CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 31-Dec-2013
Day Change Summary
Previous Current
30-Dec-2013 31-Dec-2013 Change Change % Previous Week
Open 1.3757 1.3813 0.0056 0.4% 1.3669
High 1.3818 1.3813 -0.0005 0.0% 1.3892
Low 1.3736 1.3750 0.0014 0.1% 1.3669
Close 1.3803 1.3789 -0.0014 -0.1% 1.3734
Range 0.0082 0.0063 -0.0019 -23.2% 0.0223
ATR 0.0072 0.0072 -0.0001 -0.9% 0.0000
Volume 273 222 -51 -18.7% 529
Daily Pivots for day following 31-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.3973 1.3944 1.3824
R3 1.3910 1.3881 1.3806
R2 1.3847 1.3847 1.3801
R1 1.3818 1.3818 1.3795 1.3801
PP 1.3784 1.3784 1.3784 1.3776
S1 1.3755 1.3755 1.3783 1.3738
S2 1.3721 1.3721 1.3777
S3 1.3658 1.3692 1.3772
S4 1.3595 1.3629 1.3754
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 1.3670 0.0222 1.6% 0.0076 0.6% 54% False False 115
10 1.3892 1.3627 0.0265 1.9% 0.0074 0.5% 61% False False 193
20 1.3892 1.3552 0.0340 2.5% 0.0065 0.5% 70% False False 285
40 1.3892 1.3302 0.0590 4.3% 0.0061 0.4% 83% False False 153
60 1.3892 1.3302 0.0590 4.3% 0.0053 0.4% 83% False False 105
80 1.3892 1.3201 0.0691 5.0% 0.0045 0.3% 85% False False 79
100 1.3892 1.3131 0.0761 5.5% 0.0037 0.3% 86% False False 64
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4081
2.618 1.3978
1.618 1.3915
1.000 1.3876
0.618 1.3852
HIGH 1.3813
0.618 1.3789
0.500 1.3782
0.382 1.3774
LOW 1.3750
0.618 1.3711
1.000 1.3687
1.618 1.3648
2.618 1.3585
4.250 1.3482
Fisher Pivots for day following 31-Dec-2013
Pivot 1 day 3 day
R1 1.3787 1.3794
PP 1.3784 1.3792
S1 1.3782 1.3791

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

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