CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 06-Sep-2013
Day Change Summary
Previous Current
05-Sep-2013 06-Sep-2013 Change Change % Previous Week
Open 1.3180 1.3138 -0.0042 -0.3% 1.3203
High 1.3200 1.3192 -0.0008 -0.1% 1.3216
Low 1.3123 1.3126 0.0003 0.0% 1.3123
Close 1.3129 1.3192 0.0063 0.5% 1.3192
Range 0.0077 0.0066 -0.0011 -14.3% 0.0093
ATR 0.0058 0.0059 0.0001 0.9% 0.0000
Volume 62 16 -46 -74.2% 110
Daily Pivots for day following 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3368 1.3346 1.3228
R3 1.3302 1.3280 1.3210
R2 1.3236 1.3236 1.3204
R1 1.3214 1.3214 1.3198 1.3225
PP 1.3170 1.3170 1.3170 1.3176
S1 1.3148 1.3148 1.3186 1.3159
S2 1.3104 1.3104 1.3180
S3 1.3038 1.3082 1.3174
S4 1.2972 1.3016 1.3156
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3456 1.3417 1.3243
R3 1.3363 1.3324 1.3218
R2 1.3270 1.3270 1.3209
R1 1.3231 1.3231 1.3201 1.3204
PP 1.3177 1.3177 1.3177 1.3164
S1 1.3138 1.3138 1.3183 1.3111
S2 1.3084 1.3084 1.3175
S3 1.2991 1.3045 1.3166
S4 1.2898 1.2952 1.3141
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3258 1.3123 0.0135 1.0% 0.0055 0.4% 51% False False 22
10 1.3399 1.3123 0.0276 2.1% 0.0044 0.3% 25% False False 13
20 1.3430 1.3123 0.0307 2.3% 0.0035 0.3% 22% False False 9
40 1.3430 1.3070 0.0360 2.7% 0.0035 0.3% 34% False False 9
60 1.3430 1.2781 0.0649 4.9% 0.0042 0.3% 63% False False 10
80 1.3430 1.2781 0.0649 4.9% 0.0035 0.3% 63% False False 8
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3473
2.618 1.3365
1.618 1.3299
1.000 1.3258
0.618 1.3233
HIGH 1.3192
0.618 1.3167
0.500 1.3159
0.382 1.3151
LOW 1.3126
0.618 1.3085
1.000 1.3060
1.618 1.3019
2.618 1.2953
4.250 1.2846
Fisher Pivots for day following 06-Sep-2013
Pivot 1 day 3 day
R1 1.3181 1.3185
PP 1.3170 1.3177
S1 1.3159 1.3170

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

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