CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 26-Sep-2013
Day Change Summary
Previous Current
25-Sep-2013 26-Sep-2013 Change Change % Previous Week
Open 1.3492 1.3496 0.0004 0.0% 1.3347
High 1.3530 1.3496 -0.0034 -0.3% 1.3574
Low 1.3492 1.3496 0.0004 0.0% 1.3347
Close 1.3530 1.3496 -0.0034 -0.3% 1.3530
Range 0.0038 0.0000 -0.0038 -100.0% 0.0227
ATR 0.0043 0.0042 -0.0001 -1.5% 0.0000
Volume 1 1 0 0.0% 21
Daily Pivots for day following 26-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3496 1.3496 1.3496
R3 1.3496 1.3496 1.3496
R2 1.3496 1.3496 1.3496
R1 1.3496 1.3496 1.3496 1.3496
PP 1.3496 1.3496 1.3496 1.3496
S1 1.3496 1.3496 1.3496 1.3496
S2 1.3496 1.3496 1.3496
S3 1.3496 1.3496 1.3496
S4 1.3496 1.3496 1.3496
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.4165 1.4074 1.3655
R3 1.3938 1.3847 1.3592
R2 1.3711 1.3711 1.3572
R1 1.3620 1.3620 1.3551 1.3666
PP 1.3484 1.3484 1.3484 1.3506
S1 1.3393 1.3393 1.3509 1.3439
S2 1.3257 1.3257 1.3488
S3 1.3030 1.3166 1.3468
S4 1.2803 1.2939 1.3405
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3530 1.3485 0.0045 0.3% 0.0013 0.1% 24% False False 5
10 1.3574 1.3320 0.0254 1.9% 0.0025 0.2% 69% False False 3
20 1.3574 1.3131 0.0443 3.3% 0.0026 0.2% 82% False False 3
40 1.3574 1.3131 0.0443 3.3% 0.0014 0.1% 82% False False 3
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3496
2.618 1.3496
1.618 1.3496
1.000 1.3496
0.618 1.3496
HIGH 1.3496
0.618 1.3496
0.500 1.3496
0.382 1.3496
LOW 1.3496
0.618 1.3496
1.000 1.3496
1.618 1.3496
2.618 1.3496
4.250 1.3496
Fisher Pivots for day following 26-Sep-2013
Pivot 1 day 3 day
R1 1.3496 1.3508
PP 1.3496 1.3504
S1 1.3496 1.3500

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

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