CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 17-Dec-2013
Day Change Summary
Previous Current
16-Dec-2013 17-Dec-2013 Change Change % Previous Week
Open 1.3752 1.3770 0.0018 0.1% 1.3722
High 1.3794 1.3775 -0.0019 -0.1% 1.3804
Low 1.3735 1.3730 -0.0005 0.0% 1.3709
Close 1.3761 1.3765 0.0004 0.0% 1.3733
Range 0.0059 0.0045 -0.0014 -23.7% 0.0095
ATR 0.0061 0.0060 -0.0001 -1.9% 0.0000
Volume 137 93 -44 -32.1% 3,528
Daily Pivots for day following 17-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.3892 1.3873 1.3790
R3 1.3847 1.3828 1.3777
R2 1.3802 1.3802 1.3773
R1 1.3783 1.3783 1.3769 1.3770
PP 1.3757 1.3757 1.3757 1.3750
S1 1.3738 1.3738 1.3761 1.3725
S2 1.3712 1.3712 1.3757
S3 1.3667 1.3693 1.3753
S4 1.3622 1.3648 1.3740
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.4034 1.3978 1.3785
R3 1.3939 1.3883 1.3759
R2 1.3844 1.3844 1.3750
R1 1.3788 1.3788 1.3742 1.3816
PP 1.3749 1.3749 1.3749 1.3763
S1 1.3693 1.3693 1.3724 1.3721
S2 1.3654 1.3654 1.3716
S3 1.3559 1.3598 1.3707
S4 1.3464 1.3503 1.3681
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3804 1.3709 0.0095 0.7% 0.0055 0.4% 59% False False 718
10 1.3804 1.3552 0.0252 1.8% 0.0056 0.4% 85% False False 385
20 1.3804 1.3405 0.0399 2.9% 0.0055 0.4% 90% False False 206
40 1.3820 1.3302 0.0518 3.8% 0.0054 0.4% 89% False False 110
60 1.3820 1.3302 0.0518 3.8% 0.0042 0.3% 89% False False 74
80 1.3820 1.3131 0.0689 5.0% 0.0038 0.3% 92% False False 56
100 1.3820 1.3131 0.0689 5.0% 0.0032 0.2% 92% False False 46
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3966
2.618 1.3893
1.618 1.3848
1.000 1.3820
0.618 1.3803
HIGH 1.3775
0.618 1.3758
0.500 1.3753
0.382 1.3747
LOW 1.3730
0.618 1.3702
1.000 1.3685
1.618 1.3657
2.618 1.3612
4.250 1.3539
Fisher Pivots for day following 17-Dec-2013
Pivot 1 day 3 day
R1 1.3761 1.3761
PP 1.3757 1.3756
S1 1.3753 1.3752

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

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