CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 03-Sep-2013
Day Change Summary
Previous Current
30-Aug-2013 03-Sep-2013 Change Change % Previous Week
Open 1.3229 1.3183 -0.0046 -0.3% 1.3388
High 1.3229 1.3183 -0.0046 -0.3% 1.3401
Low 1.3222 1.3183 -0.0039 -0.3% 1.3222
Close 1.3222 1.3183 -0.0039 -0.3% 1.3222
Range 0.0007 0.0000 -0.0007 -100.0% 0.0179
ATR 0.0043 0.0042 0.0000 -0.6% 0.0000
Volume 4 2 -2 -50.0% 10
Daily Pivots for day following 03-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3183 1.3183 1.3183
R3 1.3183 1.3183 1.3183
R2 1.3183 1.3183 1.3183
R1 1.3183 1.3183 1.3183 1.3183
PP 1.3183 1.3183 1.3183 1.3183
S1 1.3183 1.3183 1.3183 1.3183
S2 1.3183 1.3183 1.3183
S3 1.3183 1.3183 1.3183
S4 1.3183 1.3183 1.3183
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3819 1.3699 1.3320
R3 1.3640 1.3520 1.3271
R2 1.3461 1.3461 1.3255
R1 1.3341 1.3341 1.3238 1.3312
PP 1.3282 1.3282 1.3282 1.3267
S1 1.3162 1.3162 1.3206 1.3133
S2 1.3103 1.3103 1.3189
S3 1.2924 1.2983 1.3173
S4 1.2745 1.2804 1.3124
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3401 1.3183 0.0218 1.7% 0.0014 0.1% 0% False True 2
10 1.3435 1.3183 0.0252 1.9% 0.0008 0.1% 0% False True 1
20 1.3435 1.3183 0.0252 1.9% 0.0004 0.0% 0% False True 2
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3183
2.618 1.3183
1.618 1.3183
1.000 1.3183
0.618 1.3183
HIGH 1.3183
0.618 1.3183
0.500 1.3183
0.382 1.3183
LOW 1.3183
0.618 1.3183
1.000 1.3183
1.618 1.3183
2.618 1.3183
4.250 1.3183
Fisher Pivots for day following 03-Sep-2013
Pivot 1 day 3 day
R1 1.3183 1.3253
PP 1.3183 1.3229
S1 1.3183 1.3206

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

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