CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 10-Sep-2013
Day Change Summary
Previous Current
09-Sep-2013 10-Sep-2013 Change Change % Previous Week
Open 1.3219 1.3276 0.0057 0.4% 1.3203
High 1.3270 1.3277 0.0007 0.1% 1.3216
Low 1.3219 1.3253 0.0034 0.3% 1.3123
Close 1.3270 1.3277 0.0007 0.1% 1.3192
Range 0.0051 0.0024 -0.0027 -52.9% 0.0093
ATR 0.0060 0.0058 -0.0003 -4.3% 0.0000
Volume 26 27 1 3.8% 110
Daily Pivots for day following 10-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3341 1.3333 1.3290
R3 1.3317 1.3309 1.3284
R2 1.3293 1.3293 1.3281
R1 1.3285 1.3285 1.3279 1.3289
PP 1.3269 1.3269 1.3269 1.3271
S1 1.3261 1.3261 1.3275 1.3265
S2 1.3245 1.3245 1.3273
S3 1.3221 1.3237 1.3270
S4 1.3197 1.3213 1.3264
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 1.3277 1.3123 0.0154 1.2% 0.0051 0.4% 100% True False 31
10 1.3395 1.3123 0.0272 2.0% 0.0047 0.4% 57% False False 17
20 1.3430 1.3123 0.0307 2.3% 0.0038 0.3% 50% False False 10
40 1.3430 1.3109 0.0321 2.4% 0.0036 0.3% 52% False False 10
60 1.3430 1.2781 0.0649 4.9% 0.0043 0.3% 76% False False 11
80 1.3430 1.2781 0.0649 4.9% 0.0036 0.3% 76% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0003
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.3379
2.618 1.3340
1.618 1.3316
1.000 1.3301
0.618 1.3292
HIGH 1.3277
0.618 1.3268
0.500 1.3265
0.382 1.3262
LOW 1.3253
0.618 1.3238
1.000 1.3229
1.618 1.3214
2.618 1.3190
4.250 1.3151
Fisher Pivots for day following 10-Sep-2013
Pivot 1 day 3 day
R1 1.3273 1.3252
PP 1.3269 1.3227
S1 1.3265 1.3202

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

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