CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 02-Aug-2013
Day Change Summary
Previous Current
01-Aug-2013 02-Aug-2013 Change Change % Previous Week
Open 1.3304 1.3217 -0.0087 -0.7% 1.3278
High 1.3312 1.3303 -0.0009 -0.1% 1.3350
Low 1.3200 1.3201 0.0001 0.0% 1.3200
Close 1.3221 1.3292 0.0071 0.5% 1.3292
Range 0.0112 0.0102 -0.0010 -8.9% 0.0150
ATR 0.0099 0.0099 0.0000 0.2% 0.0000
Volume 686 273 -413 -60.2% 2,752
Daily Pivots for day following 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3571 1.3534 1.3348
R3 1.3469 1.3432 1.3320
R2 1.3367 1.3367 1.3311
R1 1.3330 1.3330 1.3301 1.3349
PP 1.3265 1.3265 1.3265 1.3275
S1 1.3228 1.3228 1.3283 1.3247
S2 1.3163 1.3163 1.3273
S3 1.3061 1.3126 1.3264
S4 1.2959 1.3024 1.3236
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3731 1.3661 1.3375
R3 1.3581 1.3511 1.3333
R2 1.3431 1.3431 1.3320
R1 1.3361 1.3361 1.3306 1.3396
PP 1.3281 1.3281 1.3281 1.3298
S1 1.3211 1.3211 1.3278 1.3246
S2 1.3131 1.3131 1.3265
S3 1.2981 1.3061 1.3251
S4 1.2831 1.2911 1.3210
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% 0.0093 0.7% 61% False False 550
10 1.3350 1.3155 0.0195 1.5% 0.0084 0.6% 70% False False 516
20 1.3350 1.2760 0.0590 4.4% 0.0097 0.7% 90% False False 416
40 1.3426 1.2760 0.0666 5.0% 0.0095 0.7% 80% False False 327
60 1.3426 1.2760 0.0666 5.0% 0.0088 0.7% 80% False False 229
80 1.3426 1.2760 0.0666 5.0% 0.0082 0.6% 80% False False 176
100 1.3426 1.2760 0.0666 5.0% 0.0080 0.6% 80% False False 144
120 1.3488 1.2760 0.0728 5.5% 0.0075 0.6% 73% False False 121
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 True
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3737
2.618 1.3570
1.618 1.3468
1.000 1.3405
0.618 1.3366
HIGH 1.3303
0.618 1.3264
0.500 1.3252
0.382 1.3240
LOW 1.3201
0.618 1.3138
1.000 1.3099
1.618 1.3036
2.618 1.2934
4.250 1.2768
Fisher Pivots for day following 02-Aug-2013
Pivot 1 day 3 day
R1 1.3279 1.3286
PP 1.3265 1.3281
S1 1.3252 1.3275

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

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