CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 14-Nov-2013
Day Change Summary
Previous Current
13-Nov-2013 14-Nov-2013 Change Change % Previous Week
Open 1.3500 1.3464 -0.0036 -0.3% 1.3526
High 1.3500 1.3464 -0.0036 -0.3% 1.3530
Low 1.3474 1.3464 -0.0010 -0.1% 1.3318
Close 1.3474 1.3464 -0.0010 -0.1% 1.3366
Range 0.0026 0.0000 -0.0026 -100.0% 0.0212
ATR 0.0057 0.0054 -0.0003 -5.9% 0.0000
Volume 7 1 -6 -85.7% 35
Daily Pivots for day following 14-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3464 1.3464 1.3464
R3 1.3464 1.3464 1.3464
R2 1.3464 1.3464 1.3464
R1 1.3464 1.3464 1.3464 1.3464
PP 1.3464 1.3464 1.3464 1.3464
S1 1.3464 1.3464 1.3464 1.3464
S2 1.3464 1.3464 1.3464
S3 1.3464 1.3464 1.3464
S4 1.3464 1.3464 1.3464
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 1.3366 0.0134 1.0% 0.0022 0.2% 73% False False 8
10 1.3535 1.3318 0.0217 1.6% 0.0029 0.2% 67% False False 6
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3464
2.618 1.3464
1.618 1.3464
1.000 1.3464
0.618 1.3464
HIGH 1.3464
0.618 1.3464
0.500 1.3464
0.382 1.3464
LOW 1.3464
0.618 1.3464
1.000 1.3464
1.618 1.3464
2.618 1.3464
4.250 1.3464
Fisher Pivots for day following 14-Nov-2013
Pivot 1 day 3 day
R1 1.3464 1.3469
PP 1.3464 1.3467
S1 1.3464 1.3466

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

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