CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 26-Jun-2013
Day Change Summary
Previous Current
25-Jun-2013 26-Jun-2013 Change Change % Previous Week
Open 1.3160 1.3082 -0.0078 -0.6% 1.3358
High 1.3160 1.3082 -0.0078 -0.6% 1.3425
Low 1.3110 1.3022 -0.0088 -0.7% 1.3160
Close 1.3110 1.3022 -0.0088 -0.7% 1.3160
Range 0.0050 0.0060 0.0010 20.0% 0.0265
ATR 0.0058 0.0060 0.0002 3.8% 0.0000
Volume 7 6 -1 -14.3% 22
Daily Pivots for day following 26-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.3222 1.3182 1.3055
R3 1.3162 1.3122 1.3039
R2 1.3102 1.3102 1.3033
R1 1.3062 1.3062 1.3028 1.3052
PP 1.3042 1.3042 1.3042 1.3037
S1 1.3002 1.3002 1.3017 1.2992
S2 1.2982 1.2982 1.3011
S3 1.2922 1.2942 1.3006
S4 1.2862 1.2882 1.2989
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 1.3261 1.3022 0.0239 1.8% 0.0046 0.4% 0% False True 4
10 1.3425 1.3022 0.0403 3.1% 0.0044 0.3% 0% False True 5
20 1.3425 1.3000 0.0425 3.3% 0.0035 0.3% 5% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3337
2.618 1.3239
1.618 1.3179
1.000 1.3142
0.618 1.3119
HIGH 1.3082
0.618 1.3059
0.500 1.3052
0.382 1.3045
LOW 1.3022
0.618 1.2985
1.000 1.2962
1.618 1.2925
2.618 1.2865
4.250 1.2767
Fisher Pivots for day following 26-Jun-2013
Pivot 1 day 3 day
R1 1.3052 1.3091
PP 1.3042 1.3068
S1 1.3032 1.3045

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

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