CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 14-Apr-2014
Day Change Summary
Previous Current
11-Apr-2014 14-Apr-2014 Change Change % Previous Week
Open 1.3885 1.3856 -0.0029 -0.2% 1.3698
High 1.3903 1.3862 -0.0041 -0.3% 1.3903
Low 1.3861 1.3806 -0.0055 -0.4% 1.3694
Close 1.3885 1.3819 -0.0066 -0.5% 1.3885
Range 0.0042 0.0056 0.0014 33.3% 0.0209
ATR 0.0073 0.0073 0.0000 0.6% 0.0000
Volume 108,887 137,542 28,655 26.3% 668,744
Daily Pivots for day following 14-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.3997 1.3964 1.3850
R3 1.3941 1.3908 1.3834
R2 1.3885 1.3885 1.3829
R1 1.3852 1.3852 1.3824 1.3841
PP 1.3829 1.3829 1.3829 1.3823
S1 1.3796 1.3796 1.3814 1.3785
S2 1.3773 1.3773 1.3809
S3 1.3717 1.3740 1.3804
S4 1.3661 1.3684 1.3788
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 1.3735 0.0168 1.2% 0.0064 0.5% 50% False False 140,283
10 1.3903 1.3669 0.0234 1.7% 0.0066 0.5% 64% False False 155,533
20 1.3942 1.3669 0.0273 2.0% 0.0074 0.5% 55% False False 169,311
40 1.3966 1.3644 0.0322 2.3% 0.0074 0.5% 54% False False 106,865
60 1.3966 1.3482 0.0484 3.5% 0.0075 0.5% 70% False False 71,743
80 1.3966 1.3482 0.0484 3.5% 0.0075 0.5% 70% False False 53,877
100 1.3966 1.3405 0.0561 4.1% 0.0071 0.5% 74% False False 43,143
120 1.3966 1.3302 0.0664 4.8% 0.0068 0.5% 78% False False 35,954
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4100
2.618 1.4009
1.618 1.3953
1.000 1.3918
0.618 1.3897
HIGH 1.3862
0.618 1.3841
0.500 1.3834
0.382 1.3827
LOW 1.3806
0.618 1.3771
1.000 1.3750
1.618 1.3715
2.618 1.3659
4.250 1.3568
Fisher Pivots for day following 14-Apr-2014
Pivot 1 day 3 day
R1 1.3834 1.3855
PP 1.3829 1.3843
S1 1.3824 1.3831

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

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