CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 21-Nov-2013
Day Change Summary
Previous Current
20-Nov-2013 21-Nov-2013 Change Change % Previous Week
Open 1.3429 1.3469 0.0040 0.3% 1.3414
High 1.3429 1.3469 0.0040 0.3% 1.3500
Low 1.3429 1.3469 0.0040 0.3% 1.3414
Close 1.3429 1.3469 0.0040 0.3% 1.3498
Range
ATR 0.0055 0.0054 -0.0001 -2.0% 0.0000
Volume 1 1 0 0.0% 23
Daily Pivots for day following 21-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3469 1.3469 1.3469
R3 1.3469 1.3469 1.3469
R2 1.3469 1.3469 1.3469
R1 1.3469 1.3469 1.3469 1.3469
PP 1.3469 1.3469 1.3469 1.3469
S1 1.3469 1.3469 1.3469 1.3469
S2 1.3469 1.3469 1.3469
S3 1.3469 1.3469 1.3469
S4 1.3469 1.3469 1.3469
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 1.3429 0.0121 0.9% 0.0008 0.1% 33% False False 1
10 1.3550 1.3366 0.0184 1.4% 0.0015 0.1% 56% False False 4
20 1.3810 1.3318 0.0492 3.7% 0.0022 0.2% 31% False False 3
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 1.3469
2.618 1.3469
1.618 1.3469
1.000 1.3469
0.618 1.3469
HIGH 1.3469
0.618 1.3469
0.500 1.3469
0.382 1.3469
LOW 1.3469
0.618 1.3469
1.000 1.3469
1.618 1.3469
2.618 1.3469
4.250 1.3469
Fisher Pivots for day following 21-Nov-2013
Pivot 1 day 3 day
R1 1.3469 1.3485
PP 1.3469 1.3479
S1 1.3469 1.3474

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

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