CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 17-Jan-2014
Day Change Summary
Previous Current
16-Jan-2014 17-Jan-2014 Change Change % Previous Week
Open 1.3595 1.3613 0.0018 0.1% 1.3668
High 1.3644 1.3613 -0.0031 -0.2% 1.3699
Low 1.3582 1.3518 -0.0064 -0.5% 1.3518
Close 1.3613 1.3528 -0.0085 -0.6% 1.3528
Range 0.0062 0.0095 0.0033 53.2% 0.0181
ATR 0.0074 0.0076 0.0001 2.0% 0.0000
Volume 803 322 -481 -59.9% 2,103
Daily Pivots for day following 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.3838 1.3778 1.3580
R3 1.3743 1.3683 1.3554
R2 1.3648 1.3648 1.3545
R1 1.3588 1.3588 1.3537 1.3571
PP 1.3553 1.3553 1.3553 1.3544
S1 1.3493 1.3493 1.3519 1.3476
S2 1.3458 1.3458 1.3511
S3 1.3363 1.3398 1.3502
S4 1.3268 1.3303 1.3476
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.4125 1.4007 1.3628
R3 1.3944 1.3826 1.3578
R2 1.3763 1.3763 1.3561
R1 1.3645 1.3645 1.3545 1.3614
PP 1.3582 1.3582 1.3582 1.3566
S1 1.3464 1.3464 1.3511 1.3433
S2 1.3401 1.3401 1.3495
S3 1.3220 1.3283 1.3478
S4 1.3039 1.3102 1.3428
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3699 1.3518 0.0181 1.3% 0.0064 0.5% 6% False True 420
10 1.3699 1.3518 0.0181 1.3% 0.0071 0.5% 6% False True 378
20 1.3892 1.3518 0.0374 2.8% 0.0071 0.5% 3% False True 283
40 1.3892 1.3405 0.0487 3.6% 0.0066 0.5% 25% False False 249
60 1.3892 1.3302 0.0590 4.4% 0.0060 0.4% 38% False False 171
80 1.3892 1.3302 0.0590 4.4% 0.0051 0.4% 38% False False 129
100 1.3892 1.3131 0.0761 5.6% 0.0046 0.3% 52% False False 104
120 1.3892 1.3131 0.0761 5.6% 0.0039 0.3% 52% False False 87
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4017
2.618 1.3862
1.618 1.3767
1.000 1.3708
0.618 1.3672
HIGH 1.3613
0.618 1.3577
0.500 1.3566
0.382 1.3554
LOW 1.3518
0.618 1.3459
1.000 1.3423
1.618 1.3364
2.618 1.3269
4.250 1.3114
Fisher Pivots for day following 17-Jan-2014
Pivot 1 day 3 day
R1 1.3566 1.3584
PP 1.3553 1.3565
S1 1.3541 1.3547

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

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