CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 03-Dec-2013
Day Change Summary
Previous Current
02-Dec-2013 03-Dec-2013 Change Change % Previous Week
Open 1.3592 1.3543 -0.0049 -0.4% 1.3556
High 1.3617 1.3615 -0.0002 0.0% 1.3623
Low 1.3530 1.3526 -0.0004 0.0% 1.3492
Close 1.3541 1.3592 0.0051 0.4% 1.3588
Range 0.0087 0.0089 0.0002 2.3% 0.0131
ATR 0.0083 0.0083 0.0000 0.5% 0.0000
Volume 3,355 4,794 1,439 42.9% 12,068
Daily Pivots for day following 03-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.3845 1.3807 1.3641
R3 1.3756 1.3718 1.3616
R2 1.3667 1.3667 1.3608
R1 1.3629 1.3629 1.3600 1.3648
PP 1.3578 1.3578 1.3578 1.3587
S1 1.3540 1.3540 1.3584 1.3559
S2 1.3489 1.3489 1.3576
S3 1.3400 1.3451 1.3568
S4 1.3311 1.3362 1.3543
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3961 1.3905 1.3660
R3 1.3830 1.3774 1.3624
R2 1.3699 1.3699 1.3612
R1 1.3643 1.3643 1.3600 1.3671
PP 1.3568 1.3568 1.3568 1.3582
S1 1.3512 1.3512 1.3576 1.3540
S2 1.3437 1.3437 1.3564
S3 1.3306 1.3381 1.3552
S4 1.3175 1.3250 1.3516
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3623 1.3519 0.0104 0.8% 0.0071 0.5% 70% False False 3,717
10 1.3623 1.3402 0.0221 1.6% 0.0082 0.6% 86% False False 2,579
20 1.3623 1.3300 0.0323 2.4% 0.0089 0.7% 90% False False 1,611
40 1.3834 1.3300 0.0534 3.9% 0.0083 0.6% 55% False False 1,040
60 1.3834 1.3253 0.0581 4.3% 0.0076 0.6% 58% False False 751
80 1.3834 1.3123 0.0711 5.2% 0.0067 0.5% 66% False False 566
100 1.3834 1.3070 0.0764 5.6% 0.0060 0.4% 68% False False 455
120 1.3834 1.2781 0.1053 7.7% 0.0059 0.4% 77% False False 381
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3993
2.618 1.3848
1.618 1.3759
1.000 1.3704
0.618 1.3670
HIGH 1.3615
0.618 1.3581
0.500 1.3571
0.382 1.3560
LOW 1.3526
0.618 1.3471
1.000 1.3437
1.618 1.3382
2.618 1.3293
4.250 1.3148
Fisher Pivots for day following 03-Dec-2013
Pivot 1 day 3 day
R1 1.3585 1.3586
PP 1.3578 1.3580
S1 1.3571 1.3575

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

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