CME Euro FX (E) Future June 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 1.3588 1.3559 -0.0029 -0.2% 1.3565
High 1.3588 1.3607 0.0019 0.1% 1.3617
Low 1.3543 1.3559 0.0016 0.1% 1.3495
Close 1.3543 1.3594 0.0051 0.4% 1.3591
Range 0.0045 0.0048 0.0003 6.7% 0.0122
ATR 0.0062 0.0062 0.0000 0.2% 0.0000
Volume 53 13 -40 -75.5% 113
Daily Pivots for day following 03-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.3731 1.3710 1.3620
R3 1.3683 1.3662 1.3607
R2 1.3635 1.3635 1.3603
R1 1.3614 1.3614 1.3598 1.3625
PP 1.3587 1.3587 1.3587 1.3592
S1 1.3566 1.3566 1.3590 1.3577
S2 1.3539 1.3539 1.3585
S3 1.3491 1.3518 1.3581
S4 1.3443 1.3470 1.3568
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3934 1.3884 1.3658
R3 1.3812 1.3762 1.3625
R2 1.3690 1.3690 1.3613
R1 1.3640 1.3640 1.3602 1.3665
PP 1.3568 1.3568 1.3568 1.3580
S1 1.3518 1.3518 1.3580 1.3543
S2 1.3446 1.3446 1.3569
S3 1.3324 1.3396 1.3557
S4 1.3202 1.3274 1.3524
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3617 1.3525 0.0092 0.7% 0.0043 0.3% 75% False False 29
10 1.3617 1.3405 0.0212 1.6% 0.0055 0.4% 89% False False 27
20 1.3617 1.3302 0.0315 2.3% 0.0059 0.4% 93% False False 20
40 1.3820 1.3302 0.0518 3.8% 0.0048 0.4% 56% False False 15
60 1.3820 1.3270 0.0550 4.0% 0.0037 0.3% 59% False False 11
80 1.3820 1.3131 0.0689 5.1% 0.0031 0.2% 67% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3811
2.618 1.3733
1.618 1.3685
1.000 1.3655
0.618 1.3637
HIGH 1.3607
0.618 1.3589
0.500 1.3583
0.382 1.3577
LOW 1.3559
0.618 1.3529
1.000 1.3511
1.618 1.3481
2.618 1.3433
4.250 1.3355
Fisher Pivots for day following 03-Dec-2013
Pivot 1 day 3 day
R1 1.3590 1.3589
PP 1.3587 1.3585
S1 1.3583 1.3580

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

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