CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 08-Jan-2014
Day Change Summary
Previous Current
07-Jan-2014 08-Jan-2014 Change Change % Previous Week
Open 1.3625 1.3624 -0.0001 0.0% 1.3757
High 1.3651 1.3633 -0.0018 -0.1% 1.3818
Low 1.3598 1.3554 -0.0044 -0.3% 1.3588
Close 1.3617 1.3582 -0.0035 -0.3% 1.3599
Range 0.0053 0.0079 0.0026 49.1% 0.0230
ATR 0.0076 0.0076 0.0000 0.3% 0.0000
Volume 411 162 -249 -60.6% 726
Daily Pivots for day following 08-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.3827 1.3783 1.3625
R3 1.3748 1.3704 1.3604
R2 1.3669 1.3669 1.3596
R1 1.3625 1.3625 1.3589 1.3608
PP 1.3590 1.3590 1.3590 1.3581
S1 1.3546 1.3546 1.3575 1.3529
S2 1.3511 1.3511 1.3568
S3 1.3432 1.3467 1.3560
S4 1.3353 1.3388 1.3539
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.4358 1.4209 1.3726
R3 1.4128 1.3979 1.3662
R2 1.3898 1.3898 1.3641
R1 1.3749 1.3749 1.3620 1.3709
PP 1.3668 1.3668 1.3668 1.3648
S1 1.3519 1.3519 1.3578 1.3479
S2 1.3438 1.3438 1.3557
S3 1.3208 1.3289 1.3536
S4 1.2978 1.3059 1.3473
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3722 1.3554 0.0168 1.2% 0.0076 0.6% 17% False True 186
10 1.3892 1.3554 0.0338 2.5% 0.0076 0.6% 8% False True 150
20 1.3892 1.3554 0.0338 2.5% 0.0069 0.5% 8% False True 324
40 1.3892 1.3396 0.0496 3.7% 0.0060 0.4% 38% False False 174
60 1.3892 1.3302 0.0590 4.3% 0.0058 0.4% 47% False False 120
80 1.3892 1.3302 0.0590 4.3% 0.0048 0.4% 47% False False 91
100 1.3892 1.3131 0.0761 5.6% 0.0041 0.3% 59% False False 73
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 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3969
2.618 1.3840
1.618 1.3761
1.000 1.3712
0.618 1.3682
HIGH 1.3633
0.618 1.3603
0.500 1.3594
0.382 1.3584
LOW 1.3554
0.618 1.3505
1.000 1.3475
1.618 1.3426
2.618 1.3347
4.250 1.3218
Fisher Pivots for day following 08-Jan-2014
Pivot 1 day 3 day
R1 1.3594 1.3603
PP 1.3590 1.3596
S1 1.3586 1.3589

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

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