CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 29-Nov-2013
Day Change Summary
Previous Current
27-Nov-2013 29-Nov-2013 Change Change % Previous Week
Open 1.3600 1.3606 0.0006 0.0% 1.3522
High 1.3611 1.3609 -0.0002 0.0% 1.3611
Low 1.3581 1.3595 0.0014 0.1% 1.3522
Close 1.3581 1.3595 0.0014 0.1% 1.3595
Range 0.0030 0.0014 -0.0016 -53.3% 0.0089
ATR 0.0053 0.0052 -0.0002 -3.4% 0.0000
Volume 2 3 1 50.0% 7
Daily Pivots for day following 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3642 1.3632 1.3603
R3 1.3628 1.3618 1.3599
R2 1.3614 1.3614 1.3598
R1 1.3604 1.3604 1.3596 1.3602
PP 1.3600 1.3600 1.3600 1.3599
S1 1.3590 1.3590 1.3594 1.3588
S2 1.3586 1.3586 1.3592
S3 1.3572 1.3576 1.3591
S4 1.3558 1.3562 1.3587
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3843 1.3808 1.3644
R3 1.3754 1.3719 1.3619
R2 1.3665 1.3665 1.3611
R1 1.3630 1.3630 1.3603 1.3648
PP 1.3576 1.3576 1.3576 1.3585
S1 1.3541 1.3541 1.3587 1.3559
S2 1.3487 1.3487 1.3579
S3 1.3398 1.3452 1.3571
S4 1.3309 1.3363 1.3546
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3611 1.3522 0.0089 0.7% 0.0020 0.1% 82% False False 1
10 1.3611 1.3429 0.0182 1.3% 0.0014 0.1% 91% False False 1
20 1.3611 1.3318 0.0293 2.2% 0.0022 0.2% 95% False False 3
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3669
2.618 1.3646
1.618 1.3632
1.000 1.3623
0.618 1.3618
HIGH 1.3609
0.618 1.3604
0.500 1.3602
0.382 1.3600
LOW 1.3595
0.618 1.3586
1.000 1.3581
1.618 1.3572
2.618 1.3558
4.250 1.3536
Fisher Pivots for day following 29-Nov-2013
Pivot 1 day 3 day
R1 1.3602 1.3591
PP 1.3600 1.3586
S1 1.3597 1.3582

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

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