CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 17-Jun-2013
Day Change Summary
Previous Current
14-Jun-2013 17-Jun-2013 Change Change % Previous Week
Open 1.3362 1.3358 -0.0004 0.0% 1.3283
High 1.3362 1.3364 0.0002 0.0% 1.3372
Low 1.3362 1.3354 -0.0008 -0.1% 1.3283
Close 1.3362 1.3362 0.0000 0.0% 1.3362
Range 0.0000 0.0010 0.0010 0.0089
ATR 0.0052 0.0049 -0.0003 -5.8% 0.0000
Volume 6 6 0 0.0% 19
Daily Pivots for day following 17-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.3390 1.3386 1.3368
R3 1.3380 1.3376 1.3365
R2 1.3370 1.3370 1.3364
R1 1.3366 1.3366 1.3363 1.3368
PP 1.3360 1.3360 1.3360 1.3361
S1 1.3356 1.3356 1.3361 1.3358
S2 1.3350 1.3350 1.3360
S3 1.3340 1.3346 1.3359
S4 1.3330 1.3336 1.3357
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.3606 1.3573 1.3411
R3 1.3517 1.3484 1.3386
R2 1.3428 1.3428 1.3378
R1 1.3395 1.3395 1.3370 1.3412
PP 1.3339 1.3339 1.3339 1.3347
S1 1.3306 1.3306 1.3354 1.3323
S2 1.3250 1.3250 1.3346
S3 1.3161 1.3217 1.3338
S4 1.3072 1.3128 1.3313
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3372 1.3329 0.0043 0.3% 0.0011 0.1% 77% False False 4
10 1.3372 1.3088 0.0284 2.1% 0.0026 0.2% 96% False False 4
20 1.3372 1.2873 0.0499 3.7% 0.0016 0.1% 98% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3407
2.618 1.3390
1.618 1.3380
1.000 1.3374
0.618 1.3370
HIGH 1.3364
0.618 1.3360
0.500 1.3359
0.382 1.3358
LOW 1.3354
0.618 1.3348
1.000 1.3344
1.618 1.3338
2.618 1.3328
4.250 1.3312
Fisher Pivots for day following 17-Jun-2013
Pivot 1 day 3 day
R1 1.3361 1.3361
PP 1.3360 1.3360
S1 1.3359 1.3359

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

View Archives - Comment on this page... - Back to Index of Symbols