CME Euro FX (E) Future December 2013


Trading Metrics calculated at close of trading on 18-Nov-2013
Day Change Summary
Previous Current
15-Nov-2013 18-Nov-2013 Change Change % Previous Week
Open 1.3459 1.3493 0.0034 0.3% 1.3358
High 1.3507 1.3543 0.0036 0.3% 1.3507
Low 1.3432 1.3475 0.0043 0.3% 1.3346
Close 1.3490 1.3500 0.0010 0.1% 1.3490
Range 0.0075 0.0068 -0.0007 -9.3% 0.0161
ATR 0.0094 0.0092 -0.0002 -2.0% 0.0000
Volume 146,370 122,314 -24,056 -16.4% 914,187
Daily Pivots for day following 18-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3710 1.3673 1.3537
R3 1.3642 1.3605 1.3519
R2 1.3574 1.3574 1.3512
R1 1.3537 1.3537 1.3506 1.3556
PP 1.3506 1.3506 1.3506 1.3515
S1 1.3469 1.3469 1.3494 1.3488
S2 1.3438 1.3438 1.3488
S3 1.3370 1.3401 1.3481
S4 1.3302 1.3333 1.3463
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3931 1.3871 1.3579
R3 1.3770 1.3710 1.3534
R2 1.3609 1.3609 1.3520
R1 1.3549 1.3549 1.3505 1.3579
PP 1.3448 1.3448 1.3448 1.3463
S1 1.3388 1.3388 1.3475 1.3418
S2 1.3287 1.3287 1.3460
S3 1.3126 1.3227 1.3446
S4 1.2965 1.3066 1.3401
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3543 1.3359 0.0184 1.4% 0.0085 0.6% 77% True False 184,527
10 1.3549 1.3294 0.0255 1.9% 0.0102 0.8% 81% False False 210,837
20 1.3834 1.3294 0.0540 4.0% 0.0095 0.7% 38% False False 199,626
40 1.3834 1.3294 0.0540 4.0% 0.0086 0.6% 38% False False 179,836
60 1.3834 1.3110 0.0724 5.4% 0.0085 0.6% 54% False False 146,554
80 1.3834 1.3110 0.0724 5.4% 0.0084 0.6% 54% False False 110,120
100 1.3834 1.2760 0.1074 8.0% 0.0087 0.6% 69% False False 88,164
120 1.3834 1.2760 0.1074 8.0% 0.0087 0.6% 69% False False 73,501
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 0.0023
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.3832
2.618 1.3721
1.618 1.3653
1.000 1.3611
0.618 1.3585
HIGH 1.3543
0.618 1.3517
0.500 1.3509
0.382 1.3501
LOW 1.3475
0.618 1.3433
1.000 1.3407
1.618 1.3365
2.618 1.3297
4.250 1.3186
Fisher Pivots for day following 18-Nov-2013
Pivot 1 day 3 day
R1 1.3509 1.3494
PP 1.3506 1.3487
S1 1.3503 1.3481

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.