CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 05-Dec-2013
Day Change Summary
Previous Current
04-Dec-2013 05-Dec-2013 Change Change % Previous Week
Open 1.3592 1.3593 0.0001 0.0% 1.3556
High 1.3607 1.3678 0.0071 0.5% 1.3623
Low 1.3530 1.3545 0.0015 0.1% 1.3492
Close 1.3589 1.3676 0.0087 0.6% 1.3588
Range 0.0077 0.0133 0.0056 72.7% 0.0131
ATR 0.0083 0.0086 0.0004 4.3% 0.0000
Volume 15,623 21,325 5,702 36.5% 12,068
Daily Pivots for day following 05-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.4032 1.3987 1.3749
R3 1.3899 1.3854 1.3713
R2 1.3766 1.3766 1.3700
R1 1.3721 1.3721 1.3688 1.3744
PP 1.3633 1.3633 1.3633 1.3644
S1 1.3588 1.3588 1.3664 1.3611
S2 1.3500 1.3500 1.3652
S3 1.3367 1.3455 1.3639
S4 1.3234 1.3322 1.3603
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 1.3678 1.3526 0.0152 1.1% 0.0091 0.7% 99% True False 9,373
10 1.3678 1.3402 0.0276 2.0% 0.0081 0.6% 99% True False 6,076
20 1.3678 1.3300 0.0378 2.8% 0.0092 0.7% 99% True False 3,426
40 1.3834 1.3300 0.0534 3.9% 0.0085 0.6% 70% False False 1,950
60 1.3834 1.3270 0.0564 4.1% 0.0078 0.6% 72% False False 1,365
80 1.3834 1.3123 0.0711 5.2% 0.0069 0.5% 78% False False 1,027
100 1.3834 1.3109 0.0725 5.3% 0.0062 0.5% 78% False False 824
120 1.3834 1.2781 0.1053 7.7% 0.0061 0.4% 85% False False 689
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 0.0019
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.4243
2.618 1.4026
1.618 1.3893
1.000 1.3811
0.618 1.3760
HIGH 1.3678
0.618 1.3627
0.500 1.3612
0.382 1.3596
LOW 1.3545
0.618 1.3463
1.000 1.3412
1.618 1.3330
2.618 1.3197
4.250 1.2980
Fisher Pivots for day following 05-Dec-2013
Pivot 1 day 3 day
R1 1.3655 1.3651
PP 1.3633 1.3627
S1 1.3612 1.3602

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

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