CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 30-Jul-2013
Day Change Summary
Previous Current
29-Jul-2013 30-Jul-2013 Change Change % Previous Week
Open 1.3260 1.3278 0.0018 0.1% 1.3201
High 1.3280 1.3278 -0.0002 0.0% 1.3291
Low 1.3257 1.3278 0.0021 0.2% 1.3193
Close 1.3280 1.3278 -0.0002 0.0% 1.3291
Range 0.0023 0.0000 -0.0023 -100.0% 0.0098
ATR 0.0062 0.0058 -0.0004 -6.9% 0.0000
Volume 37 5 -32 -86.5% 54
Daily Pivots for day following 30-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.3278 1.3278 1.3278
R3 1.3278 1.3278 1.3278
R2 1.3278 1.3278 1.3278
R1 1.3278 1.3278 1.3278 1.3278
PP 1.3278 1.3278 1.3278 1.3278
S1 1.3278 1.3278 1.3278 1.3278
S2 1.3278 1.3278 1.3278
S3 1.3278 1.3278 1.3278
S4 1.3278 1.3278 1.3278
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.3552 1.3520 1.3345
R3 1.3454 1.3422 1.3318
R2 1.3356 1.3356 1.3309
R1 1.3324 1.3324 1.3300 1.3340
PP 1.3258 1.3258 1.3258 1.3267
S1 1.3226 1.3226 1.3282 1.3242
S2 1.3160 1.3160 1.3273
S3 1.3062 1.3128 1.3264
S4 1.2964 1.3030 1.3237
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3291 1.3205 0.0086 0.6% 0.0025 0.2% 85% False False 16
10 1.3291 1.3109 0.0182 1.4% 0.0029 0.2% 93% False False 15
20 1.3291 1.2781 0.0510 3.8% 0.0043 0.3% 97% False False 14
40 1.3425 1.2781 0.0644 4.9% 0.0042 0.3% 77% False False 10
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3278
2.618 1.3278
1.618 1.3278
1.000 1.3278
0.618 1.3278
HIGH 1.3278
0.618 1.3278
0.500 1.3278
0.382 1.3278
LOW 1.3278
0.618 1.3278
1.000 1.3278
1.618 1.3278
2.618 1.3278
4.250 1.3278
Fisher Pivots for day following 30-Jul-2013
Pivot 1 day 3 day
R1 1.3278 1.3277
PP 1.3278 1.3275
S1 1.3278 1.3274

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

View Archives - Comment on this page... - Back to Index of Symbols