CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 21-Nov-2013
Day Change Summary
Previous Current
20-Nov-2013 21-Nov-2013 Change Change % Previous Week
Open 1.3535 1.3439 -0.0096 -0.7% 1.3358
High 1.3582 1.3488 -0.0094 -0.7% 1.3507
Low 1.3414 1.3400 -0.0014 -0.1% 1.3346
Close 1.3420 1.3461 0.0041 0.3% 1.3490
Range 0.0168 0.0088 -0.0080 -47.6% 0.0161
ATR 0.0095 0.0095 -0.0001 -0.5% 0.0000
Volume 287,387 230,041 -57,346 -20.0% 914,187
Daily Pivots for day following 21-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3714 1.3675 1.3509
R3 1.3626 1.3587 1.3485
R2 1.3538 1.3538 1.3477
R1 1.3499 1.3499 1.3469 1.3519
PP 1.3450 1.3450 1.3450 1.3459
S1 1.3411 1.3411 1.3453 1.3431
S2 1.3362 1.3362 1.3445
S3 1.3274 1.3323 1.3437
S4 1.3186 1.3235 1.3413
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3931 1.3871 1.3579
R3 1.3770 1.3710 1.3534
R2 1.3609 1.3609 1.3520
R1 1.3549 1.3549 1.3505 1.3579
PP 1.3448 1.3448 1.3448 1.3463
S1 1.3388 1.3388 1.3475 1.3418
S2 1.3287 1.3287 1.3460
S3 1.3126 1.3227 1.3446
S4 1.2965 1.3066 1.3401
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3582 1.3400 0.0182 1.4% 0.0092 0.7% 34% False True 197,353
10 1.3582 1.3318 0.0264 2.0% 0.0095 0.7% 54% False False 201,457
20 1.3834 1.3294 0.0540 4.0% 0.0098 0.7% 31% False False 208,471
40 1.3834 1.3294 0.0540 4.0% 0.0089 0.7% 31% False False 187,449
60 1.3834 1.3110 0.0724 5.4% 0.0086 0.6% 48% False False 158,436
80 1.3834 1.3110 0.0724 5.4% 0.0085 0.6% 48% False False 119,074
100 1.3834 1.2760 0.1074 8.0% 0.0088 0.7% 65% False False 95,338
120 1.3834 1.2760 0.1074 8.0% 0.0088 0.7% 65% False False 79,484
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3862
2.618 1.3718
1.618 1.3630
1.000 1.3576
0.618 1.3542
HIGH 1.3488
0.618 1.3454
0.500 1.3444
0.382 1.3434
LOW 1.3400
0.618 1.3346
1.000 1.3312
1.618 1.3258
2.618 1.3170
4.250 1.3026
Fisher Pivots for day following 21-Nov-2013
Pivot 1 day 3 day
R1 1.3455 1.3491
PP 1.3450 1.3481
S1 1.3444 1.3471

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

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