CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 01-Oct-2013
Day Change Summary
Previous Current
30-Sep-2013 01-Oct-2013 Change Change % Previous Week
Open 1.3491 1.3528 0.0037 0.3% 1.3537
High 1.3560 1.3595 0.0035 0.3% 1.3565
Low 1.3490 1.3526 0.0036 0.3% 1.3469
Close 1.3531 1.3536 0.0005 0.0% 1.3524
Range 0.0070 0.0069 -0.0001 -1.4% 0.0096
ATR 0.0062 0.0062 0.0001 0.8% 0.0000
Volume 260 570 310 119.2% 725
Daily Pivots for day following 01-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.3759 1.3717 1.3574
R3 1.3690 1.3648 1.3555
R2 1.3621 1.3621 1.3549
R1 1.3579 1.3579 1.3542 1.3600
PP 1.3552 1.3552 1.3552 1.3563
S1 1.3510 1.3510 1.3530 1.3531
S2 1.3483 1.3483 1.3523
S3 1.3414 1.3441 1.3517
S4 1.3345 1.3372 1.3498
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3807 1.3762 1.3577
R3 1.3711 1.3666 1.3550
R2 1.3615 1.3615 1.3542
R1 1.3570 1.3570 1.3533 1.3545
PP 1.3519 1.3519 1.3519 1.3507
S1 1.3474 1.3474 1.3515 1.3449
S2 1.3423 1.3423 1.3506
S3 1.3327 1.3378 1.3498
S4 1.3231 1.3282 1.3471
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3595 1.3474 0.0121 0.9% 0.0065 0.5% 51% True False 260
10 1.3595 1.3349 0.0246 1.8% 0.0072 0.5% 76% True False 191
20 1.3595 1.3123 0.0472 3.5% 0.0059 0.4% 88% True False 121
40 1.3595 1.3123 0.0472 3.5% 0.0044 0.3% 88% True False 63
60 1.3595 1.2781 0.0814 6.0% 0.0042 0.3% 93% True False 45
80 1.3595 1.2781 0.0814 6.0% 0.0044 0.3% 93% True False 36
100 1.3595 1.2781 0.0814 6.0% 0.0038 0.3% 93% True False 30
Crabel Price Patterns
NR True
NR4 False
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3888
2.618 1.3776
1.618 1.3707
1.000 1.3664
0.618 1.3638
HIGH 1.3595
0.618 1.3569
0.500 1.3561
0.382 1.3552
LOW 1.3526
0.618 1.3483
1.000 1.3457
1.618 1.3414
2.618 1.3345
4.250 1.3233
Fisher Pivots for day following 01-Oct-2013
Pivot 1 day 3 day
R1 1.3561 1.3543
PP 1.3552 1.3540
S1 1.3544 1.3538

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

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