CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 12-Sep-2013
Day Change Summary
Previous Current
11-Sep-2013 12-Sep-2013 Change Change % Previous Week
Open 1.3272 1.3314 0.0042 0.3% 1.3215
High 1.3329 1.3329 0.0000 0.0% 1.3232
Low 1.3248 1.3260 0.0012 0.1% 1.3110
Close 1.3314 1.3308 -0.0006 0.0% 1.3187
Range 0.0081 0.0069 -0.0012 -14.8% 0.0122
ATR 0.0085 0.0084 -0.0001 -1.3% 0.0000
Volume 104,490 113,832 9,342 8.9% 36,745
Daily Pivots for day following 12-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3506 1.3476 1.3346
R3 1.3437 1.3407 1.3327
R2 1.3368 1.3368 1.3321
R1 1.3338 1.3338 1.3314 1.3319
PP 1.3299 1.3299 1.3299 1.3289
S1 1.3269 1.3269 1.3302 1.3250
S2 1.3230 1.3230 1.3295
S3 1.3161 1.3200 1.3289
S4 1.3092 1.3131 1.3270
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 1.3329 1.3110 0.0219 1.6% 0.0079 0.6% 90% True False 65,254
10 1.3348 1.3110 0.0238 1.8% 0.0087 0.7% 83% False False 36,779
20 1.3458 1.3110 0.0348 2.6% 0.0086 0.6% 57% False False 19,094
40 1.3458 1.3080 0.0378 2.8% 0.0080 0.6% 60% False False 9,808
60 1.3458 1.2760 0.0698 5.2% 0.0091 0.7% 79% False False 6,643
80 1.3458 1.2760 0.0698 5.2% 0.0087 0.7% 79% False False 4,999
100 1.3458 1.2760 0.0698 5.2% 0.0082 0.6% 79% False False 4,005
120 1.3458 1.2760 0.0698 5.2% 0.0081 0.6% 79% False False 3,341
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3622
2.618 1.3510
1.618 1.3441
1.000 1.3398
0.618 1.3372
HIGH 1.3329
0.618 1.3303
0.500 1.3295
0.382 1.3286
LOW 1.3260
0.618 1.3217
1.000 1.3191
1.618 1.3148
2.618 1.3079
4.250 1.2967
Fisher Pivots for day following 12-Sep-2013
Pivot 1 day 3 day
R1 1.3304 1.3299
PP 1.3299 1.3291
S1 1.3295 1.3282

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

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