CME Euro FX (E) Future September 2014

Trading Metrics calculated at close of trading on 05-Dec-2013

Day Change Summary
	Previous	Current
	04-Dec-2013	05-Dec-2013	Change	Change %	Previous Week
Open	1.3596	1.3576	-0.0020	-0.1%	1.3522
High	1.3612	1.3679	0.0067	0.5%	1.3611
Low	1.3594	1.3576	-0.0018	-0.1%	1.3522
Close	1.3594	1.3679	0.0085	0.6%	1.3595
Range	0.0018	0.0103	0.0085	472.2%	0.0089
ATR	0.0049	0.0053	0.0004	7.9%	0.0000
Volume	1	6	5	500.0%	7

Daily Pivots for day following 05-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3954	1.3919	1.3736
R3	1.3851	1.3816	1.3707
R2	1.3748	1.3748	1.3698
R1	1.3713	1.3713	1.3688	1.3731
PP	1.3645	1.3645	1.3645	1.3653
S1	1.3610	1.3610	1.3670	1.3628
S2	1.3542	1.3542	1.3660
S3	1.3439	1.3507	1.3651
S4	1.3336	1.3404	1.3622

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	1.3679	1.3546	0.0133	1.0%	0.0039	0.3%	100%	True	False	4
10	1.3679	1.3469	0.0210	1.5%	0.0028	0.2%	100%	True	False	2
20	1.3679	1.3318	0.0361	2.6%	0.0029	0.2%	100%	True	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	0.0002
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	1.4117
2.618	1.3949
1.618	1.3846
1.000	1.3782
0.618	1.3743
HIGH	1.3679
0.618	1.3640
0.500	1.3628
0.382	1.3615
LOW	1.3576
0.618	1.3512
1.000	1.3473
1.618	1.3409
2.618	1.3306
4.250	1.3138

Fisher Pivots for day following 05-Dec-2013
Pivot	1 day	3 day
R1	1.3662	1.3657
PP	1.3645	1.3635
S1	1.3628	1.3613

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols