CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 09-Oct-2013
Day Change Summary
Previous Current
08-Oct-2013 09-Oct-2013 Change Change % Previous Week
Open 1.3581 1.3577 -0.0004 0.0% 1.3481
High 1.3611 1.3609 -0.0002 0.0% 1.3649
Low 1.3560 1.3488 -0.0072 -0.5% 1.3480
Close 1.3569 1.3525 -0.0044 -0.3% 1.3558
Range 0.0051 0.0121 0.0070 137.3% 0.0169
ATR 0.0077 0.0080 0.0003 4.1% 0.0000
Volume 133,110 198,604 65,494 49.2% 894,426
Daily Pivots for day following 09-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.3904 1.3835 1.3592
R3 1.3783 1.3714 1.3558
R2 1.3662 1.3662 1.3547
R1 1.3593 1.3593 1.3536 1.3567
PP 1.3541 1.3541 1.3541 1.3528
S1 1.3472 1.3472 1.3514 1.3446
S2 1.3420 1.3420 1.3503
S3 1.3299 1.3351 1.3492
S4 1.3178 1.3230 1.3458
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.4069 1.3983 1.3651
R3 1.3900 1.3814 1.3604
R2 1.3731 1.3731 1.3589
R1 1.3645 1.3645 1.3573 1.3688
PP 1.3562 1.3562 1.3562 1.3584
S1 1.3476 1.3476 1.3543 1.3519
S2 1.3393 1.3393 1.3527
S3 1.3224 1.3307 1.3512
S4 1.3055 1.3138 1.3465
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3649 1.3488 0.0161 1.2% 0.0077 0.6% 23% False True 151,955
10 1.3649 1.3474 0.0175 1.3% 0.0078 0.6% 29% False False 162,727
20 1.3649 1.3257 0.0392 2.9% 0.0077 0.6% 68% False False 162,040
40 1.3649 1.3110 0.0539 4.0% 0.0081 0.6% 77% False False 87,736
60 1.3649 1.3080 0.0569 4.2% 0.0079 0.6% 78% False False 58,659
80 1.3649 1.2760 0.0889 6.6% 0.0088 0.6% 86% False False 44,070
100 1.3649 1.2760 0.0889 6.6% 0.0085 0.6% 86% False False 35,269
120 1.3649 1.2760 0.0889 6.6% 0.0081 0.6% 86% False False 29,396
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.4123
2.618 1.3926
1.618 1.3805
1.000 1.3730
0.618 1.3684
HIGH 1.3609
0.618 1.3563
0.500 1.3549
0.382 1.3534
LOW 1.3488
0.618 1.3413
1.000 1.3367
1.618 1.3292
2.618 1.3171
4.250 1.2974
Fisher Pivots for day following 09-Oct-2013
Pivot 1 day 3 day
R1 1.3549 1.3550
PP 1.3541 1.3541
S1 1.3533 1.3533

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

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