CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 23-Sep-2013
Day Change Summary
Previous Current
20-Sep-2013 23-Sep-2013 Change Change % Previous Week
Open 1.3540 1.3537 -0.0003 0.0% 1.3378
High 1.3543 1.3541 -0.0002 0.0% 1.3576
Low 1.3504 1.3490 -0.0014 -0.1% 1.3341
Close 1.3526 1.3500 -0.0026 -0.2% 1.3526
Range 0.0039 0.0051 0.0012 30.8% 0.0235
ATR 0.0063 0.0062 -0.0001 -1.3% 0.0000
Volume 159 59 -100 -62.9% 514
Daily Pivots for day following 23-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3663 1.3633 1.3528
R3 1.3612 1.3582 1.3514
R2 1.3561 1.3561 1.3509
R1 1.3531 1.3531 1.3505 1.3521
PP 1.3510 1.3510 1.3510 1.3505
S1 1.3480 1.3480 1.3495 1.3470
S2 1.3459 1.3459 1.3491
S3 1.3408 1.3429 1.3486
S4 1.3357 1.3378 1.3472
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.4186 1.4091 1.3655
R3 1.3951 1.3856 1.3591
R2 1.3716 1.3716 1.3569
R1 1.3621 1.3621 1.3548 1.3669
PP 1.3481 1.3481 1.3481 1.3505
S1 1.3386 1.3386 1.3504 1.3434
S2 1.3246 1.3246 1.3483
S3 1.3011 1.3151 1.3461
S4 1.2776 1.2916 1.3397
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3576 1.3341 0.0235 1.7% 0.0076 0.6% 68% False False 104
10 1.3576 1.3253 0.0323 2.4% 0.0058 0.4% 76% False False 80
20 1.3576 1.3123 0.0453 3.4% 0.0052 0.4% 83% False False 48
40 1.3576 1.3123 0.0453 3.4% 0.0043 0.3% 83% False False 27
60 1.3576 1.2781 0.0795 5.9% 0.0045 0.3% 90% False False 23
80 1.3576 1.2781 0.0795 5.9% 0.0043 0.3% 90% False False 18
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3758
2.618 1.3675
1.618 1.3624
1.000 1.3592
0.618 1.3573
HIGH 1.3541
0.618 1.3522
0.500 1.3516
0.382 1.3509
LOW 1.3490
0.618 1.3458
1.000 1.3439
1.618 1.3407
2.618 1.3356
4.250 1.3273
Fisher Pivots for day following 23-Sep-2013
Pivot 1 day 3 day
R1 1.3516 1.3533
PP 1.3510 1.3522
S1 1.3505 1.3511

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

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