360
PP 1.3344 1.3344 1.3344 1.3336
S1 1.3305 1.3305 1.3331 1.3290
S2 1.3274 1.3274 1.3324
S3 1.3204 1.3235 1.3318
S4 1.3134 1.3165 1.3299
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3834 1.3760 1.3433
R3 1.3659 1.3585 1.3385
R2 1.3484 1.3484 1.3369
R1 1.3410 1.3410 1.3353 1.3360
PP 1.3309 1.3309 1.3309 1.3283
S1 1.3235 1.3235 1.3321 1.3185
S2 1.3134 1.3134 1.3305
S3 1.2959 1.3060 1.3289
S4 1.2784 1.2885 1.3241
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3382 1.3207 0.0175 1.3% 0.0085 0.6% 74% True False 205,711
10 1.3402 1.3207 0.0195 1.5% 0.0078 0.6% 67% False False 193,541
20 1.3402 1.3139 0.0263 2.0% 0.0085 0.6% 75% False False 203,326
40 1.3402 1.2755 0.0647 4.9% 0.0103 0.8% 90% False False 227,448
60 1.3424 1.2755 0.0669 5.0% 0.0106 0.8% 87% False False 179,572
80 1.3424 1.2755 0.0669 5.0% 0.0104 0.8% 87% False False 134,825
100 1.3424 1.2755 0.0669 5.0% 0.0101 0.8% 87% False False 107,908
120 1.3424 1.2755 0.0669 5.0% 0.0099 0.7% 87% False False 89,939
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 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3680
2.618 1.3565
1.618 1.3495
1.000 1.3452
0.618 1.3425
HIGH 1.3382
0.618 1.3355
0.500 1.3347
0.382 1.3339
LOW 1.3312
0.618 1.3269
1.000 1.3242
1.618 1.3199
2.618 1.3129
4.250 1.3015
Fisher Pivots for day following 16-Aug-2013
Pivot 1 day 3 day
R1 1.3347 1.3323
PP 1.3344 1.3309
S1 1.3340 1.3295

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

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