CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 07-Apr-2014
Day Change Summary
Previous Current
04-Apr-2014 07-Apr-2014 Change Change % Previous Week
Open 1.3716 1.3698 -0.0018 -0.1% 1.3751
High 1.3729 1.3747 0.0018 0.1% 1.3818
Low 1.3669 1.3694 0.0025 0.2% 1.3669
Close 1.3700 1.3737 0.0037 0.3% 1.3700
Range 0.0060 0.0053 -0.0007 -11.7% 0.0149
ATR 0.0077 0.0076 -0.0002 -2.3% 0.0000
Volume 226,723 104,869 -121,854 -53.7% 958,885
Daily Pivots for day following 07-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.3885 1.3864 1.3766
R3 1.3832 1.3811 1.3752
R2 1.3779 1.3779 1.3747
R1 1.3758 1.3758 1.3742 1.3769
PP 1.3726 1.3726 1.3726 1.3731
S1 1.3705 1.3705 1.3732 1.3716
S2 1.3673 1.3673 1.3727
S3 1.3620 1.3652 1.3722
S4 1.3567 1.3599 1.3708
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.4176 1.4087 1.3782
R3 1.4027 1.3938 1.3741
R2 1.3878 1.3878 1.3727
R1 1.3789 1.3789 1.3714 1.3759
PP 1.3729 1.3729 1.3729 1.3714
S1 1.3640 1.3640 1.3686 1.3610
S2 1.3580 1.3580 1.3673
S3 1.3431 1.3491 1.3659
S4 1.3282 1.3342 1.3618
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3818 1.3669 0.0149 1.1% 0.0068 0.5% 46% False False 170,783
10 1.3845 1.3669 0.0176 1.3% 0.0072 0.5% 39% False False 179,772
20 1.3966 1.3669 0.0297 2.2% 0.0078 0.6% 23% False False 172,280
40 1.3966 1.3563 0.0403 2.9% 0.0074 0.5% 43% False False 89,469
60 1.3966 1.3482 0.0484 3.5% 0.0075 0.5% 53% False False 60,090
80 1.3966 1.3482 0.0484 3.5% 0.0074 0.5% 53% False False 45,154
100 1.3966 1.3396 0.0570 4.1% 0.0070 0.5% 60% False False 36,129
120 1.3966 1.3302 0.0664 4.8% 0.0067 0.5% 66% False False 30,110
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 0.0018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3972
2.618 1.3886
1.618 1.3833
1.000 1.3800
0.618 1.3780
HIGH 1.3747
0.618 1.3727
0.500 1.3721
0.382 1.3714
LOW 1.3694
0.618 1.3661
1.000 1.3641
1.618 1.3608
2.618 1.3555
4.250 1.3469
Fisher Pivots for day following 07-Apr-2014
Pivot 1 day 3 day
R1 1.3732 1.3739
PP 1.3726 1.3738
S1 1.3721 1.3738

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

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