CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 20-Aug-2013
Day Change Summary
Previous Current
19-Aug-2013 20-Aug-2013 Change Change % Previous Week
Open 1.3339 1.3337 -0.0002 0.0% 1.3341
High 1.3377 1.3454 0.0077 0.6% 1.3382
Low 1.3317 1.3325 0.0008 0.1% 1.3207
Close 1.3344 1.3421 0.0077 0.6% 1.3337
Range 0.0060 0.0129 0.0069 115.0% 0.0175
ATR 0.0091 0.0093 0.0003 3.0% 0.0000
Volume 136,594 244,413 107,819 78.9% 1,028,559
Daily Pivots for day following 20-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3787 1.3733 1.3492
R3 1.3658 1.3604 1.3456
R2 1.3529 1.3529 1.3445
R1 1.3475 1.3475 1.3433 1.3502
PP 1.3400 1.3400 1.3400 1.3414
S1 1.3346 1.3346 1.3409 1.3373
S2 1.3271 1.3271 1.3397
S3 1.3142 1.3217 1.3386
S4 1.3013 1.3088 1.3350
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 1.3454 1.3207 0.0247 1.8% 0.0092 0.7% 87% True False 209,369
10 1.3454 1.3207 0.0247 1.8% 0.0083 0.6% 87% True False 196,428
20 1.3454 1.3168 0.0286 2.1% 0.0087 0.6% 88% True False 205,319
40 1.3454 1.2755 0.0699 5.2% 0.0102 0.8% 95% True False 223,161
60 1.3454 1.2755 0.0699 5.2% 0.0105 0.8% 95% True False 185,880
80 1.3454 1.2755 0.0699 5.2% 0.0104 0.8% 95% True False 139,583
100 1.3454 1.2755 0.0699 5.2% 0.0102 0.8% 95% True False 111,715
120 1.3454 1.2755 0.0699 5.2% 0.0100 0.7% 95% True False 93,113
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4002
2.618 1.3792
1.618 1.3663
1.000 1.3583
0.618 1.3534
HIGH 1.3454
0.618 1.3405
0.500 1.3390
0.382 1.3374
LOW 1.3325
0.618 1.3245
1.000 1.3196
1.618 1.3116
2.618 1.2987
4.250 1.2777
Fisher Pivots for day following 20-Aug-2013
Pivot 1 day 3 day
R1 1.3411 1.3408
PP 1.3400 1.3396
S1 1.3390 1.3383

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

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