CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 06-May-2014
Day Change Summary
Previous Current
05-May-2014 06-May-2014 Change Change % Previous Week
Open 1.3873 1.3874 0.0001 0.0% 1.3840
High 1.3885 1.3950 0.0065 0.5% 1.3888
Low 1.3864 1.3871 0.0007 0.1% 1.3768
Close 1.3876 1.3932 0.0056 0.4% 1.3870
Range 0.0021 0.0079 0.0058 276.2% 0.0120
ATR 0.0060 0.0062 0.0001 2.2% 0.0000
Volume 79,782 167,873 88,091 110.4% 815,930
Daily Pivots for day following 06-May-2014
Classic Woodie Camarilla DeMark
R4 1.4155 1.4122 1.3975
R3 1.4076 1.4043 1.3954
R2 1.3997 1.3997 1.3946
R1 1.3964 1.3964 1.3939 1.3981
PP 1.3918 1.3918 1.3918 1.3926
S1 1.3885 1.3885 1.3925 1.3902
S2 1.3839 1.3839 1.3918
S3 1.3760 1.3806 1.3910
S4 1.3681 1.3727 1.3889
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 1.3950 1.3768 0.0182 1.3% 0.0062 0.4% 90% True False 146,252
10 1.3950 1.3768 0.0182 1.3% 0.0059 0.4% 90% True False 147,880
20 1.3950 1.3735 0.0215 1.5% 0.0057 0.4% 92% True False 134,192
40 1.3966 1.3669 0.0297 2.1% 0.0068 0.5% 89% False False 153,236
60 1.3966 1.3563 0.0403 2.9% 0.0068 0.5% 92% False False 104,377
80 1.3966 1.3482 0.0484 3.5% 0.0071 0.5% 93% False False 78,616
100 1.3966 1.3482 0.0484 3.5% 0.0071 0.5% 93% False False 62,961
120 1.3966 1.3396 0.0570 4.1% 0.0068 0.5% 94% False False 52,473
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4286
2.618 1.4157
1.618 1.4078
1.000 1.4029
0.618 1.3999
HIGH 1.3950
0.618 1.3920
0.500 1.3911
0.382 1.3901
LOW 1.3871
0.618 1.3822
1.000 1.3792
1.618 1.3743
2.618 1.3664
4.250 1.3535
Fisher Pivots for day following 06-May-2014
Pivot 1 day 3 day
R1 1.3925 1.3914
PP 1.3918 1.3896
S1 1.3911 1.3878

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

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