CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 25-Jun-2013
Day Change Summary
Previous Current
24-Jun-2013 25-Jun-2013 Change Change % Previous Week
Open 1.3108 1.3160 0.0052 0.4% 1.3358
High 1.3160 1.3160 0.0000 0.0% 1.3425
Low 1.3102 1.3110 0.0008 0.1% 1.3160
Close 1.3144 1.3110 -0.0034 -0.3% 1.3160
Range 0.0058 0.0050 -0.0008 -13.8% 0.0265
ATR 0.0058 0.0058 -0.0001 -1.0% 0.0000
Volume 1 7 6 600.0% 22
Daily Pivots for day following 25-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.3277 1.3243 1.3138
R3 1.3227 1.3193 1.3124
R2 1.3177 1.3177 1.3119
R1 1.3143 1.3143 1.3115 1.3135
PP 1.3127 1.3127 1.3127 1.3123
S1 1.3093 1.3093 1.3105 1.3085
S2 1.3077 1.3077 1.3101
S3 1.3027 1.3043 1.3096
S4 1.2977 1.2993 1.3083
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.4043 1.3867 1.3306
R3 1.3778 1.3602 1.3233
R2 1.3513 1.3513 1.3209
R1 1.3337 1.3337 1.3184 1.3293
PP 1.3248 1.3248 1.3248 1.3226
S1 1.3072 1.3072 1.3136 1.3028
S2 1.2983 1.2983 1.3111
S3 1.2718 1.2807 1.3087
S4 1.2453 1.2542 1.3014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3415 1.3102 0.0313 2.4% 0.0059 0.5% 3% False False 3
10 1.3425 1.3102 0.0323 2.5% 0.0041 0.3% 2% False False 4
20 1.3425 1.2965 0.0460 3.5% 0.0032 0.2% 32% False 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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3373
2.618 1.3291
1.618 1.3241
1.000 1.3210
0.618 1.3191
HIGH 1.3160
0.618 1.3141
0.500 1.3135
0.382 1.3129
LOW 1.3110
0.618 1.3079
1.000 1.3060
1.618 1.3029
2.618 1.2979
4.250 1.2898
Fisher Pivots for day following 25-Jun-2013
Pivot 1 day 3 day
R1 1.3135 1.3131
PP 1.3127 1.3124
S1 1.3118 1.3117

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

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