CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 13-Nov-2013
Day Change Summary
Previous Current
12-Nov-2013 13-Nov-2013 Change Change % Previous Week
Open 1.3406 1.3435 0.0029 0.2% 1.3490
High 1.3457 1.3499 0.0042 0.3% 1.3549
Low 1.3359 1.3391 0.0032 0.2% 1.3294
Close 1.3428 1.3463 0.0035 0.3% 1.3356
Range 0.0098 0.0108 0.0010 10.2% 0.0255
ATR 0.0096 0.0097 0.0001 0.9% 0.0000
Volume 230,321 230,716 395 0.2% 1,214,557
Daily Pivots for day following 13-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3775 1.3727 1.3522
R3 1.3667 1.3619 1.3493
R2 1.3559 1.3559 1.3483
R1 1.3511 1.3511 1.3473 1.3535
PP 1.3451 1.3451 1.3451 1.3463
S1 1.3403 1.3403 1.3453 1.3427
S2 1.3343 1.3343 1.3443
S3 1.3235 1.3295 1.3433
S4 1.3127 1.3187 1.3404
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.4165 1.4015 1.3496
R3 1.3910 1.3760 1.3426
R2 1.3655 1.3655 1.3403
R1 1.3505 1.3505 1.3379 1.3453
PP 1.3400 1.3400 1.3400 1.3373
S1 1.3250 1.3250 1.3333 1.3198
S2 1.3145 1.3145 1.3309
S3 1.2890 1.2995 1.3286
S4 1.2635 1.2740 1.3216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3530 1.3294 0.0236 1.8% 0.0130 1.0% 72% False False 254,483
10 1.3740 1.3294 0.0446 3.3% 0.0116 0.9% 38% False False 231,738
20 1.3834 1.3294 0.0540 4.0% 0.0096 0.7% 31% False False 200,297
40 1.3834 1.3294 0.0540 4.0% 0.0085 0.6% 31% False False 181,858
60 1.3834 1.3110 0.0724 5.4% 0.0085 0.6% 49% False False 138,952
80 1.3834 1.3110 0.0724 5.4% 0.0084 0.6% 49% False False 104,374
100 1.3834 1.2760 0.1074 8.0% 0.0087 0.6% 65% False False 83,557
120 1.3834 1.2760 0.1074 8.0% 0.0087 0.6% 65% False False 69,655
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3958
2.618 1.3782
1.618 1.3674
1.000 1.3607
0.618 1.3566
HIGH 1.3499
0.618 1.3458
0.500 1.3445
0.382 1.3432
LOW 1.3391
0.618 1.3324
1.000 1.3283
1.618 1.3216
2.618 1.3108
4.250 1.2932
Fisher Pivots for day following 13-Nov-2013
Pivot 1 day 3 day
R1 1.3457 1.3450
PP 1.3451 1.3436
S1 1.3445 1.3423

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

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