CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 09-Dec-2013
Day Change Summary
Previous Current
06-Dec-2013 09-Dec-2013 Change Change % Previous Week
Open 1.3661 1.3711 0.0050 0.4% 1.3553
High 1.3698 1.3742 0.0044 0.3% 1.3698
Low 1.3661 1.3711 0.0050 0.4% 1.3546
Close 1.3698 1.3742 0.0044 0.3% 1.3698
Range 0.0037 0.0031 -0.0006 -16.2% 0.0152
ATR 0.0052 0.0051 -0.0001 -1.1% 0.0000
Volume 5 3 -2 -40.0% 22
Daily Pivots for day following 09-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.3825 1.3814 1.3759
R3 1.3794 1.3783 1.3751
R2 1.3763 1.3763 1.3748
R1 1.3752 1.3752 1.3745 1.3758
PP 1.3732 1.3732 1.3732 1.3734
S1 1.3721 1.3721 1.3739 1.3727
S2 1.3701 1.3701 1.3736
S3 1.3670 1.3690 1.3733
S4 1.3639 1.3659 1.3725
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.4103 1.4053 1.3782
R3 1.3951 1.3901 1.3740
R2 1.3799 1.3799 1.3726
R1 1.3749 1.3749 1.3712 1.3774
PP 1.3647 1.3647 1.3647 1.3660
S1 1.3597 1.3597 1.3684 1.3622
S2 1.3495 1.3495 1.3670
S3 1.3343 1.3445 1.3656
S4 1.3191 1.3293 1.3614
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3742 1.3546 0.0196 1.4% 0.0048 0.4% 100% True False 3
10 1.3742 1.3522 0.0220 1.6% 0.0032 0.2% 100% True False 3
20 1.3742 1.3414 0.0328 2.4% 0.0021 0.2% 100% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3874
2.618 1.3823
1.618 1.3792
1.000 1.3773
0.618 1.3761
HIGH 1.3742
0.618 1.3730
0.500 1.3727
0.382 1.3723
LOW 1.3711
0.618 1.3692
1.000 1.3680
1.618 1.3661
2.618 1.3630
4.250 1.3579
Fisher Pivots for day following 09-Dec-2013
Pivot 1 day 3 day
R1 1.3737 1.3714
PP 1.3732 1.3687
S1 1.3727 1.3659

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

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