CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 21-Jan-2014
Day Change Summary
Previous Current
17-Jan-2014 21-Jan-2014 Change Change % Previous Week
Open 1.3613 1.3531 -0.0082 -0.6% 1.3668
High 1.3613 1.3566 -0.0047 -0.3% 1.3699
Low 1.3518 1.3506 -0.0012 -0.1% 1.3518
Close 1.3528 1.3558 0.0030 0.2% 1.3528
Range 0.0095 0.0060 -0.0035 -36.8% 0.0181
ATR 0.0076 0.0075 -0.0001 -1.5% 0.0000
Volume 322 494 172 53.4% 2,103
Daily Pivots for day following 21-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.3723 1.3701 1.3591
R3 1.3663 1.3641 1.3575
R2 1.3603 1.3603 1.3569
R1 1.3581 1.3581 1.3564 1.3592
PP 1.3543 1.3543 1.3543 1.3549
S1 1.3521 1.3521 1.3553 1.3532
S2 1.3483 1.3483 1.3547
S3 1.3423 1.3461 1.3542
S4 1.3363 1.3401 1.3525
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 1.3506 0.0193 1.4% 0.0068 0.5% 27% False True 444
10 1.3699 1.3506 0.0193 1.4% 0.0069 0.5% 27% False True 415
20 1.3892 1.3506 0.0386 2.8% 0.0072 0.5% 13% False True 292
40 1.3892 1.3405 0.0487 3.6% 0.0065 0.5% 31% False False 261
60 1.3892 1.3302 0.0590 4.4% 0.0061 0.5% 43% False False 179
80 1.3892 1.3302 0.0590 4.4% 0.0052 0.4% 43% False False 135
100 1.3892 1.3131 0.0761 5.6% 0.0047 0.3% 56% False False 109
120 1.3892 1.3131 0.0761 5.6% 0.0040 0.3% 56% False False 91
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3821
2.618 1.3723
1.618 1.3663
1.000 1.3626
0.618 1.3603
HIGH 1.3566
0.618 1.3543
0.500 1.3536
0.382 1.3529
LOW 1.3506
0.618 1.3469
1.000 1.3446
1.618 1.3409
2.618 1.3349
4.250 1.3251
Fisher Pivots for day following 21-Jan-2014
Pivot 1 day 3 day
R1 1.3551 1.3575
PP 1.3543 1.3569
S1 1.3536 1.3564

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

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