CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 18-Nov-2013
Day Change Summary
Previous Current
15-Nov-2013 18-Nov-2013 Change Change % Previous Week
Open 1.3467 1.3535 0.0068 0.5% 1.3410
High 1.3501 1.3541 0.0040 0.3% 1.3501
Low 1.3467 1.3501 0.0034 0.3% 1.3396
Close 1.3495 1.3505 0.0010 0.1% 1.3495
Range 0.0034 0.0040 0.0006 17.6% 0.0105
ATR 0.0065 0.0063 -0.0001 -2.1% 0.0000
Volume 11 3 -8 -72.7% 61
Daily Pivots for day following 18-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3636 1.3610 1.3527
R3 1.3596 1.3570 1.3516
R2 1.3556 1.3556 1.3512
R1 1.3530 1.3530 1.3509 1.3523
PP 1.3516 1.3516 1.3516 1.3512
S1 1.3490 1.3490 1.3501 1.3483
S2 1.3476 1.3476 1.3498
S3 1.3436 1.3450 1.3494
S4 1.3396 1.3410 1.3483
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3779 1.3742 1.3553
R3 1.3674 1.3637 1.3524
R2 1.3569 1.3569 1.3514
R1 1.3532 1.3532 1.3505 1.3551
PP 1.3464 1.3464 1.3464 1.3473
S1 1.3427 1.3427 1.3485 1.3446
S2 1.3359 1.3359 1.3476
S3 1.3254 1.3322 1.3466
S4 1.3149 1.3217 1.3437
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3541 1.3396 0.0145 1.1% 0.0047 0.3% 75% True False 7
10 1.3541 1.3302 0.0239 1.8% 0.0063 0.5% 85% True False 13
20 1.3820 1.3302 0.0518 3.8% 0.0052 0.4% 39% False False 14
40 1.3820 1.3302 0.0518 3.8% 0.0036 0.3% 39% False False 8
60 1.3820 1.3131 0.0689 5.1% 0.0032 0.2% 54% False False 7
80 1.3820 1.3131 0.0689 5.1% 0.0026 0.2% 54% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3711
2.618 1.3646
1.618 1.3606
1.000 1.3581
0.618 1.3566
HIGH 1.3541
0.618 1.3526
0.500 1.3521
0.382 1.3516
LOW 1.3501
0.618 1.3476
1.000 1.3461
1.618 1.3436
2.618 1.3396
4.250 1.3331
Fisher Pivots for day following 18-Nov-2013
Pivot 1 day 3 day
R1 1.3521 1.3499
PP 1.3516 1.3493
S1 1.3510 1.3488

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

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