CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 15-Nov-2013
Day Change Summary
Previous Current
14-Nov-2013 15-Nov-2013 Change Change % Previous Week
Open 1.3464 1.3498 0.0034 0.3% 1.3414
High 1.3464 1.3498 0.0034 0.3% 1.3500
Low 1.3464 1.3498 0.0034 0.3% 1.3414
Close 1.3464 1.3498 0.0034 0.3% 1.3498
Range
ATR 0.0054 0.0052 -0.0001 -2.6% 0.0000
Volume 1 1 0 0.0% 23
Daily Pivots for day following 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3498 1.3498 1.3498
R3 1.3498 1.3498 1.3498
R2 1.3498 1.3498 1.3498
R1 1.3498 1.3498 1.3498 1.3498
PP 1.3498 1.3498 1.3498 1.3498
S1 1.3498 1.3498 1.3498 1.3498
S2 1.3498 1.3498 1.3498
S3 1.3498 1.3498 1.3498
S4 1.3498 1.3498 1.3498
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3729 1.3699 1.3545
R3 1.3643 1.3613 1.3522
R2 1.3557 1.3557 1.3514
R1 1.3527 1.3527 1.3506 1.3542
PP 1.3471 1.3471 1.3471 1.3478
S1 1.3441 1.3441 1.3490 1.3456
S2 1.3385 1.3385 1.3482
S3 1.3299 1.3355 1.3474
S4 1.3213 1.3269 1.3451
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3500 1.3414 0.0086 0.6% 0.0005 0.0% 98% False False 4
10 1.3530 1.3318 0.0212 1.6% 0.0026 0.2% 85% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0.0001
Fibonacci Retracements and Extensions
4.250 1.3498
2.618 1.3498
1.618 1.3498
1.000 1.3498
0.618 1.3498
HIGH 1.3498
0.618 1.3498
0.500 1.3498
0.382 1.3498
LOW 1.3498
0.618 1.3498
1.000 1.3498
1.618 1.3498
2.618 1.3498
4.250 1.3498
Fisher Pivots for day following 15-Nov-2013
Pivot 1 day 3 day
R1 1.3498 1.3493
PP 1.3498 1.3487
S1 1.3498 1.3482

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

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