CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 01-Aug-2013
Day Change Summary
Previous Current
31-Jul-2013 01-Aug-2013 Change Change % Previous Week
Open 1.3269 1.3304 0.0035 0.3% 1.3157
High 1.3350 1.3312 -0.0038 -0.3% 1.3302
Low 1.3218 1.3200 -0.0018 -0.1% 1.3155
Close 1.3344 1.3221 -0.0123 -0.9% 1.3284
Range 0.0132 0.0112 -0.0020 -15.2% 0.0147
ATR 0.0095 0.0099 0.0003 3.6% 0.0000
Volume 422 686 264 62.6% 2,411
Daily Pivots for day following 01-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3580 1.3513 1.3283
R3 1.3468 1.3401 1.3252
R2 1.3356 1.3356 1.3242
R1 1.3289 1.3289 1.3231 1.3267
PP 1.3244 1.3244 1.3244 1.3233
S1 1.3177 1.3177 1.3211 1.3155
S2 1.3132 1.3132 1.3200
S3 1.3020 1.3065 1.3190
S4 1.2908 1.2953 1.3159
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.3688 1.3633 1.3365
R3 1.3541 1.3486 1.3324
R2 1.3394 1.3394 1.3311
R1 1.3339 1.3339 1.3297 1.3367
PP 1.3247 1.3247 1.3247 1.3261
S1 1.3192 1.3192 1.3271 1.3220
S2 1.3100 1.3100 1.3257
S3 1.2953 1.3045 1.3244
S4 1.2806 1.2898 1.3203
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3350 1.3200 0.0150 1.1% 0.0080 0.6% 14% False True 623
10 1.3350 1.3101 0.0249 1.9% 0.0080 0.6% 48% False False 512
20 1.3350 1.2760 0.0590 4.5% 0.0101 0.8% 78% False False 420
40 1.3426 1.2760 0.0666 5.0% 0.0097 0.7% 69% False False 321
60 1.3426 1.2760 0.0666 5.0% 0.0087 0.7% 69% False False 224
80 1.3426 1.2760 0.0666 5.0% 0.0082 0.6% 69% False False 173
100 1.3426 1.2760 0.0666 5.0% 0.0079 0.6% 69% False False 142
120 1.3488 1.2760 0.0728 5.5% 0.0075 0.6% 63% False False 119
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 True
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3788
2.618 1.3605
1.618 1.3493
1.000 1.3424
0.618 1.3381
HIGH 1.3312
0.618 1.3269
0.500 1.3256
0.382 1.3243
LOW 1.3200
0.618 1.3131
1.000 1.3088
1.618 1.3019
2.618 1.2907
4.250 1.2724
Fisher Pivots for day following 01-Aug-2013
Pivot 1 day 3 day
R1 1.3256 1.3275
PP 1.3244 1.3257
S1 1.3233 1.3239

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

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