CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 07-Nov-2013
Day Change Summary
Previous Current
06-Nov-2013 07-Nov-2013 Change Change % Previous Week
Open 1.3530 1.3467 -0.0063 -0.5% 1.3809
High 1.3530 1.3467 -0.0063 -0.5% 1.3809
Low 1.3530 1.3318 -0.0212 -1.6% 1.3502
Close 1.3530 1.3438 -0.0092 -0.7% 1.3502
Range 0.0000 0.0149 0.0149 0.0307
ATR
Volume 4 4 0 0.0% 7
Daily Pivots for day following 07-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3855 1.3795 1.3520
R3 1.3706 1.3646 1.3479
R2 1.3557 1.3557 1.3465
R1 1.3497 1.3497 1.3452 1.3453
PP 1.3408 1.3408 1.3408 1.3385
S1 1.3348 1.3348 1.3424 1.3304
S2 1.3259 1.3259 1.3411
S3 1.3110 1.3199 1.3397
S4 1.2961 1.3050 1.3356
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.4525 1.4321 1.3671
R3 1.4218 1.4014 1.3586
R2 1.3911 1.3911 1.3558
R1 1.3707 1.3707 1.3530 1.3656
PP 1.3604 1.3604 1.3604 1.3579
S1 1.3400 1.3400 1.3474 1.3349
S2 1.3297 1.3297 1.3446
S3 1.2990 1.3093 1.3418
S4 1.2683 1.2786 1.3333
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3535 1.3318 0.0217 1.6% 0.0036 0.3% 55% False True 3
10 1.3810 1.3318 0.0492 3.7% 0.0029 0.2% 24% False True 2
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 0.0000
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.4100
2.618 1.3857
1.618 1.3708
1.000 1.3616
0.618 1.3559
HIGH 1.3467
0.618 1.3410
0.500 1.3393
0.382 1.3375
LOW 1.3318
0.618 1.3226
1.000 1.3169
1.618 1.3077
2.618 1.2928
4.250 1.2685
Fisher Pivots for day following 07-Nov-2013
Pivot 1 day 3 day
R1 1.3423 1.3433
PP 1.3408 1.3429
S1 1.3393 1.3424

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

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