CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 20-Dec-2013
Day Change Summary
Previous Current
19-Dec-2013 20-Dec-2013 Change Change % Previous Week
Open 1.3668 1.3650 -0.0018 -0.1% 1.3752
High 1.3690 1.3710 0.0020 0.1% 1.3838
Low 1.3650 1.3627 -0.0023 -0.2% 1.3627
Close 1.3656 1.3673 0.0017 0.1% 1.3673
Range 0.0040 0.0083 0.0043 107.5% 0.0211
ATR 0.0069 0.0070 0.0001 1.4% 0.0000
Volume 324 317 -7 -2.2% 1,050
Daily Pivots for day following 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.3919 1.3879 1.3719
R3 1.3836 1.3796 1.3696
R2 1.3753 1.3753 1.3688
R1 1.3713 1.3713 1.3681 1.3733
PP 1.3670 1.3670 1.3670 1.3680
S1 1.3630 1.3630 1.3665 1.3650
S2 1.3587 1.3587 1.3658
S3 1.3504 1.3547 1.3650
S4 1.3421 1.3464 1.3627
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.4346 1.4220 1.3789
R3 1.4135 1.4009 1.3731
R2 1.3924 1.3924 1.3712
R1 1.3798 1.3798 1.3692 1.3756
PP 1.3713 1.3713 1.3713 1.3691
S1 1.3587 1.3587 1.3654 1.3545
S2 1.3502 1.3502 1.3634
S3 1.3291 1.3376 1.3615
S4 1.3080 1.3165 1.3557
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3838 1.3627 0.0211 1.5% 0.0076 0.6% 22% False True 210
10 1.3838 1.3627 0.0211 1.5% 0.0061 0.4% 22% False True 457
20 1.3838 1.3495 0.0343 2.5% 0.0058 0.4% 52% False False 245
40 1.3838 1.3302 0.0536 3.9% 0.0057 0.4% 69% False False 130
60 1.3838 1.3302 0.0536 3.9% 0.0046 0.3% 69% False False 88
80 1.3838 1.3131 0.0707 5.2% 0.0041 0.3% 77% False False 67
100 1.3838 1.3131 0.0707 5.2% 0.0033 0.2% 77% False False 54
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4063
2.618 1.3927
1.618 1.3844
1.000 1.3793
0.618 1.3761
HIGH 1.3710
0.618 1.3678
0.500 1.3669
0.382 1.3659
LOW 1.3627
0.618 1.3576
1.000 1.3544
1.618 1.3493
2.618 1.3410
4.250 1.3274
Fisher Pivots for day following 20-Dec-2013
Pivot 1 day 3 day
R1 1.3672 1.3733
PP 1.3670 1.3713
S1 1.3669 1.3693

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

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