CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 13-Jan-2014
Day Change Summary
Previous Current
10-Jan-2014 13-Jan-2014 Change Change % Previous Week
Open 1.3604 1.3668 0.0064 0.5% 1.3595
High 1.3685 1.3681 -0.0004 0.0% 1.3685
Low 1.3587 1.3638 0.0051 0.4% 1.3550
Close 1.3659 1.3672 0.0013 0.1% 1.3659
Range 0.0098 0.0043 -0.0055 -56.1% 0.0135
ATR 0.0078 0.0076 -0.0003 -3.2% 0.0000
Volume 439 374 -65 -14.8% 1,680
Daily Pivots for day following 13-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.3793 1.3775 1.3696
R3 1.3750 1.3732 1.3684
R2 1.3707 1.3707 1.3680
R1 1.3689 1.3689 1.3676 1.3698
PP 1.3664 1.3664 1.3664 1.3668
S1 1.3646 1.3646 1.3668 1.3655
S2 1.3621 1.3621 1.3664
S3 1.3578 1.3603 1.3660
S4 1.3535 1.3560 1.3648
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.4036 1.3983 1.3733
R3 1.3901 1.3848 1.3696
R2 1.3766 1.3766 1.3684
R1 1.3713 1.3713 1.3671 1.3740
PP 1.3631 1.3631 1.3631 1.3645
S1 1.3578 1.3578 1.3647 1.3605
S2 1.3496 1.3496 1.3634
S3 1.3361 1.3443 1.3622
S4 1.3226 1.3308 1.3585
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3685 1.3550 0.0135 1.0% 0.0071 0.5% 90% False False 385
10 1.3818 1.3550 0.0268 2.0% 0.0074 0.5% 46% False False 278
20 1.3892 1.3550 0.0342 2.5% 0.0073 0.5% 36% False False 224
40 1.3892 1.3405 0.0487 3.6% 0.0063 0.5% 55% False False 207
60 1.3892 1.3302 0.0590 4.3% 0.0060 0.4% 63% False False 142
80 1.3892 1.3302 0.0590 4.3% 0.0049 0.4% 63% False False 108
100 1.3892 1.3131 0.0761 5.6% 0.0043 0.3% 71% False False 86
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.3864
2.618 1.3794
1.618 1.3751
1.000 1.3724
0.618 1.3708
HIGH 1.3681
0.618 1.3665
0.500 1.3660
0.382 1.3654
LOW 1.3638
0.618 1.3611
1.000 1.3595
1.618 1.3568
2.618 1.3525
4.250 1.3455
Fisher Pivots for day following 13-Jan-2014
Pivot 1 day 3 day
R1 1.3668 1.3654
PP 1.3664 1.3636
S1 1.3660 1.3618

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

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