CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 22-Nov-2013
Day Change Summary
Previous Current
21-Nov-2013 22-Nov-2013 Change Change % Previous Week
Open 1.3469 1.3529 0.0060 0.4% 1.3550
High 1.3469 1.3557 0.0088 0.7% 1.3557
Low 1.3469 1.3529 0.0060 0.4% 1.3429
Close 1.3469 1.3557 0.0088 0.7% 1.3557
Range 0.0000 0.0028 0.0028 0.0128
ATR 0.0054 0.0056 0.0002 4.5% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3632 1.3622 1.3572
R3 1.3604 1.3594 1.3565
R2 1.3576 1.3576 1.3562
R1 1.3566 1.3566 1.3560 1.3571
PP 1.3548 1.3548 1.3548 1.3550
S1 1.3538 1.3538 1.3554 1.3543
S2 1.3520 1.3520 1.3552
S3 1.3492 1.3510 1.3549
S4 1.3464 1.3482 1.3542
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3898 1.3856 1.3627
R3 1.3770 1.3728 1.3592
R2 1.3642 1.3642 1.3580
R1 1.3600 1.3600 1.3569 1.3621
PP 1.3514 1.3514 1.3514 1.3525
S1 1.3472 1.3472 1.3545 1.3493
S2 1.3386 1.3386 1.3534
S3 1.3258 1.3344 1.3522
S4 1.3130 1.3216 1.3487
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3557 1.3429 0.0128 0.9% 0.0014 0.1% 100% True False 1
10 1.3557 1.3414 0.0143 1.1% 0.0010 0.1% 100% True False 2
20 1.3809 1.3318 0.0491 3.6% 0.0024 0.2% 49% False False 3
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 0.0000
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3676
2.618 1.3630
1.618 1.3602
1.000 1.3585
0.618 1.3574
HIGH 1.3557
0.618 1.3546
0.500 1.3543
0.382 1.3540
LOW 1.3529
0.618 1.3512
1.000 1.3501
1.618 1.3484
2.618 1.3456
4.250 1.3410
Fisher Pivots for day following 22-Nov-2013
Pivot 1 day 3 day
R1 1.3552 1.3536
PP 1.3548 1.3514
S1 1.3543 1.3493

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

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