CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 05-May-2014
Day Change Summary
Previous Current
02-May-2014 05-May-2014 Change Change % Previous Week
Open 1.3867 1.3873 0.0006 0.0% 1.3840
High 1.3880 1.3885 0.0005 0.0% 1.3888
Low 1.3805 1.3864 0.0059 0.4% 1.3768
Close 1.3870 1.3876 0.0006 0.0% 1.3870
Range 0.0075 0.0021 -0.0054 -72.0% 0.0120
ATR 0.0064 0.0060 -0.0003 -4.8% 0.0000
Volume 196,881 79,782 -117,099 -59.5% 815,930
Daily Pivots for day following 05-May-2014
Classic Woodie Camarilla DeMark
R4 1.3938 1.3928 1.3888
R3 1.3917 1.3907 1.3882
R2 1.3896 1.3896 1.3880
R1 1.3886 1.3886 1.3878 1.3891
PP 1.3875 1.3875 1.3875 1.3878
S1 1.3865 1.3865 1.3874 1.3870
S2 1.3854 1.3854 1.3872
S3 1.3833 1.3844 1.3870
S4 1.3812 1.3823 1.3864
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 1.4202 1.4156 1.3936
R3 1.4082 1.4036 1.3903
R2 1.3962 1.3962 1.3892
R1 1.3916 1.3916 1.3881 1.3939
PP 1.3842 1.3842 1.3842 1.3854
S1 1.3796 1.3796 1.3859 1.3819
S2 1.3722 1.3722 1.3848
S3 1.3602 1.3676 1.3837
S4 1.3482 1.3556 1.3804
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3888 1.3768 0.0120 0.9% 0.0061 0.4% 90% False False 148,531
10 1.3888 1.3768 0.0120 0.9% 0.0055 0.4% 90% False False 141,358
20 1.3903 1.3694 0.0209 1.5% 0.0056 0.4% 87% False False 131,042
40 1.3966 1.3669 0.0297 2.1% 0.0066 0.5% 70% False False 149,908
60 1.3966 1.3554 0.0412 3.0% 0.0069 0.5% 78% False False 101,602
80 1.3966 1.3482 0.0484 3.5% 0.0071 0.5% 81% False False 76,524
100 1.3966 1.3482 0.0484 3.5% 0.0070 0.5% 81% False False 61,284
120 1.3966 1.3396 0.0570 4.1% 0.0067 0.5% 84% False False 51,074
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 0.0017
Narrowest range in 88 trading days
Fibonacci Retracements and Extensions
4.250 1.3974
2.618 1.3940
1.618 1.3919
1.000 1.3906
0.618 1.3898
HIGH 1.3885
0.618 1.3877
0.500 1.3875
0.382 1.3872
LOW 1.3864
0.618 1.3851
1.000 1.3843
1.618 1.3830
2.618 1.3809
4.250 1.3775
Fisher Pivots for day following 05-May-2014
Pivot 1 day 3 day
R1 1.3876 1.3866
PP 1.3875 1.3856
S1 1.3875 1.3847

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

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