CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 16-Sep-2013
Day Change Summary
Previous Current
13-Sep-2013 16-Sep-2013 Change Change % Previous Week
Open 1.3283 1.3378 0.0095 0.7% 1.3219
High 1.3315 1.3382 0.0067 0.5% 1.3326
Low 1.3270 1.3342 0.0072 0.5% 1.3219
Close 1.3315 1.3342 0.0027 0.2% 1.3315
Range 0.0045 0.0040 -0.0005 -11.1% 0.0107
ATR 0.0056 0.0056 0.0001 1.5% 0.0000
Volume 112 53 -59 -52.7% 261
Daily Pivots for day following 16-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3475 1.3449 1.3364
R3 1.3435 1.3409 1.3353
R2 1.3395 1.3395 1.3349
R1 1.3369 1.3369 1.3346 1.3362
PP 1.3355 1.3355 1.3355 1.3352
S1 1.3329 1.3329 1.3338 1.3322
S2 1.3315 1.3315 1.3335
S3 1.3275 1.3289 1.3331
S4 1.3235 1.3249 1.3320
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3608 1.3568 1.3374
R3 1.3501 1.3461 1.3344
R2 1.3394 1.3394 1.3335
R1 1.3354 1.3354 1.3325 1.3374
PP 1.3287 1.3287 1.3287 1.3297
S1 1.3247 1.3247 1.3305 1.3267
S2 1.3180 1.3180 1.3295
S3 1.3073 1.3140 1.3286
S4 1.2966 1.3033 1.3256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3382 1.3253 0.0129 1.0% 0.0041 0.3% 69% True False 57
10 1.3382 1.3123 0.0259 1.9% 0.0048 0.4% 85% True False 42
20 1.3430 1.3123 0.0307 2.3% 0.0041 0.3% 71% False False 23
40 1.3430 1.3123 0.0307 2.3% 0.0037 0.3% 71% False False 15
60 1.3430 1.2781 0.0649 4.9% 0.0042 0.3% 86% False False 15
80 1.3430 1.2781 0.0649 4.9% 0.0038 0.3% 86% False False 12
Crabel Price Patterns
NR True
NR4 True
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 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3552
2.618 1.3487
1.618 1.3447
1.000 1.3422
0.618 1.3407
HIGH 1.3382
0.618 1.3367
0.500 1.3362
0.382 1.3357
LOW 1.3342
0.618 1.3317
1.000 1.3302
1.618 1.3277
2.618 1.3237
4.250 1.3172
Fisher Pivots for day following 16-Sep-2013
Pivot 1 day 3 day
R1 1.3362 1.3337
PP 1.3355 1.3331
S1 1.3349 1.3326

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

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