CME Euro FX (E) Future September 2014

Trading Metrics calculated at close of trading on 18-Dec-2013

Day Change Summary
	Previous	Current
	17-Dec-2013	18-Dec-2013	Change	Change %	Previous Week
Open	1.3767	1.3733	-0.0034	-0.2%	1.3711
High	1.3767	1.3775	0.0008	0.1%	1.3792
Low	1.3767	1.3680	-0.0087	-0.6%	1.3711
Close	1.3767	1.3760	-0.0007	-0.1%	1.3734
Range	0.0000	0.0095	0.0095		0.0081
ATR	0.0043	0.0047	0.0004	8.6%	0.0000
Volume	17	17	0	0.0%	53

Daily Pivots for day following 18-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.4023	1.3987	1.3812
R3	1.3928	1.3892	1.3786
R2	1.3833	1.3833	1.3777
R1	1.3797	1.3797	1.3769	1.3815
PP	1.3738	1.3738	1.3738	1.3748
S1	1.3702	1.3702	1.3751	1.3720
S2	1.3643	1.3643	1.3743
S3	1.3548	1.3607	1.3734
S4	1.3453	1.3512	1.3708

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	1.3775	1.3680	0.0095	0.7%	0.0027	0.2%	84%	True	True	14
10	1.3792	1.3576	0.0216	1.6%	0.0038	0.3%	85%	False	False	10
20	1.3792	1.3429	0.0363	2.6%	0.0028	0.2%	91%	False	False	6

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	0.0007
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.4179
2.618	1.4024
1.618	1.3929
1.000	1.3870
0.618	1.3834
HIGH	1.3775
0.618	1.3739
0.500	1.3728
0.382	1.3716
LOW	1.3680
0.618	1.3621
1.000	1.3585
1.618	1.3526
2.618	1.3431
4.250	1.3276

Fisher Pivots for day following 18-Dec-2013
Pivot	1 day	3 day
R1	1.3749	1.3749
PP	1.3738	1.3738
S1	1.3728	1.3728

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