CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 04-Oct-2013
Day Change Summary
Previous Current
03-Oct-2013 04-Oct-2013 Change Change % Previous Week
Open 1.3582 1.3624 0.0042 0.3% 1.3481
High 1.3649 1.3635 -0.0014 -0.1% 1.3649
Low 1.3580 1.3541 -0.0039 -0.3% 1.3480
Close 1.3624 1.3558 -0.0066 -0.5% 1.3558
Range 0.0069 0.0094 0.0025 36.2% 0.0169
ATR 0.0080 0.0081 0.0001 1.2% 0.0000
Volume 164,740 152,800 -11,940 -7.2% 894,426
Daily Pivots for day following 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.3860 1.3803 1.3610
R3 1.3766 1.3709 1.3584
R2 1.3672 1.3672 1.3575
R1 1.3615 1.3615 1.3567 1.3597
PP 1.3578 1.3578 1.3578 1.3569
S1 1.3521 1.3521 1.3549 1.3503
S2 1.3484 1.3484 1.3541
S3 1.3390 1.3427 1.3532
S4 1.3296 1.3333 1.3506
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.4069 1.3983 1.3651
R3 1.3900 1.3814 1.3604
R2 1.3731 1.3731 1.3589
R1 1.3645 1.3645 1.3573 1.3688
PP 1.3562 1.3562 1.3562 1.3584
S1 1.3476 1.3476 1.3543 1.3519
S2 1.3393 1.3393 1.3527
S3 1.3224 1.3307 1.3512
S4 1.3055 1.3138 1.3465
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3649 1.3480 0.0169 1.2% 0.0083 0.6% 46% False False 178,885
10 1.3649 1.3464 0.0185 1.4% 0.0076 0.6% 51% False False 160,930
20 1.3649 1.3171 0.0478 3.5% 0.0078 0.6% 81% False False 150,050
40 1.3649 1.3110 0.0539 4.0% 0.0080 0.6% 83% False False 76,752
60 1.3649 1.3008 0.0641 4.7% 0.0080 0.6% 86% False False 51,301
80 1.3649 1.2760 0.0889 6.6% 0.0087 0.6% 90% False False 38,547
100 1.3649 1.2760 0.0889 6.6% 0.0084 0.6% 90% False False 30,849
120 1.3649 1.2760 0.0889 6.6% 0.0081 0.6% 90% False False 25,711
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4035
2.618 1.3881
1.618 1.3787
1.000 1.3729
0.618 1.3693
HIGH 1.3635
0.618 1.3599
0.500 1.3588
0.382 1.3577
LOW 1.3541
0.618 1.3483
1.000 1.3447
1.618 1.3389
2.618 1.3295
4.250 1.3142
Fisher Pivots for day following 04-Oct-2013
Pivot 1 day 3 day
R1 1.3588 1.3578
PP 1.3578 1.3571
S1 1.3568 1.3565

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.