CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 02-Oct-2013
Day Change Summary
Previous Current
01-Oct-2013 02-Oct-2013 Change Change % Previous Week
Open 1.3524 1.3526 0.0002 0.0% 1.3539
High 1.3591 1.3610 0.0019 0.1% 1.3567
Low 1.3519 1.3507 -0.0012 -0.1% 1.3464
Close 1.3533 1.3585 0.0052 0.4% 1.3521
Range 0.0072 0.0103 0.0031 43.1% 0.0103
ATR 0.0079 0.0081 0.0002 2.1% 0.0000
Volume 186,815 231,215 44,400 23.8% 714,882
Daily Pivots for day following 02-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.3876 1.3834 1.3642
R3 1.3773 1.3731 1.3613
R2 1.3670 1.3670 1.3604
R1 1.3628 1.3628 1.3594 1.3649
PP 1.3567 1.3567 1.3567 1.3578
S1 1.3525 1.3525 1.3576 1.3546
S2 1.3464 1.3464 1.3566
S3 1.3361 1.3422 1.3557
S4 1.3258 1.3319 1.3528
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3826 1.3777 1.3578
R3 1.3723 1.3674 1.3549
R2 1.3620 1.3620 1.3540
R1 1.3571 1.3571 1.3530 1.3544
PP 1.3517 1.3517 1.3517 1.3504
S1 1.3468 1.3468 1.3512 1.3441
S2 1.3414 1.3414 1.3502
S3 1.3311 1.3365 1.3493
S4 1.3208 1.3262 1.3464
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3610 1.3474 0.0136 1.0% 0.0080 0.6% 82% True False 173,499
10 1.3610 1.3464 0.0146 1.1% 0.0072 0.5% 83% True False 168,278
20 1.3610 1.3110 0.0500 3.7% 0.0080 0.6% 95% True False 135,323
40 1.3610 1.3110 0.0500 3.7% 0.0080 0.6% 95% True False 68,830
60 1.3610 1.2775 0.0835 6.1% 0.0084 0.6% 97% True False 46,018
80 1.3610 1.2760 0.0850 6.3% 0.0087 0.6% 97% True False 34,582
100 1.3610 1.2760 0.0850 6.3% 0.0084 0.6% 97% True False 27,674
120 1.3610 1.2760 0.0850 6.3% 0.0082 0.6% 97% True False 23,065
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.4048
2.618 1.3880
1.618 1.3777
1.000 1.3713
0.618 1.3674
HIGH 1.3610
0.618 1.3571
0.500 1.3559
0.382 1.3546
LOW 1.3507
0.618 1.3443
1.000 1.3404
1.618 1.3340
2.618 1.3237
4.250 1.3069
Fisher Pivots for day following 02-Oct-2013
Pivot 1 day 3 day
R1 1.3576 1.3572
PP 1.3567 1.3558
S1 1.3559 1.3545

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

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