CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 25-Nov-2013
Day Change Summary
Previous Current
22-Nov-2013 25-Nov-2013 Change Change % Previous Week
Open 1.3529 1.3522 -0.0007 -0.1% 1.3550
High 1.3557 1.3522 -0.0035 -0.3% 1.3557
Low 1.3529 1.3522 -0.0007 -0.1% 1.3429
Close 1.3557 1.3522 -0.0035 -0.3% 1.3557
Range 0.0028 0.0000 -0.0028 -100.0% 0.0128
ATR 0.0056 0.0055 -0.0002 -2.7% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 25-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3522 1.3522 1.3522
R3 1.3522 1.3522 1.3522
R2 1.3522 1.3522 1.3522
R1 1.3522 1.3522 1.3522 1.3522
PP 1.3522 1.3522 1.3522 1.3522
S1 1.3522 1.3522 1.3522 1.3522
S2 1.3522 1.3522 1.3522
S3 1.3522 1.3522 1.3522
S4 1.3522 1.3522 1.3522
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3898 1.3856 1.3627
R3 1.3770 1.3728 1.3592
R2 1.3642 1.3642 1.3580
R1 1.3600 1.3600 1.3569 1.3621
PP 1.3514 1.3514 1.3514 1.3525
S1 1.3472 1.3472 1.3545 1.3493
S2 1.3386 1.3386 1.3534
S3 1.3258 1.3344 1.3522
S4 1.3130 1.3216 1.3487
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3557 1.3429 0.0128 0.9% 0.0006 0.0% 73% False False 1
10 1.3557 1.3429 0.0128 0.9% 0.0010 0.1% 73% False False 2
20 1.3752 1.3318 0.0434 3.2% 0.0024 0.2% 47% False False 3
Crabel Price Patterns
NR True
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3522
2.618 1.3522
1.618 1.3522
1.000 1.3522
0.618 1.3522
HIGH 1.3522
0.618 1.3522
0.500 1.3522
0.382 1.3522
LOW 1.3522
0.618 1.3522
1.000 1.3522
1.618 1.3522
2.618 1.3522
4.250 1.3522
Fisher Pivots for day following 25-Nov-2013
Pivot 1 day 3 day
R1 1.3522 1.3519
PP 1.3522 1.3516
S1 1.3522 1.3513

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

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