CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 16-Aug-2013
Day Change Summary
Previous Current
15-Aug-2013 16-Aug-2013 Change Change % Previous Week
Open 1.3363 1.3340 -0.0023 -0.2% 1.3328
High 1.3363 1.3350 -0.0013 -0.1% 1.3363
Low 1.3363 1.3340 -0.0023 -0.2% 1.3275
Close 1.3363 1.3350 -0.0013 -0.1% 1.3350
Range 0.0000 0.0010 0.0010 0.0088
ATR 0.0047 0.0045 -0.0002 -3.6% 0.0000
Volume 4 4 0 0.0% 20
Daily Pivots for day following 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3377 1.3373 1.3356
R3 1.3367 1.3363 1.3353
R2 1.3357 1.3357 1.3352
R1 1.3353 1.3353 1.3351 1.3355
PP 1.3347 1.3347 1.3347 1.3348
S1 1.3343 1.3343 1.3349 1.3345
S2 1.3337 1.3337 1.3348
S3 1.3327 1.3333 1.3347
S4 1.3317 1.3323 1.3345
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3593 1.3560 1.3398
R3 1.3505 1.3472 1.3374
R2 1.3417 1.3417 1.3366
R1 1.3384 1.3384 1.3358 1.3401
PP 1.3329 1.3329 1.3329 1.3338
S1 1.3296 1.3296 1.3342 1.3313
S2 1.3241 1.3241 1.3334
S3 1.3153 1.3208 1.3326
S4 1.3065 1.3120 1.3302
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3363 1.3275 0.0088 0.7% 0.0002 0.0% 85% False False 4
10 1.3407 1.3275 0.0132 1.0% 0.0003 0.0% 57% False 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 0.0000
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.3393
2.618 1.3376
1.618 1.3366
1.000 1.3360
0.618 1.3356
HIGH 1.3350
0.618 1.3346
0.500 1.3345
0.382 1.3344
LOW 1.3340
0.618 1.3334
1.000 1.3330
1.618 1.3324
2.618 1.3314
4.250 1.3298
Fisher Pivots for day following 16-Aug-2013
Pivot 1 day 3 day
R1 1.3348 1.3340
PP 1.3347 1.3329
S1 1.3345 1.3319

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

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