CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 06-Sep-2013
Day Change Summary
Previous Current
05-Sep-2013 06-Sep-2013 Change Change % Previous Week
Open 1.3210 1.3123 -0.0087 -0.7% 1.3215
High 1.3228 1.3194 -0.0034 -0.3% 1.3232
Low 1.3116 1.3110 -0.0006 0.0% 1.3110
Close 1.3125 1.3187 0.0062 0.5% 1.3187
Range 0.0112 0.0084 -0.0028 -25.0% 0.0122
ATR 0.0087 0.0086 0.0000 -0.2% 0.0000
Volume 12,998 9,995 -3,003 -23.1% 36,745
Daily Pivots for day following 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3416 1.3385 1.3233
R3 1.3332 1.3301 1.3210
R2 1.3248 1.3248 1.3202
R1 1.3217 1.3217 1.3195 1.3233
PP 1.3164 1.3164 1.3164 1.3171
S1 1.3133 1.3133 1.3179 1.3149
S2 1.3080 1.3080 1.3172
S3 1.2996 1.3049 1.3164
S4 1.2912 1.2965 1.3141
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3542 1.3487 1.3254
R3 1.3420 1.3365 1.3221
R2 1.3298 1.3298 1.3209
R1 1.3243 1.3243 1.3198 1.3210
PP 1.3176 1.3176 1.3176 1.3160
S1 1.3121 1.3121 1.3176 1.3088
S2 1.3054 1.3054 1.3165
S3 1.2932 1.2999 1.3153
S4 1.2810 1.2877 1.3120
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3260 1.3110 0.0150 1.1% 0.0087 0.7% 51% False True 9,464
10 1.3415 1.3110 0.0305 2.3% 0.0084 0.6% 25% False True 5,876
20 1.3458 1.3110 0.0348 2.6% 0.0082 0.6% 22% False True 3,454
40 1.3458 1.3008 0.0450 3.4% 0.0081 0.6% 40% False False 1,926
60 1.3458 1.2760 0.0698 5.3% 0.0090 0.7% 61% False False 1,380
80 1.3458 1.2760 0.0698 5.3% 0.0086 0.7% 61% False False 1,048
100 1.3458 1.2760 0.0698 5.3% 0.0082 0.6% 61% False False 843
120 1.3458 1.2760 0.0698 5.3% 0.0081 0.6% 61% False False 705
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 False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3551
2.618 1.3414
1.618 1.3330
1.000 1.3278
0.618 1.3246
HIGH 1.3194
0.618 1.3162
0.500 1.3152
0.382 1.3142
LOW 1.3110
0.618 1.3058
1.000 1.3026
1.618 1.2974
2.618 1.2890
4.250 1.2753
Fisher Pivots for day following 06-Sep-2013
Pivot 1 day 3 day
R1 1.3175 1.3181
PP 1.3164 1.3175
S1 1.3152 1.3169

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

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