CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 04-Dec-2013
Day Change Summary
Previous Current
03-Dec-2013 04-Dec-2013 Change Change % Previous Week
Open 1.3546 1.3596 0.0050 0.4% 1.3522
High 1.3598 1.3612 0.0014 0.1% 1.3611
Low 1.3546 1.3594 0.0048 0.4% 1.3522
Close 1.3598 1.3594 -0.0004 0.0% 1.3595
Range 0.0052 0.0018 -0.0034 -65.4% 0.0089
ATR 0.0051 0.0049 -0.0002 -4.6% 0.0000
Volume 2 1 -1 -50.0% 7
Daily Pivots for day following 04-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.3654 1.3642 1.3604
R3 1.3636 1.3624 1.3599
R2 1.3618 1.3618 1.3597
R1 1.3606 1.3606 1.3596 1.3603
PP 1.3600 1.3600 1.3600 1.3599
S1 1.3588 1.3588 1.3592 1.3585
S2 1.3582 1.3582 1.3591
S3 1.3564 1.3570 1.3589
S4 1.3546 1.3552 1.3584
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3843 1.3808 1.3644
R3 1.3754 1.3719 1.3619
R2 1.3665 1.3665 1.3611
R1 1.3630 1.3630 1.3603 1.3648
PP 1.3576 1.3576 1.3576 1.3585
S1 1.3541 1.3541 1.3587 1.3559
S2 1.3487 1.3487 1.3579
S3 1.3398 1.3452 1.3571
S4 1.3309 1.3363 1.3546
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3612 1.3546 0.0066 0.5% 0.0024 0.2% 73% True False 3
10 1.3612 1.3429 0.0183 1.3% 0.0018 0.1% 90% True False 2
20 1.3612 1.3318 0.0294 2.2% 0.0024 0.2% 94% True 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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3689
2.618 1.3659
1.618 1.3641
1.000 1.3630
0.618 1.3623
HIGH 1.3612
0.618 1.3605
0.500 1.3603
0.382 1.3601
LOW 1.3594
0.618 1.3583
1.000 1.3576
1.618 1.3565
2.618 1.3547
4.250 1.3518
Fisher Pivots for day following 04-Dec-2013
Pivot 1 day 3 day
R1 1.3603 1.3589
PP 1.3600 1.3584
S1 1.3597 1.3579

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

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