CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 16-Jun-2014
Day Change Summary
Previous Current
13-Jun-2014 16-Jun-2014 Change Change % Previous Week
Open 1.3551 1.3540 -0.0011 -0.1% 1.3647
High 1.3579 1.3566 -0.0013 -0.1% 1.3669
Low 1.3521 1.3513 -0.0008 -0.1% 1.3512
Close 1.3534 1.3566 0.0032 0.2% 1.3534
Range 0.0058 0.0053 -0.0005 -8.6% 0.0157
ATR 0.0063 0.0062 -0.0001 -1.1% 0.0000
Volume 47,042 9,222 -37,820 -80.4% 868,275
Daily Pivots for day following 16-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.3707 1.3690 1.3595
R3 1.3654 1.3637 1.3581
R2 1.3601 1.3601 1.3576
R1 1.3584 1.3584 1.3571 1.3593
PP 1.3548 1.3548 1.3548 1.3553
S1 1.3531 1.3531 1.3561 1.3540
S2 1.3495 1.3495 1.3556
S3 1.3442 1.3478 1.3551
S4 1.3389 1.3425 1.3537
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.4043 1.3945 1.3620
R3 1.3886 1.3788 1.3577
R2 1.3729 1.3729 1.3563
R1 1.3631 1.3631 1.3548 1.3602
PP 1.3572 1.3572 1.3572 1.3557
S1 1.3474 1.3474 1.3520 1.3445
S2 1.3415 1.3415 1.3505
S3 1.3258 1.3317 1.3491
S4 1.3101 1.3160 1.3448
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3601 1.3512 0.0089 0.7% 0.0055 0.4% 61% False False 140,929
10 1.3677 1.3502 0.0175 1.3% 0.0069 0.5% 37% False False 190,472
20 1.3734 1.3502 0.0232 1.7% 0.0060 0.4% 28% False False 165,296
40 1.3993 1.3502 0.0491 3.6% 0.0061 0.4% 13% False False 161,558
60 1.3993 1.3502 0.0491 3.6% 0.0063 0.5% 13% False False 160,905
80 1.3993 1.3502 0.0491 3.6% 0.0067 0.5% 13% False False 138,655
100 1.3993 1.3482 0.0511 3.8% 0.0069 0.5% 16% False False 111,254
120 1.3993 1.3482 0.0511 3.8% 0.0069 0.5% 16% False False 92,762
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 0.0023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3791
2.618 1.3705
1.618 1.3652
1.000 1.3619
0.618 1.3599
HIGH 1.3566
0.618 1.3546
0.500 1.3540
0.382 1.3533
LOW 1.3513
0.618 1.3480
1.000 1.3460
1.618 1.3427
2.618 1.3374
4.250 1.3288
Fisher Pivots for day following 16-Jun-2014
Pivot 1 day 3 day
R1 1.3557 1.3559
PP 1.3548 1.3552
S1 1.3540 1.3546

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

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