CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 23-Aug-2013
Day Change Summary
Previous Current
22-Aug-2013 23-Aug-2013 Change Change % Previous Week
Open 1.3360 1.3397 0.0037 0.3% 1.3357
High 1.3368 1.3397 0.0029 0.2% 1.3435
Low 1.3360 1.3397 0.0037 0.3% 1.3357
Close 1.3368 1.3397 0.0029 0.2% 1.3397
Range 0.0008 0.0000 -0.0008 -100.0% 0.0078
ATR 0.0044 0.0043 -0.0001 -2.4% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3397 1.3397 1.3397
R3 1.3397 1.3397 1.3397
R2 1.3397 1.3397 1.3397
R1 1.3397 1.3397 1.3397 1.3397
PP 1.3397 1.3397 1.3397 1.3397
S1 1.3397 1.3397 1.3397 1.3397
S2 1.3397 1.3397 1.3397
S3 1.3397 1.3397 1.3397
S4 1.3397 1.3397 1.3397
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3630 1.3592 1.3440
R3 1.3552 1.3514 1.3418
R2 1.3474 1.3474 1.3411
R1 1.3436 1.3436 1.3404 1.3455
PP 1.3396 1.3396 1.3396 1.3406
S1 1.3358 1.3358 1.3390 1.3377
S2 1.3318 1.3318 1.3383
S3 1.3240 1.3280 1.3376
S4 1.3162 1.3202 1.3354
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3435 1.3357 0.0078 0.6% 0.0002 0.0% 51% False False 1
10 1.3435 1.3275 0.0160 1.2% 0.0002 0.0% 76% False False 2
20 1.3435 1.3232 0.0203 1.5% 0.0007 0.1% 81% 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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3397
2.618 1.3397
1.618 1.3397
1.000 1.3397
0.618 1.3397
HIGH 1.3397
0.618 1.3397
0.500 1.3397
0.382 1.3397
LOW 1.3397
0.618 1.3397
1.000 1.3397
1.618 1.3397
2.618 1.3397
4.250 1.3397
Fisher Pivots for day following 23-Aug-2013
Pivot 1 day 3 day
R1 1.3397 1.3391
PP 1.3397 1.3385
S1 1.3397 1.3379

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

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