CME Euro FX (E) Future September 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 1.3498 1.3550 0.0052 0.4% 1.3414
High 1.3498 1.3550 0.0052 0.4% 1.3500
Low 1.3498 1.3508 0.0010 0.1% 1.3414
Close 1.3498 1.3508 0.0010 0.1% 1.3498
Range 0.0000 0.0042 0.0042 0.0086
ATR 0.0052 0.0052 0.0000 0.0% 0.0000
Volume 1 1 0 0.0% 23
Daily Pivots for day following 18-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3648 1.3620 1.3531
R3 1.3606 1.3578 1.3520
R2 1.3564 1.3564 1.3516
R1 1.3536 1.3536 1.3512 1.3529
PP 1.3522 1.3522 1.3522 1.3519
S1 1.3494 1.3494 1.3504 1.3487
S2 1.3480 1.3480 1.3500
S3 1.3438 1.3452 1.3496
S4 1.3396 1.3410 1.3485
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3729 1.3699 1.3545
R3 1.3643 1.3613 1.3522
R2 1.3557 1.3557 1.3514
R1 1.3527 1.3527 1.3506 1.3542
PP 1.3471 1.3471 1.3471 1.3478
S1 1.3441 1.3441 1.3490 1.3456
S2 1.3385 1.3385 1.3482
S3 1.3299 1.3355 1.3474
S4 1.3213 1.3269 1.3451
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3550 1.3438 0.0112 0.8% 0.0014 0.1% 63% True False 3
10 1.3550 1.3318 0.0232 1.7% 0.0030 0.2% 82% True False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3729
2.618 1.3660
1.618 1.3618
1.000 1.3592
0.618 1.3576
HIGH 1.3550
0.618 1.3534
0.500 1.3529
0.382 1.3524
LOW 1.3508
0.618 1.3482
1.000 1.3466
1.618 1.3440
2.618 1.3398
4.250 1.3330
Fisher Pivots for day following 18-Nov-2013
Pivot 1 day 3 day
R1 1.3529 1.3508
PP 1.3522 1.3507
S1 1.3515 1.3507

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

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