CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 18-Jun-2013
Day Change Summary
Previous Current
17-Jun-2013 18-Jun-2013 Change Change % Previous Week
Open 1.3358 1.3370 0.0012 0.1% 1.3283
High 1.3364 1.3425 0.0061 0.5% 1.3372
Low 1.3354 1.3370 0.0016 0.1% 1.3283
Close 1.3362 1.3425 0.0063 0.5% 1.3362
Range 0.0010 0.0055 0.0045 450.0% 0.0089
ATR 0.0049 0.0050 0.0001 2.1% 0.0000
Volume 6 6 0 0.0% 19
Daily Pivots for day following 18-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.3572 1.3553 1.3455
R3 1.3517 1.3498 1.3440
R2 1.3462 1.3462 1.3435
R1 1.3443 1.3443 1.3430 1.3453
PP 1.3407 1.3407 1.3407 1.3411
S1 1.3388 1.3388 1.3420 1.3398
S2 1.3352 1.3352 1.3415
S3 1.3297 1.3333 1.3410
S4 1.3242 1.3278 1.3395
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 1.3425 1.3348 0.0077 0.6% 0.0022 0.2% 100% True False 5
10 1.3425 1.3088 0.0337 2.5% 0.0031 0.2% 100% True False 4
20 1.3425 1.2873 0.0552 4.1% 0.0018 0.1% 100% True False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.3659
2.618 1.3569
1.618 1.3514
1.000 1.3480
0.618 1.3459
HIGH 1.3425
0.618 1.3404
0.500 1.3398
0.382 1.3391
LOW 1.3370
0.618 1.3336
1.000 1.3315
1.618 1.3281
2.618 1.3226
4.250 1.3136
Fisher Pivots for day following 18-Jun-2013
Pivot 1 day 3 day
R1 1.3416 1.3413
PP 1.3407 1.3401
S1 1.3398 1.3390

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

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