CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 23-Jan-2014
Day Change Summary
Previous Current
22-Jan-2014 23-Jan-2014 Change Change % Previous Week
Open 1.3556 1.3544 -0.0012 -0.1% 1.3668
High 1.3579 1.3695 0.0116 0.9% 1.3699
Low 1.3533 1.3528 -0.0005 0.0% 1.3518
Close 1.3545 1.3695 0.0150 1.1% 1.3528
Range 0.0046 0.0167 0.0121 263.0% 0.0181
ATR 0.0073 0.0079 0.0007 9.3% 0.0000
Volume 525 236 -289 -55.0% 2,103
Daily Pivots for day following 23-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.4140 1.4085 1.3787
R3 1.3973 1.3918 1.3741
R2 1.3806 1.3806 1.3726
R1 1.3751 1.3751 1.3710 1.3779
PP 1.3639 1.3639 1.3639 1.3653
S1 1.3584 1.3584 1.3680 1.3612
S2 1.3472 1.3472 1.3664
S3 1.3305 1.3417 1.3649
S4 1.3138 1.3250 1.3603
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 1.3695 1.3506 0.0189 1.4% 0.0086 0.6% 100% True False 476
10 1.3699 1.3506 0.0193 1.4% 0.0077 0.6% 98% False False 433
20 1.3892 1.3506 0.0386 2.8% 0.0077 0.6% 49% False False 292
40 1.3892 1.3495 0.0397 2.9% 0.0067 0.5% 50% False False 278
60 1.3892 1.3302 0.0590 4.3% 0.0064 0.5% 67% False False 191
80 1.3892 1.3302 0.0590 4.3% 0.0054 0.4% 67% False False 144
100 1.3892 1.3131 0.0761 5.6% 0.0048 0.4% 74% False False 116
120 1.3892 1.3131 0.0761 5.6% 0.0041 0.3% 74% False False 97
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.4405
2.618 1.4132
1.618 1.3965
1.000 1.3862
0.618 1.3798
HIGH 1.3695
0.618 1.3631
0.500 1.3612
0.382 1.3592
LOW 1.3528
0.618 1.3425
1.000 1.3361
1.618 1.3258
2.618 1.3091
4.250 1.2818
Fisher Pivots for day following 23-Jan-2014
Pivot 1 day 3 day
R1 1.3667 1.3664
PP 1.3639 1.3632
S1 1.3612 1.3601

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

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