CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 05-Nov-2013
Day Change Summary
Previous Current
04-Nov-2013 05-Nov-2013 Change Change % Previous Week
Open 1.3489 1.3517 0.0028 0.2% 1.3813
High 1.3527 1.3527 0.0000 0.0% 1.3814
Low 1.3444 1.3453 0.0009 0.1% 1.3484
Close 1.3520 1.3477 -0.0043 -0.3% 1.3495
Range 0.0083 0.0074 -0.0009 -10.8% 0.0330
ATR 0.0078 0.0077 0.0000 -0.3% 0.0000
Volume 997 278 -719 -72.1% 3,247
Daily Pivots for day following 05-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3708 1.3666 1.3518
R3 1.3634 1.3592 1.3497
R2 1.3560 1.3560 1.3491
R1 1.3518 1.3518 1.3484 1.3502
PP 1.3486 1.3486 1.3486 1.3478
S1 1.3444 1.3444 1.3470 1.3428
S2 1.3412 1.3412 1.3463
S3 1.3338 1.3370 1.3457
S4 1.3264 1.3296 1.3436
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.4588 1.4371 1.3677
R3 1.4258 1.4041 1.3586
R2 1.3928 1.3928 1.3556
R1 1.3711 1.3711 1.3525 1.3655
PP 1.3598 1.3598 1.3598 1.3569
S1 1.3381 1.3381 1.3465 1.3325
S2 1.3268 1.3268 1.3435
S3 1.2938 1.3051 1.3404
S4 1.2608 1.2721 1.3314
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3784 1.3444 0.0340 2.5% 0.0102 0.8% 10% False False 810
10 1.3834 1.3444 0.0390 2.9% 0.0077 0.6% 8% False False 597
20 1.3834 1.3444 0.0390 2.9% 0.0079 0.6% 8% False False 473
40 1.3834 1.3268 0.0566 4.2% 0.0071 0.5% 37% False False 328
60 1.3834 1.3123 0.0711 5.3% 0.0060 0.4% 50% False False 222
80 1.3834 1.3109 0.0725 5.4% 0.0054 0.4% 51% False False 169
100 1.3834 1.2781 0.1053 7.8% 0.0054 0.4% 66% False False 137
120 1.3834 1.2781 0.1053 7.8% 0.0048 0.4% 66% False False 115
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0015
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3842
2.618 1.3721
1.618 1.3647
1.000 1.3601
0.618 1.3573
HIGH 1.3527
0.618 1.3499
0.500 1.3490
0.382 1.3481
LOW 1.3453
0.618 1.3407
1.000 1.3379
1.618 1.3333
2.618 1.3259
4.250 1.3139
Fisher Pivots for day following 05-Nov-2013
Pivot 1 day 3 day
R1 1.3490 1.3518
PP 1.3486 1.3504
S1 1.3481 1.3491

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

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