CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 13-Dec-2013
Day Change Summary
Previous Current
12-Dec-2013 13-Dec-2013 Change Change % Previous Week
Open 1.3762 1.3734 -0.0028 -0.2% 1.3711
High 1.3766 1.3734 -0.0032 -0.2% 1.3792
Low 1.3744 1.3734 -0.0010 -0.1% 1.3711
Close 1.3744 1.3734 -0.0010 -0.1% 1.3734
Range 0.0022 0.0000 -0.0022 -100.0% 0.0081
ATR 0.0049 0.0046 -0.0003 -5.7% 0.0000
Volume 20 8 -12 -60.0% 53
Daily Pivots for day following 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.3734 1.3734 1.3734
R3 1.3734 1.3734 1.3734
R2 1.3734 1.3734 1.3734
R1 1.3734 1.3734 1.3734 1.3734
PP 1.3734 1.3734 1.3734 1.3734
S1 1.3734 1.3734 1.3734 1.3734
S2 1.3734 1.3734 1.3734
S3 1.3734 1.3734 1.3734
S4 1.3734 1.3734 1.3734
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.3989 1.3942 1.3779
R3 1.3908 1.3861 1.3756
R2 1.3827 1.3827 1.3749
R1 1.3780 1.3780 1.3741 1.3804
PP 1.3746 1.3746 1.3746 1.3757
S1 1.3699 1.3699 1.3727 1.3723
S2 1.3665 1.3665 1.3719
S3 1.3584 1.3618 1.3712
S4 1.3503 1.3537 1.3689
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3792 1.3711 0.0081 0.6% 0.0026 0.2% 28% False False 10
10 1.3792 1.3546 0.0246 1.8% 0.0035 0.3% 76% False False 7
20 1.3792 1.3429 0.0363 2.6% 0.0025 0.2% 84% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0002
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.3734
2.618 1.3734
1.618 1.3734
1.000 1.3734
0.618 1.3734
HIGH 1.3734
0.618 1.3734
0.500 1.3734
0.382 1.3734
LOW 1.3734
0.618 1.3734
1.000 1.3734
1.618 1.3734
2.618 1.3734
4.250 1.3734
Fisher Pivots for day following 13-Dec-2013
Pivot 1 day 3 day
R1 1.3734 1.3763
PP 1.3734 1.3753
S1 1.3734 1.3744

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

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