CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 26-Nov-2013
Day Change Summary
Previous Current
25-Nov-2013 26-Nov-2013 Change Change % Previous Week
Open 1.3556 1.3520 -0.0036 -0.3% 1.3487
High 1.3559 1.3577 0.0018 0.1% 1.3580
Low 1.3492 1.3519 0.0027 0.2% 1.3402
Close 1.3517 1.3576 0.0059 0.4% 1.3552
Range 0.0067 0.0058 -0.0009 -13.4% 0.0178
ATR 0.0088 0.0086 -0.0002 -2.3% 0.0000
Volume 1,632 1,040 -592 -36.3% 5,922
Daily Pivots for day following 26-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3731 1.3712 1.3608
R3 1.3673 1.3654 1.3592
R2 1.3615 1.3615 1.3587
R1 1.3596 1.3596 1.3581 1.3606
PP 1.3557 1.3557 1.3557 1.3562
S1 1.3538 1.3538 1.3571 1.3548
S2 1.3499 1.3499 1.3565
S3 1.3441 1.3480 1.3560
S4 1.3383 1.3422 1.3544
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.4045 1.3977 1.3650
R3 1.3867 1.3799 1.3601
R2 1.3689 1.3689 1.3585
R1 1.3621 1.3621 1.3568 1.3655
PP 1.3511 1.3511 1.3511 1.3529
S1 1.3443 1.3443 1.3536 1.3477
S2 1.3333 1.3333 1.3519
S3 1.3155 1.3265 1.3503
S4 1.2977 1.3087 1.3454
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3580 1.3402 0.0178 1.3% 0.0093 0.7% 98% False False 1,511
10 1.3580 1.3394 0.0186 1.4% 0.0083 0.6% 98% False False 1,046
20 1.3784 1.3300 0.0484 3.6% 0.0096 0.7% 57% False False 922
40 1.3834 1.3300 0.0534 3.9% 0.0083 0.6% 52% False False 631
60 1.3834 1.3123 0.0711 5.2% 0.0075 0.6% 64% False False 461
80 1.3834 1.3123 0.0711 5.2% 0.0064 0.5% 64% False False 347
100 1.3834 1.2781 0.1053 7.8% 0.0058 0.4% 75% False False 280
120 1.3834 1.2781 0.1053 7.8% 0.0057 0.4% 75% False False 235
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 0.0020
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3824
2.618 1.3729
1.618 1.3671
1.000 1.3635
0.618 1.3613
HIGH 1.3577
0.618 1.3555
0.500 1.3548
0.382 1.3541
LOW 1.3519
0.618 1.3483
1.000 1.3461
1.618 1.3425
2.618 1.3367
4.250 1.3273
Fisher Pivots for day following 26-Nov-2013
Pivot 1 day 3 day
R1 1.3567 1.3558
PP 1.3557 1.3540
S1 1.3548 1.3522

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

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