CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 10-Dec-2013
Day Change Summary
Previous Current
09-Dec-2013 10-Dec-2013 Change Change % Previous Week
Open 1.3722 1.3756 0.0034 0.2% 1.3588
High 1.3740 1.3786 0.0046 0.3% 1.3696
Low 1.3720 1.3748 0.0028 0.2% 1.3543
Close 1.3740 1.3762 0.0022 0.2% 1.3696
Range 0.0020 0.0038 0.0018 90.0% 0.0153
ATR 0.0063 0.0062 -0.0001 -1.9% 0.0000
Volume 35 132 97 277.1% 166
Daily Pivots for day following 10-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.3879 1.3859 1.3783
R3 1.3841 1.3821 1.3772
R2 1.3803 1.3803 1.3769
R1 1.3783 1.3783 1.3765 1.3793
PP 1.3765 1.3765 1.3765 1.3771
S1 1.3745 1.3745 1.3759 1.3755
S2 1.3727 1.3727 1.3755
S3 1.3689 1.3707 1.3752
S4 1.3651 1.3669 1.3741
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 1.3786 1.3552 0.0234 1.7% 0.0056 0.4% 90% True False 53
10 1.3786 1.3525 0.0261 1.9% 0.0050 0.4% 91% True False 41
20 1.3786 1.3396 0.0390 2.8% 0.0053 0.4% 94% True False 29
40 1.3820 1.3302 0.0518 3.8% 0.0053 0.4% 89% False False 21
60 1.3820 1.3302 0.0518 3.8% 0.0041 0.3% 89% False False 15
80 1.3820 1.3131 0.0689 5.0% 0.0034 0.2% 92% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3948
2.618 1.3885
1.618 1.3847
1.000 1.3824
0.618 1.3809
HIGH 1.3786
0.618 1.3771
0.500 1.3767
0.382 1.3763
LOW 1.3748
0.618 1.3725
1.000 1.3710
1.618 1.3687
2.618 1.3649
4.250 1.3587
Fisher Pivots for day following 10-Dec-2013
Pivot 1 day 3 day
R1 1.3767 1.3745
PP 1.3765 1.3727
S1 1.3764 1.3710

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

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