CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 09-Oct-2013
Day Change Summary
Previous Current
08-Oct-2013 09-Oct-2013 Change Change % Previous Week
Open 1.3583 1.3583 0.0000 0.0% 1.3491
High 1.3612 1.3609 -0.0003 0.0% 1.3650
Low 1.3565 1.3496 -0.0069 -0.5% 1.3490
Close 1.3573 1.3529 -0.0044 -0.3% 1.3561
Range 0.0047 0.0113 0.0066 140.4% 0.0160
ATR 0.0063 0.0066 0.0004 5.7% 0.0000
Volume 181 357 176 97.2% 1,621
Daily Pivots for day following 09-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.3884 1.3819 1.3591
R3 1.3771 1.3706 1.3560
R2 1.3658 1.3658 1.3550
R1 1.3593 1.3593 1.3539 1.3569
PP 1.3545 1.3545 1.3545 1.3533
S1 1.3480 1.3480 1.3519 1.3456
S2 1.3432 1.3432 1.3508
S3 1.3319 1.3367 1.3498
S4 1.3206 1.3254 1.3467
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.4047 1.3964 1.3649
R3 1.3887 1.3804 1.3605
R2 1.3727 1.3727 1.3590
R1 1.3644 1.3644 1.3576 1.3686
PP 1.3567 1.3567 1.3567 1.3588
S1 1.3484 1.3484 1.3546 1.3526
S2 1.3407 1.3407 1.3532
S3 1.3247 1.3324 1.3517
S4 1.3087 1.3164 1.3473
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3650 1.3496 0.0154 1.1% 0.0070 0.5% 21% False True 302
10 1.3650 1.3477 0.0173 1.3% 0.0070 0.5% 30% False False 294
20 1.3650 1.3270 0.0380 2.8% 0.0066 0.5% 68% False False 197
40 1.3650 1.3123 0.0527 3.9% 0.0053 0.4% 77% False False 105
60 1.3650 1.3109 0.0541 4.0% 0.0046 0.3% 78% False False 74
80 1.3650 1.2781 0.0869 6.4% 0.0049 0.4% 86% False False 58
100 1.3650 1.2781 0.0869 6.4% 0.0042 0.3% 86% False False 47
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.4089
2.618 1.3905
1.618 1.3792
1.000 1.3722
0.618 1.3679
HIGH 1.3609
0.618 1.3566
0.500 1.3553
0.382 1.3539
LOW 1.3496
0.618 1.3426
1.000 1.3383
1.618 1.3313
2.618 1.3200
4.250 1.3016
Fisher Pivots for day following 09-Oct-2013
Pivot 1 day 3 day
R1 1.3553 1.3554
PP 1.3545 1.3546
S1 1.3537 1.3537

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

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