CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 12-Feb-2014
Day Change Summary
Previous Current
11-Feb-2014 12-Feb-2014 Change Change % Previous Week
Open 1.3648 1.3637 -0.0011 -0.1% 1.3486
High 1.3681 1.3650 -0.0031 -0.2% 1.3640
Low 1.3631 1.3563 -0.0068 -0.5% 1.3483
Close 1.3638 1.3594 -0.0044 -0.3% 1.3628
Range 0.0050 0.0087 0.0037 74.0% 0.0157
ATR 0.0074 0.0074 0.0001 1.3% 0.0000
Volume 615 2,126 1,511 245.7% 10,312
Daily Pivots for day following 12-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.3863 1.3816 1.3642
R3 1.3776 1.3729 1.3618
R2 1.3689 1.3689 1.3610
R1 1.3642 1.3642 1.3602 1.3622
PP 1.3602 1.3602 1.3602 1.3593
S1 1.3555 1.3555 1.3586 1.3535
S2 1.3515 1.3515 1.3578
S3 1.3428 1.3468 1.3570
S4 1.3341 1.3381 1.3546
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.4055 1.3998 1.3714
R3 1.3898 1.3841 1.3671
R2 1.3741 1.3741 1.3657
R1 1.3684 1.3684 1.3642 1.3713
PP 1.3584 1.3584 1.3584 1.3598
S1 1.3527 1.3527 1.3614 1.3556
S2 1.3427 1.3427 1.3599
S3 1.3270 1.3370 1.3585
S4 1.3113 1.3213 1.3542
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3681 1.3483 0.0198 1.5% 0.0078 0.6% 56% False False 1,063
10 1.3681 1.3482 0.0199 1.5% 0.0074 0.5% 56% False False 2,429
20 1.3731 1.3482 0.0249 1.8% 0.0076 0.6% 45% False False 1,451
40 1.3892 1.3482 0.0410 3.0% 0.0074 0.5% 27% False False 838
60 1.3892 1.3405 0.0487 3.6% 0.0067 0.5% 39% False False 624
80 1.3892 1.3302 0.0590 4.3% 0.0063 0.5% 49% False False 471
100 1.3892 1.3302 0.0590 4.3% 0.0054 0.4% 49% False False 378
120 1.3892 1.3131 0.0761 5.6% 0.0049 0.4% 61% False False 315
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 0.0016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4020
2.618 1.3878
1.618 1.3791
1.000 1.3737
0.618 1.3704
HIGH 1.3650
0.618 1.3617
0.500 1.3607
0.382 1.3596
LOW 1.3563
0.618 1.3509
1.000 1.3476
1.618 1.3422
2.618 1.3335
4.250 1.3193
Fisher Pivots for day following 12-Feb-2014
Pivot 1 day 3 day
R1 1.3607 1.3622
PP 1.3602 1.3613
S1 1.3598 1.3603

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

View Archives - Comment on this page... - Back to Index of Symbols