CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 29-Oct-2013
Day Change Summary
Previous Current
28-Oct-2013 29-Oct-2013 Change Change % Previous Week
Open 1.3809 1.3789 -0.0020 -0.1% 1.3686
High 1.3819 1.3815 -0.0004 0.0% 1.3834
Low 1.3776 1.3738 -0.0038 -0.3% 1.3653
Close 1.3807 1.3749 -0.0058 -0.4% 1.3807
Range 0.0043 0.0077 0.0034 79.1% 0.0181
ATR 0.0075 0.0075 0.0000 0.2% 0.0000
Volume 105,828 217,958 112,130 106.0% 790,737
Daily Pivots for day following 29-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.3998 1.3951 1.3791
R3 1.3921 1.3874 1.3770
R2 1.3844 1.3844 1.3763
R1 1.3797 1.3797 1.3756 1.3782
PP 1.3767 1.3767 1.3767 1.3760
S1 1.3720 1.3720 1.3742 1.3705
S2 1.3690 1.3690 1.3735
S3 1.3613 1.3643 1.3728
S4 1.3536 1.3566 1.3707
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.4308 1.4238 1.3907
R3 1.4127 1.4057 1.3857
R2 1.3946 1.3946 1.3840
R1 1.3876 1.3876 1.3824 1.3911
PP 1.3765 1.3765 1.3765 1.3782
S1 1.3695 1.3695 1.3790 1.3730
S2 1.3584 1.3584 1.3774
S3 1.3403 1.3514 1.3757
S4 1.3222 1.3333 1.3707
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3834 1.3738 0.0096 0.7% 0.0058 0.4% 11% False True 163,452
10 1.3834 1.3475 0.0359 2.6% 0.0077 0.6% 76% False False 169,701
20 1.3834 1.3475 0.0359 2.6% 0.0077 0.6% 76% False False 165,268
40 1.3834 1.3110 0.0724 5.3% 0.0077 0.6% 88% False False 144,740
60 1.3834 1.3110 0.0724 5.3% 0.0078 0.6% 88% False False 97,126
80 1.3834 1.2760 0.1074 7.8% 0.0083 0.6% 92% False False 72,941
100 1.3834 1.2760 0.1074 7.8% 0.0085 0.6% 92% False False 58,408
120 1.3834 1.2760 0.1074 7.8% 0.0083 0.6% 92% False False 48,680
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4142
2.618 1.4017
1.618 1.3940
1.000 1.3892
0.618 1.3863
HIGH 1.3815
0.618 1.3786
0.500 1.3777
0.382 1.3767
LOW 1.3738
0.618 1.3690
1.000 1.3661
1.618 1.3613
2.618 1.3536
4.250 1.3411
Fisher Pivots for day following 29-Oct-2013
Pivot 1 day 3 day
R1 1.3777 1.3786
PP 1.3767 1.3774
S1 1.3758 1.3761

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

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