CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 09-Jan-2014
Day Change Summary
Previous Current
08-Jan-2014 09-Jan-2014 Change Change % Previous Week
Open 1.3624 1.3575 -0.0049 -0.4% 1.3757
High 1.3633 1.3630 -0.0003 0.0% 1.3818
Low 1.3554 1.3550 -0.0004 0.0% 1.3588
Close 1.3582 1.3590 0.0008 0.1% 1.3599
Range 0.0079 0.0080 0.0001 1.3% 0.0230
ATR 0.0076 0.0077 0.0000 0.3% 0.0000
Volume 162 541 379 234.0% 726
Daily Pivots for day following 09-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.3830 1.3790 1.3634
R3 1.3750 1.3710 1.3612
R2 1.3670 1.3670 1.3605
R1 1.3630 1.3630 1.3597 1.3650
PP 1.3590 1.3590 1.3590 1.3600
S1 1.3550 1.3550 1.3583 1.3570
S2 1.3510 1.3510 1.3575
S3 1.3430 1.3470 1.3568
S4 1.3350 1.3390 1.3546
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 1.3672 1.3550 0.0122 0.9% 0.0075 0.5% 33% False True 282
10 1.3892 1.3550 0.0342 2.5% 0.0082 0.6% 12% False True 200
20 1.3892 1.3550 0.0342 2.5% 0.0071 0.5% 12% False True 345
40 1.3892 1.3396 0.0496 3.6% 0.0062 0.5% 39% False False 187
60 1.3892 1.3302 0.0590 4.3% 0.0059 0.4% 49% False False 129
80 1.3892 1.3302 0.0590 4.3% 0.0049 0.4% 49% False False 97
100 1.3892 1.3131 0.0761 5.6% 0.0042 0.3% 60% False False 78
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3970
2.618 1.3839
1.618 1.3759
1.000 1.3710
0.618 1.3679
HIGH 1.3630
0.618 1.3599
0.500 1.3590
0.382 1.3581
LOW 1.3550
0.618 1.3501
1.000 1.3470
1.618 1.3421
2.618 1.3341
4.250 1.3210
Fisher Pivots for day following 09-Jan-2014
Pivot 1 day 3 day
R1 1.3590 1.3601
PP 1.3590 1.3597
S1 1.3590 1.3594

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

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