CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 15-Apr-2014
Day Change Summary
Previous Current
14-Apr-2014 15-Apr-2014 Change Change % Previous Week
Open 1.3856 1.3817 -0.0039 -0.3% 1.3698
High 1.3862 1.3831 -0.0031 -0.2% 1.3903
Low 1.3806 1.3787 -0.0019 -0.1% 1.3694
Close 1.3819 1.3808 -0.0011 -0.1% 1.3885
Range 0.0056 0.0044 -0.0012 -21.4% 0.0209
ATR 0.0073 0.0071 -0.0002 -2.9% 0.0000
Volume 137,542 123,820 -13,722 -10.0% 668,744
Daily Pivots for day following 15-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.3941 1.3918 1.3832
R3 1.3897 1.3874 1.3820
R2 1.3853 1.3853 1.3816
R1 1.3830 1.3830 1.3812 1.3820
PP 1.3809 1.3809 1.3809 1.3803
S1 1.3786 1.3786 1.3804 1.3776
S2 1.3765 1.3765 1.3800
S3 1.3721 1.3742 1.3796
S4 1.3677 1.3698 1.3784
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 1.3778 0.0125 0.9% 0.0058 0.4% 24% False False 133,119
10 1.3903 1.3669 0.0234 1.7% 0.0066 0.5% 59% False False 156,389
20 1.3933 1.3669 0.0264 1.9% 0.0073 0.5% 53% False False 167,580
40 1.3966 1.3644 0.0322 2.3% 0.0074 0.5% 51% False False 109,944
60 1.3966 1.3482 0.0484 3.5% 0.0074 0.5% 67% False False 73,802
80 1.3966 1.3482 0.0484 3.5% 0.0073 0.5% 67% False False 55,422
100 1.3966 1.3405 0.0561 4.1% 0.0071 0.5% 72% False False 44,381
120 1.3966 1.3302 0.0664 4.8% 0.0067 0.5% 76% False False 36,986
Crabel Price Patterns
NR True
NR4 False
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4018
2.618 1.3946
1.618 1.3902
1.000 1.3875
0.618 1.3858
HIGH 1.3831
0.618 1.3814
0.500 1.3809
0.382 1.3804
LOW 1.3787
0.618 1.3760
1.000 1.3743
1.618 1.3716
2.618 1.3672
4.250 1.3600
Fisher Pivots for day following 15-Apr-2014
Pivot 1 day 3 day
R1 1.3809 1.3845
PP 1.3809 1.3833
S1 1.3808 1.3820

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

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