CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 03-Dec-2013
Day Change Summary
Previous Current
02-Dec-2013 03-Dec-2013 Change Change % Previous Week
Open 1.3553 1.3546 -0.0007 -0.1% 1.3522
High 1.3553 1.3598 0.0045 0.3% 1.3611
Low 1.3547 1.3546 -0.0001 0.0% 1.3522
Close 1.3547 1.3598 0.0051 0.4% 1.3595
Range 0.0006 0.0052 0.0046 766.7% 0.0089
ATR 0.0051 0.0051 0.0000 0.1% 0.0000
Volume 8 2 -6 -75.0% 7
Daily Pivots for day following 03-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.3737 1.3719 1.3627
R3 1.3685 1.3667 1.3612
R2 1.3633 1.3633 1.3608
R1 1.3615 1.3615 1.3603 1.3624
PP 1.3581 1.3581 1.3581 1.3585
S1 1.3563 1.3563 1.3593 1.3572
S2 1.3529 1.3529 1.3588
S3 1.3477 1.3511 1.3584
S4 1.3425 1.3459 1.3569
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 1.3546 0.0065 0.5% 0.0026 0.2% 80% False True 3
10 1.3611 1.3429 0.0182 1.3% 0.0016 0.1% 93% False False 2
20 1.3611 1.3318 0.0293 2.2% 0.0023 0.2% 96% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.3819
2.618 1.3734
1.618 1.3682
1.000 1.3650
0.618 1.3630
HIGH 1.3598
0.618 1.3578
0.500 1.3572
0.382 1.3566
LOW 1.3546
0.618 1.3514
1.000 1.3494
1.618 1.3462
2.618 1.3410
4.250 1.3325
Fisher Pivots for day following 03-Dec-2013
Pivot 1 day 3 day
R1 1.3589 1.3591
PP 1.3581 1.3584
S1 1.3572 1.3578

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

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