CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 23-Aug-2013
Day Change Summary
Previous Current
22-Aug-2013 23-Aug-2013 Change Change % Previous Week
Open 1.3358 1.3357 -0.0001 0.0% 1.3339
High 1.3376 1.3412 0.0036 0.3% 1.3454
Low 1.3299 1.3334 0.0035 0.3% 1.3299
Close 1.3354 1.3384 0.0030 0.2% 1.3384
Range 0.0077 0.0078 0.0001 1.3% 0.0155
ATR 0.0092 0.0091 -0.0001 -1.1% 0.0000
Volume 200,664 194,675 -5,989 -3.0% 996,334
Daily Pivots for day following 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3611 1.3575 1.3427
R3 1.3533 1.3497 1.3405
R2 1.3455 1.3455 1.3398
R1 1.3419 1.3419 1.3391 1.3437
PP 1.3377 1.3377 1.3377 1.3386
S1 1.3341 1.3341 1.3377 1.3359
S2 1.3299 1.3299 1.3370
S3 1.3221 1.3263 1.3363
S4 1.3143 1.3185 1.3341
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3844 1.3769 1.3469
R3 1.3689 1.3614 1.3427
R2 1.3534 1.3534 1.3412
R1 1.3459 1.3459 1.3398 1.3497
PP 1.3379 1.3379 1.3379 1.3398
S1 1.3304 1.3304 1.3370 1.3342
S2 1.3224 1.3224 1.3356
S3 1.3069 1.3149 1.3341
S4 1.2914 1.2994 1.3299
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3454 1.3299 0.0155 1.2% 0.0087 0.7% 55% False False 199,266
10 1.3454 1.3207 0.0247 1.8% 0.0086 0.6% 72% False False 202,489
20 1.3454 1.3187 0.0267 2.0% 0.0086 0.6% 74% False False 205,713
40 1.3454 1.2755 0.0699 5.2% 0.0102 0.8% 90% False False 219,772
60 1.3454 1.2755 0.0699 5.2% 0.0103 0.8% 90% False False 195,888
80 1.3454 1.2755 0.0699 5.2% 0.0104 0.8% 90% False False 147,265
100 1.3454 1.2755 0.0699 5.2% 0.0102 0.8% 90% False False 117,865
120 1.3454 1.2755 0.0699 5.2% 0.0101 0.8% 90% False False 98,240
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 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3744
2.618 1.3616
1.618 1.3538
1.000 1.3490
0.618 1.3460
HIGH 1.3412
0.618 1.3382
0.500 1.3373
0.382 1.3364
LOW 1.3334
0.618 1.3286
1.000 1.3256
1.618 1.3208
2.618 1.3130
4.250 1.3003
Fisher Pivots for day following 23-Aug-2013
Pivot 1 day 3 day
R1 1.3380 1.3377
PP 1.3377 1.3371
S1 1.3373 1.3364

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

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