CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 13-Nov-2013
Day Change Summary
Previous Current
12-Nov-2013 13-Nov-2013 Change Change % Previous Week
Open 1.3438 1.3500 0.0062 0.5% 1.3526
High 1.3438 1.3500 0.0062 0.5% 1.3530
Low 1.3438 1.3474 0.0036 0.3% 1.3318
Close 1.3438 1.3474 0.0036 0.3% 1.3366
Range 0.0000 0.0026 0.0026 0.0212
ATR 0.0057 0.0057 0.0000 0.7% 0.0000
Volume 7 7 0 0.0% 35
Daily Pivots for day following 13-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3561 1.3543 1.3488
R3 1.3535 1.3517 1.3481
R2 1.3509 1.3509 1.3479
R1 1.3491 1.3491 1.3476 1.3487
PP 1.3483 1.3483 1.3483 1.3481
S1 1.3465 1.3465 1.3472 1.3461
S2 1.3457 1.3457 1.3469
S3 1.3431 1.3439 1.3467
S4 1.3405 1.3413 1.3460
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.4041 1.3915 1.3483
R3 1.3829 1.3703 1.3424
R2 1.3617 1.3617 1.3405
R1 1.3491 1.3491 1.3385 1.3448
PP 1.3405 1.3405 1.3405 1.3383
S1 1.3279 1.3279 1.3347 1.3236
S2 1.3193 1.3193 1.3327
S3 1.2981 1.3067 1.3308
S4 1.2769 1.2855 1.3249
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3500 1.3318 0.0182 1.4% 0.0052 0.4% 86% True False 8
10 1.3710 1.3318 0.0392 2.9% 0.0040 0.3% 40% 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 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3611
2.618 1.3568
1.618 1.3542
1.000 1.3526
0.618 1.3516
HIGH 1.3500
0.618 1.3490
0.500 1.3487
0.382 1.3484
LOW 1.3474
0.618 1.3458
1.000 1.3448
1.618 1.3432
2.618 1.3406
4.250 1.3364
Fisher Pivots for day following 13-Nov-2013
Pivot 1 day 3 day
R1 1.3487 1.3468
PP 1.3483 1.3463
S1 1.3478 1.3457

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

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