CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 30-Aug-2013
Day Change Summary
Previous Current
29-Aug-2013 30-Aug-2013 Change Change % Previous Week
Open 1.3280 1.3258 -0.0022 -0.2% 1.3374
High 1.3280 1.3258 -0.0022 -0.2% 1.3395
Low 1.3244 1.3202 -0.0042 -0.3% 1.3202
Close 1.3252 1.3217 -0.0035 -0.3% 1.3217
Range 0.0036 0.0056 0.0020 55.6% 0.0193
ATR 0.0057 0.0057 0.0000 -0.2% 0.0000
Volume 6 4 -2 -33.3% 20
Daily Pivots for day following 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3394 1.3361 1.3248
R3 1.3338 1.3305 1.3232
R2 1.3282 1.3282 1.3227
R1 1.3249 1.3249 1.3222 1.3238
PP 1.3226 1.3226 1.3226 1.3220
S1 1.3193 1.3193 1.3212 1.3182
S2 1.3170 1.3170 1.3207
S3 1.3114 1.3137 1.3202
S4 1.3058 1.3081 1.3186
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3850 1.3727 1.3323
R3 1.3657 1.3534 1.3270
R2 1.3464 1.3464 1.3252
R1 1.3341 1.3341 1.3235 1.3306
PP 1.3271 1.3271 1.3271 1.3254
S1 1.3148 1.3148 1.3199 1.3113
S2 1.3078 1.3078 1.3182
S3 1.2885 1.2955 1.3164
S4 1.2692 1.2762 1.3111
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3395 1.3202 0.0193 1.5% 0.0038 0.3% 8% False True 4
10 1.3430 1.3202 0.0228 1.7% 0.0035 0.3% 7% False True 3
20 1.3430 1.3202 0.0228 1.7% 0.0030 0.2% 7% False True 4
40 1.3430 1.2781 0.0649 4.9% 0.0033 0.3% 67% False False 8
60 1.3430 1.2781 0.0649 4.9% 0.0039 0.3% 67% False False 8
80 1.3430 1.2781 0.0649 4.9% 0.0034 0.3% 67% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3496
2.618 1.3405
1.618 1.3349
1.000 1.3314
0.618 1.3293
HIGH 1.3258
0.618 1.3237
0.500 1.3230
0.382 1.3223
LOW 1.3202
0.618 1.3167
1.000 1.3146
1.618 1.3111
2.618 1.3055
4.250 1.2964
Fisher Pivots for day following 30-Aug-2013
Pivot 1 day 3 day
R1 1.3230 1.3279
PP 1.3226 1.3258
S1 1.3221 1.3238

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

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