CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 26-Nov-2013
Day Change Summary
Previous Current
25-Nov-2013 26-Nov-2013 Change Change % Previous Week
Open 1.3522 1.3553 0.0031 0.2% 1.3550
High 1.3522 1.3582 0.0060 0.4% 1.3557
Low 1.3522 1.3553 0.0031 0.2% 1.3429
Close 1.3522 1.3582 0.0060 0.4% 1.3557
Range 0.0000 0.0029 0.0029 0.0128
ATR 0.0055 0.0055 0.0000 0.7% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 26-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3659 1.3650 1.3598
R3 1.3630 1.3621 1.3590
R2 1.3601 1.3601 1.3587
R1 1.3592 1.3592 1.3585 1.3597
PP 1.3572 1.3572 1.3572 1.3575
S1 1.3563 1.3563 1.3579 1.3568
S2 1.3543 1.3543 1.3577
S3 1.3514 1.3534 1.3574
S4 1.3485 1.3505 1.3566
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 1.3582 1.3429 0.0153 1.1% 0.0011 0.1% 100% True False 1
10 1.3582 1.3429 0.0153 1.1% 0.0013 0.1% 100% True False 1
20 1.3732 1.3318 0.0414 3.0% 0.0025 0.2% 64% False False 3
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 0.0000
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3705
2.618 1.3658
1.618 1.3629
1.000 1.3611
0.618 1.3600
HIGH 1.3582
0.618 1.3571
0.500 1.3568
0.382 1.3564
LOW 1.3553
0.618 1.3535
1.000 1.3524
1.618 1.3506
2.618 1.3477
4.250 1.3430
Fisher Pivots for day following 26-Nov-2013
Pivot 1 day 3 day
R1 1.3577 1.3572
PP 1.3572 1.3562
S1 1.3568 1.3552

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

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