CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 21-Aug-2013
Day Change Summary
Previous Current
20-Aug-2013 21-Aug-2013 Change Change % Previous Week
Open 1.3337 1.3419 0.0082 0.6% 1.3341
High 1.3454 1.3429 -0.0025 -0.2% 1.3382
Low 1.3325 1.3337 0.0012 0.1% 1.3207
Close 1.3421 1.3376 -0.0045 -0.3% 1.3337
Range 0.0129 0.0092 -0.0037 -28.7% 0.0175
ATR 0.0093 0.0093 0.0000 -0.1% 0.0000
Volume 244,413 219,988 -24,425 -10.0% 1,028,559
Daily Pivots for day following 21-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3657 1.3608 1.3427
R3 1.3565 1.3516 1.3401
R2 1.3473 1.3473 1.3393
R1 1.3424 1.3424 1.3384 1.3403
PP 1.3381 1.3381 1.3381 1.3370
S1 1.3332 1.3332 1.3368 1.3311
S2 1.3289 1.3289 1.3359
S3 1.3197 1.3240 1.3351
S4 1.3105 1.3148 1.3325
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% 0.0102 0.8% 68% False False 219,393
10 1.3454 1.3207 0.0247 1.8% 0.0084 0.6% 68% False False 197,452
20 1.3454 1.3168 0.0286 2.1% 0.0087 0.7% 73% False False 205,241
40 1.3454 1.2755 0.0699 5.2% 0.0102 0.8% 89% False False 222,506
60 1.3454 1.2755 0.0699 5.2% 0.0105 0.8% 89% False False 189,523
80 1.3454 1.2755 0.0699 5.2% 0.0104 0.8% 89% False False 142,331
100 1.3454 1.2755 0.0699 5.2% 0.0102 0.8% 89% False False 113,914
120 1.3454 1.2755 0.0699 5.2% 0.0100 0.7% 89% False False 94,946
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3820
2.618 1.3670
1.618 1.3578
1.000 1.3521
0.618 1.3486
HIGH 1.3429
0.618 1.3394
0.500 1.3383
0.382 1.3372
LOW 1.3337
0.618 1.3280
1.000 1.3245
1.618 1.3188
2.618 1.3096
4.250 1.2946
Fisher Pivots for day following 21-Aug-2013
Pivot 1 day 3 day
R1 1.3383 1.3386
PP 1.3381 1.3382
S1 1.3378 1.3379

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

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