CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 02-Dec-2013
Day Change Summary
Previous Current
29-Nov-2013 02-Dec-2013 Change Change % Previous Week
Open 1.3606 1.3553 -0.0053 -0.4% 1.3522
High 1.3609 1.3553 -0.0056 -0.4% 1.3611
Low 1.3595 1.3547 -0.0048 -0.4% 1.3522
Close 1.3595 1.3547 -0.0048 -0.4% 1.3595
Range 0.0014 0.0006 -0.0008 -57.1% 0.0089
ATR 0.0052 0.0051 0.0000 -0.5% 0.0000
Volume 3 8 5 166.7% 7
Daily Pivots for day following 02-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.3567 1.3563 1.3550
R3 1.3561 1.3557 1.3549
R2 1.3555 1.3555 1.3548
R1 1.3551 1.3551 1.3548 1.3550
PP 1.3549 1.3549 1.3549 1.3549
S1 1.3545 1.3545 1.3546 1.3544
S2 1.3543 1.3543 1.3546
S3 1.3537 1.3539 1.3545
S4 1.3531 1.3533 1.3544
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% 0.0016 0.1% 28% False False 3
10 1.3611 1.3429 0.0182 1.3% 0.0015 0.1% 65% False False 2
20 1.3611 1.3318 0.0293 2.2% 0.0020 0.2% 78% False False 3
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3579
2.618 1.3569
1.618 1.3563
1.000 1.3559
0.618 1.3557
HIGH 1.3553
0.618 1.3551
0.500 1.3550
0.382 1.3549
LOW 1.3547
0.618 1.3543
1.000 1.3541
1.618 1.3537
2.618 1.3531
4.250 1.3522
Fisher Pivots for day following 02-Dec-2013
Pivot 1 day 3 day
R1 1.3550 1.3579
PP 1.3549 1.3568
S1 1.3548 1.3558

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

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