CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 05-Nov-2013
Day Change Summary
Previous Current
04-Nov-2013 05-Nov-2013 Change Change % Previous Week
Open 1.3490 1.3513 0.0023 0.2% 1.3809
High 1.3526 1.3524 -0.0002 0.0% 1.3819
Low 1.3442 1.3450 0.0008 0.1% 1.3480
Close 1.3518 1.3475 -0.0043 -0.3% 1.3493
Range 0.0084 0.0074 -0.0010 -11.9% 0.0339
ATR 0.0085 0.0084 -0.0001 -0.9% 0.0000
Volume 142,687 189,195 46,508 32.6% 1,051,699
Daily Pivots for day following 05-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3705 1.3664 1.3516
R3 1.3631 1.3590 1.3495
R2 1.3557 1.3557 1.3489
R1 1.3516 1.3516 1.3482 1.3500
PP 1.3483 1.3483 1.3483 1.3475
S1 1.3442 1.3442 1.3468 1.3426
S2 1.3409 1.3409 1.3461
S3 1.3335 1.3368 1.3455
S4 1.3261 1.3294 1.3434
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.4614 1.4393 1.3679
R3 1.4275 1.4054 1.3586
R2 1.3936 1.3936 1.3555
R1 1.3715 1.3715 1.3524 1.3656
PP 1.3597 1.3597 1.3597 1.3568
S1 1.3376 1.3376 1.3462 1.3317
S2 1.3258 1.3258 1.3431
S3 1.2919 1.3037 1.3400
S4 1.2580 1.2698 1.3307
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3787 1.3442 0.0345 2.6% 0.0105 0.8% 10% False False 211,959
10 1.3834 1.3442 0.0392 2.9% 0.0082 0.6% 8% False False 187,705
20 1.3834 1.3442 0.0392 2.9% 0.0084 0.6% 8% False False 178,639
40 1.3834 1.3248 0.0586 4.3% 0.0080 0.6% 39% False False 167,986
60 1.3834 1.3110 0.0724 5.4% 0.0081 0.6% 50% False False 114,738
80 1.3834 1.3062 0.0772 5.7% 0.0081 0.6% 53% False False 86,172
100 1.3834 1.2760 0.1074 8.0% 0.0086 0.6% 67% False False 68,999
120 1.3834 1.2760 0.1074 8.0% 0.0084 0.6% 67% False False 57,510
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3839
2.618 1.3718
1.618 1.3644
1.000 1.3598
0.618 1.3570
HIGH 1.3524
0.618 1.3496
0.500 1.3487
0.382 1.3478
LOW 1.3450
0.618 1.3404
1.000 1.3376
1.618 1.3330
2.618 1.3256
4.250 1.3136
Fisher Pivots for day following 05-Nov-2013
Pivot 1 day 3 day
R1 1.3487 1.3517
PP 1.3483 1.3503
S1 1.3479 1.3489

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

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