CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 11-Sep-2013
Day Change Summary
Previous Current
10-Sep-2013 11-Sep-2013 Change Change % Previous Week
Open 1.3276 1.3268 -0.0008 -0.1% 1.3203
High 1.3277 1.3318 0.0041 0.3% 1.3216
Low 1.3253 1.3268 0.0015 0.1% 1.3123
Close 1.3277 1.3318 0.0041 0.3% 1.3192
Range 0.0024 0.0050 0.0026 108.3% 0.0093
ATR 0.0058 0.0057 -0.0001 -1.0% 0.0000
Volume 27 77 50 185.2% 110
Daily Pivots for day following 11-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3451 1.3435 1.3346
R3 1.3401 1.3385 1.3332
R2 1.3351 1.3351 1.3327
R1 1.3335 1.3335 1.3323 1.3343
PP 1.3301 1.3301 1.3301 1.3306
S1 1.3285 1.3285 1.3313 1.3293
S2 1.3251 1.3251 1.3309
S3 1.3201 1.3235 1.3304
S4 1.3151 1.3185 1.3291
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 1.3318 1.3123 0.0195 1.5% 0.0054 0.4% 100% True False 41
10 1.3355 1.3123 0.0232 1.7% 0.0048 0.4% 84% False False 25
20 1.3430 1.3123 0.0307 2.3% 0.0040 0.3% 64% False False 14
40 1.3430 1.3109 0.0321 2.4% 0.0036 0.3% 65% False False 12
60 1.3430 1.2781 0.0649 4.9% 0.0043 0.3% 83% False False 12
80 1.3430 1.2781 0.0649 4.9% 0.0036 0.3% 83% False False 9
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3531
2.618 1.3449
1.618 1.3399
1.000 1.3368
0.618 1.3349
HIGH 1.3318
0.618 1.3299
0.500 1.3293
0.382 1.3287
LOW 1.3268
0.618 1.3237
1.000 1.3218
1.618 1.3187
2.618 1.3137
4.250 1.3056
Fisher Pivots for day following 11-Sep-2013
Pivot 1 day 3 day
R1 1.3310 1.3302
PP 1.3301 1.3285
S1 1.3293 1.3269

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

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