CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 09-Dec-2013
Day Change Summary
Previous Current
06-Dec-2013 09-Dec-2013 Change Change % Previous Week
Open 1.3695 1.3722 0.0027 0.2% 1.3588
High 1.3696 1.3740 0.0044 0.3% 1.3696
Low 1.3633 1.3720 0.0087 0.6% 1.3543
Close 1.3696 1.3740 0.0044 0.3% 1.3696
Range 0.0063 0.0020 -0.0043 -68.3% 0.0153
ATR 0.0065 0.0063 -0.0001 -2.3% 0.0000
Volume 35 35 0 0.0% 166
Daily Pivots for day following 09-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.3793 1.3787 1.3751
R3 1.3773 1.3767 1.3746
R2 1.3753 1.3753 1.3744
R1 1.3747 1.3747 1.3742 1.3750
PP 1.3733 1.3733 1.3733 1.3735
S1 1.3727 1.3727 1.3738 1.3730
S2 1.3713 1.3713 1.3736
S3 1.3693 1.3707 1.3735
S4 1.3673 1.3687 1.3729
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.4104 1.4053 1.3780
R3 1.3951 1.3900 1.3738
R2 1.3798 1.3798 1.3724
R1 1.3747 1.3747 1.3710 1.3773
PP 1.3645 1.3645 1.3645 1.3658
S1 1.3594 1.3594 1.3682 1.3620
S2 1.3492 1.3492 1.3668
S3 1.3339 1.3441 1.3654
S4 1.3186 1.3288 1.3612
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3740 1.3552 0.0188 1.4% 0.0058 0.4% 100% True False 29
10 1.3740 1.3495 0.0245 1.8% 0.0053 0.4% 100% True False 31
20 1.3740 1.3396 0.0344 2.5% 0.0052 0.4% 100% True False 23
40 1.3820 1.3302 0.0518 3.8% 0.0052 0.4% 85% False False 18
60 1.3820 1.3302 0.0518 3.8% 0.0041 0.3% 85% False False 13
80 1.3820 1.3131 0.0689 5.0% 0.0034 0.2% 88% False False 10
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0008
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.3825
2.618 1.3792
1.618 1.3772
1.000 1.3760
0.618 1.3752
HIGH 1.3740
0.618 1.3732
0.500 1.3730
0.382 1.3728
LOW 1.3720
0.618 1.3708
1.000 1.3700
1.618 1.3688
2.618 1.3668
4.250 1.3635
Fisher Pivots for day following 09-Dec-2013
Pivot 1 day 3 day
R1 1.3737 1.3712
PP 1.3733 1.3684
S1 1.3730 1.3656

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

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