CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 11-Dec-2013
Day Change Summary
Previous Current
10-Dec-2013 11-Dec-2013 Change Change % Previous Week
Open 1.3756 1.3762 0.0006 0.0% 1.3588
High 1.3786 1.3804 0.0018 0.1% 1.3696
Low 1.3748 1.3754 0.0006 0.0% 1.3543
Close 1.3762 1.3786 0.0024 0.2% 1.3696
Range 0.0038 0.0050 0.0012 31.6% 0.0153
ATR 0.0062 0.0061 -0.0001 -1.4% 0.0000
Volume 132 971 839 635.6% 166
Daily Pivots for day following 11-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.3931 1.3909 1.3814
R3 1.3881 1.3859 1.3800
R2 1.3831 1.3831 1.3795
R1 1.3809 1.3809 1.3791 1.3820
PP 1.3781 1.3781 1.3781 1.3787
S1 1.3759 1.3759 1.3781 1.3770
S2 1.3731 1.3731 1.3777
S3 1.3681 1.3709 1.3772
S4 1.3631 1.3659 1.3759
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 1.3804 1.3572 0.0232 1.7% 0.0055 0.4% 92% True False 242
10 1.3804 1.3543 0.0261 1.9% 0.0049 0.4% 93% True False 135
20 1.3804 1.3397 0.0407 3.0% 0.0053 0.4% 96% True False 77
40 1.3820 1.3302 0.0518 3.8% 0.0053 0.4% 93% False False 45
60 1.3820 1.3302 0.0518 3.8% 0.0042 0.3% 93% False False 31
80 1.3820 1.3131 0.0689 5.0% 0.0035 0.3% 95% False False 24
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4017
2.618 1.3935
1.618 1.3885
1.000 1.3854
0.618 1.3835
HIGH 1.3804
0.618 1.3785
0.500 1.3779
0.382 1.3773
LOW 1.3754
0.618 1.3723
1.000 1.3704
1.618 1.3673
2.618 1.3623
4.250 1.3542
Fisher Pivots for day following 11-Dec-2013
Pivot 1 day 3 day
R1 1.3784 1.3778
PP 1.3781 1.3770
S1 1.3779 1.3762

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

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