CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 19-Nov-2013
Day Change Summary
Previous Current
18-Nov-2013 19-Nov-2013 Change Change % Previous Week
Open 1.3550 1.3540 -0.0010 -0.1% 1.3414
High 1.3550 1.3540 -0.0010 -0.1% 1.3500
Low 1.3508 1.3540 0.0032 0.2% 1.3414
Close 1.3508 1.3540 0.0032 0.2% 1.3498
Range 0.0042 0.0000 -0.0042 -100.0% 0.0086
ATR 0.0052 0.0051 -0.0001 -2.8% 0.0000
Volume 1 1 0 0.0% 23
Daily Pivots for day following 19-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3540 1.3540 1.3540
R3 1.3540 1.3540 1.3540
R2 1.3540 1.3540 1.3540
R1 1.3540 1.3540 1.3540 1.3540
PP 1.3540 1.3540 1.3540 1.3540
S1 1.3540 1.3540 1.3540 1.3540
S2 1.3540 1.3540 1.3540
S3 1.3540 1.3540 1.3540
S4 1.3540 1.3540 1.3540
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 1.3550 1.3464 0.0086 0.6% 0.0014 0.1% 88% False False 2
10 1.3550 1.3318 0.0232 1.7% 0.0030 0.2% 96% False False 5
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 False
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 1.3540
2.618 1.3540
1.618 1.3540
1.000 1.3540
0.618 1.3540
HIGH 1.3540
0.618 1.3540
0.500 1.3540
0.382 1.3540
LOW 1.3540
0.618 1.3540
1.000 1.3540
1.618 1.3540
2.618 1.3540
4.250 1.3540
Fisher Pivots for day following 19-Nov-2013
Pivot 1 day 3 day
R1 1.3540 1.3535
PP 1.3540 1.3529
S1 1.3540 1.3524

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

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