CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 11-Apr-2014
Day Change Summary
Previous Current
10-Apr-2014 11-Apr-2014 Change Change % Previous Week
Open 1.3851 1.3885 0.0034 0.2% 1.3698
High 1.3898 1.3903 0.0005 0.0% 1.3903
Low 1.3834 1.3861 0.0027 0.2% 1.3694
Close 1.3889 1.3885 -0.0004 0.0% 1.3885
Range 0.0064 0.0042 -0.0022 -34.4% 0.0209
ATR 0.0075 0.0073 -0.0002 -3.2% 0.0000
Volume 137,083 108,887 -28,196 -20.6% 668,744
Daily Pivots for day following 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.4009 1.3989 1.3908
R3 1.3967 1.3947 1.3897
R2 1.3925 1.3925 1.3893
R1 1.3905 1.3905 1.3889 1.3906
PP 1.3883 1.3883 1.3883 1.3884
S1 1.3863 1.3863 1.3881 1.3864
S2 1.3841 1.3841 1.3877
S3 1.3799 1.3821 1.3873
S4 1.3757 1.3779 1.3862
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.4454 1.4379 1.4000
R3 1.4245 1.4170 1.3942
R2 1.4036 1.4036 1.3923
R1 1.3961 1.3961 1.3904 1.3999
PP 1.3827 1.3827 1.3827 1.3846
S1 1.3752 1.3752 1.3866 1.3790
S2 1.3618 1.3618 1.3847
S3 1.3409 1.3543 1.3828
S4 1.3200 1.3334 1.3770
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3903 1.3694 0.0209 1.5% 0.0063 0.5% 91% True False 133,748
10 1.3903 1.3669 0.0234 1.7% 0.0069 0.5% 92% True False 162,762
20 1.3947 1.3669 0.0278 2.0% 0.0075 0.5% 78% False False 169,132
40 1.3966 1.3644 0.0322 2.3% 0.0074 0.5% 75% False False 103,456
60 1.3966 1.3482 0.0484 3.5% 0.0075 0.5% 83% False False 69,464
80 1.3966 1.3482 0.0484 3.5% 0.0075 0.5% 83% False False 52,159
100 1.3966 1.3405 0.0561 4.0% 0.0071 0.5% 86% False False 41,767
120 1.3966 1.3302 0.0664 4.8% 0.0068 0.5% 88% False False 34,808
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 24 trading days
Fibonacci Retracements and Extensions
4.250 1.4082
2.618 1.4013
1.618 1.3971
1.000 1.3945
0.618 1.3929
HIGH 1.3903
0.618 1.3887
0.500 1.3882
0.382 1.3877
LOW 1.3861
0.618 1.3835
1.000 1.3819
1.618 1.3793
2.618 1.3751
4.250 1.3683
Fisher Pivots for day following 11-Apr-2014
Pivot 1 day 3 day
R1 1.3884 1.3870
PP 1.3883 1.3855
S1 1.3882 1.3841

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

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