CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 04-Sep-2013
Day Change Summary
Previous Current
03-Sep-2013 04-Sep-2013 Change Change % Previous Week
Open 1.3212 1.3169 -0.0043 -0.3% 1.3383
High 1.3227 1.3219 -0.0008 -0.1% 1.3400
Low 1.3138 1.3157 0.0019 0.1% 1.3173
Close 1.3169 1.3207 0.0038 0.3% 1.3208
Range 0.0089 0.0062 -0.0027 -30.3% 0.0227
ATR 0.0089 0.0087 -0.0002 -2.2% 0.0000
Volume 251,349 165,928 -85,421 -34.0% 912,589
Daily Pivots for day following 04-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3380 1.3356 1.3241
R3 1.3318 1.3294 1.3224
R2 1.3256 1.3256 1.3218
R1 1.3232 1.3232 1.3213 1.3244
PP 1.3194 1.3194 1.3194 1.3201
S1 1.3170 1.3170 1.3201 1.3182
S2 1.3132 1.3132 1.3196
S3 1.3070 1.3108 1.3190
S4 1.3008 1.3046 1.3173
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3941 1.3802 1.3333
R3 1.3714 1.3575 1.3270
R2 1.3487 1.3487 1.3250
R1 1.3348 1.3348 1.3229 1.3304
PP 1.3260 1.3260 1.3260 1.3239
S1 1.3121 1.3121 1.3187 1.3077
S2 1.3033 1.3033 1.3166
S3 1.2806 1.2894 1.3146
S4 1.2579 1.2667 1.3083
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3399 1.3138 0.0261 2.0% 0.0091 0.7% 26% False False 205,739
10 1.3429 1.3138 0.0291 2.2% 0.0082 0.6% 24% False False 194,519
20 1.3454 1.3138 0.0316 2.4% 0.0082 0.6% 22% False False 195,473
40 1.3454 1.2768 0.0686 5.2% 0.0095 0.7% 64% False False 206,647
60 1.3454 1.2755 0.0699 5.3% 0.0099 0.8% 65% False False 216,367
80 1.3454 1.2755 0.0699 5.3% 0.0101 0.8% 65% False False 163,855
100 1.3454 1.2755 0.0699 5.3% 0.0101 0.8% 65% False False 131,143
120 1.3454 1.2755 0.0699 5.3% 0.0100 0.8% 65% False False 109,320
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0014
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3483
2.618 1.3381
1.618 1.3319
1.000 1.3281
0.618 1.3257
HIGH 1.3219
0.618 1.3195
0.500 1.3188
0.382 1.3181
LOW 1.3157
0.618 1.3119
1.000 1.3095
1.618 1.3057
2.618 1.2995
4.250 1.2894
Fisher Pivots for day following 04-Sep-2013
Pivot 1 day 3 day
R1 1.3201 1.3204
PP 1.3194 1.3200
S1 1.3188 1.3197

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

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