CME Euro FX (E) Future December 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 1.3339 1.3425 0.0086 0.6% 1.3343
High 1.3458 1.3432 -0.0026 -0.2% 1.3385
Low 1.3330 1.3342 0.0012 0.1% 1.3212
Close 1.3425 1.3380 -0.0045 -0.3% 1.3341
Range 0.0128 0.0090 -0.0038 -29.7% 0.0173
ATR 0.0088 0.0088 0.0000 0.2% 0.0000
Volume 510 1,865 1,355 265.7% 4,535
Daily Pivots for day following 21-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3655 1.3607 1.3430
R3 1.3565 1.3517 1.3405
R2 1.3475 1.3475 1.3397
R1 1.3427 1.3427 1.3388 1.3406
PP 1.3385 1.3385 1.3385 1.3374
S1 1.3337 1.3337 1.3372 1.3316
S2 1.3295 1.3295 1.3364
S3 1.3205 1.3247 1.3355
S4 1.3115 1.3157 1.3331
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3832 1.3759 1.3436
R3 1.3659 1.3586 1.3389
R2 1.3486 1.3486 1.3373
R1 1.3413 1.3413 1.3357 1.3363
PP 1.3313 1.3313 1.3313 1.3288
S1 1.3240 1.3240 1.3325 1.3190
S2 1.3140 1.3140 1.3309
S3 1.2967 1.3067 1.3293
S4 1.2794 1.2894 1.3246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3458 1.3212 0.0246 1.8% 0.0099 0.7% 68% False False 1,067
10 1.3458 1.3212 0.0246 1.8% 0.0081 0.6% 68% False False 918
20 1.3458 1.3180 0.0278 2.1% 0.0082 0.6% 72% False False 716
40 1.3458 1.2760 0.0698 5.2% 0.0092 0.7% 89% False False 502
60 1.3458 1.2760 0.0698 5.2% 0.0090 0.7% 89% False False 388
80 1.3458 1.2760 0.0698 5.2% 0.0084 0.6% 89% False False 299
100 1.3458 1.2760 0.0698 5.2% 0.0081 0.6% 89% False False 242
120 1.3458 1.2760 0.0698 5.2% 0.0078 0.6% 89% False False 204
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3815
2.618 1.3668
1.618 1.3578
1.000 1.3522
0.618 1.3488
HIGH 1.3432
0.618 1.3398
0.500 1.3387
0.382 1.3376
LOW 1.3342
0.618 1.3286
1.000 1.3252
1.618 1.3196
2.618 1.3106
4.250 1.2960
Fisher Pivots for day following 21-Aug-2013
Pivot 1 day 3 day
R1 1.3387 1.3391
PP 1.3385 1.3387
S1 1.3382 1.3384

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

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