CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 27-Dec-2013
Day Change Summary
Previous Current
26-Dec-2013 27-Dec-2013 Change Change % Previous Week
Open 1.3694 1.3695 0.0001 0.0% 1.3669
High 1.3702 1.3892 0.0190 1.4% 1.3892
Low 1.3681 1.3695 0.0014 0.1% 1.3669
Close 1.3692 1.3734 0.0042 0.3% 1.3734
Range 0.0021 0.0197 0.0176 838.1% 0.0223
ATR 0.0062 0.0071 0.0010 16.0% 0.0000
Volume 30 10 -20 -66.7% 529
Daily Pivots for day following 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.4365 1.4246 1.3842
R3 1.4168 1.4049 1.3788
R2 1.3971 1.3971 1.3770
R1 1.3852 1.3852 1.3752 1.3912
PP 1.3774 1.3774 1.3774 1.3803
S1 1.3655 1.3655 1.3716 1.3715
S2 1.3577 1.3577 1.3698
S3 1.3380 1.3458 1.3680
S4 1.3183 1.3261 1.3626
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.4434 1.4307 1.3857
R3 1.4211 1.4084 1.3795
R2 1.3988 1.3988 1.3775
R1 1.3861 1.3861 1.3754 1.3925
PP 1.3765 1.3765 1.3765 1.3797
S1 1.3638 1.3638 1.3714 1.3702
S2 1.3542 1.3542 1.3693
S3 1.3319 1.3415 1.3673
S4 1.3096 1.3192 1.3611
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3892 1.3627 0.0265 1.9% 0.0072 0.5% 40% True False 169
10 1.3892 1.3627 0.0265 1.9% 0.0072 0.5% 40% True False 170
20 1.3892 1.3543 0.0349 2.5% 0.0061 0.4% 55% True False 264
40 1.3892 1.3302 0.0590 4.3% 0.0060 0.4% 73% True False 141
60 1.3892 1.3302 0.0590 4.3% 0.0051 0.4% 73% True False 97
80 1.3892 1.3131 0.0761 5.5% 0.0044 0.3% 79% True False 73
100 1.3892 1.3131 0.0761 5.5% 0.0036 0.3% 79% True False 59
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 1.4729
2.618 1.4408
1.618 1.4211
1.000 1.4089
0.618 1.4014
HIGH 1.3892
0.618 1.3817
0.500 1.3794
0.382 1.3770
LOW 1.3695
0.618 1.3573
1.000 1.3498
1.618 1.3376
2.618 1.3179
4.250 1.2858
Fisher Pivots for day following 27-Dec-2013
Pivot 1 day 3 day
R1 1.3794 1.3781
PP 1.3774 1.3765
S1 1.3754 1.3750

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

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