CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 14-May-2014
Day Change Summary
Previous Current
13-May-2014 14-May-2014 Change Change % Previous Week
Open 1.3757 1.3701 -0.0056 -0.4% 1.3873
High 1.3770 1.3730 -0.0040 -0.3% 1.3993
Low 1.3687 1.3697 0.0010 0.1% 1.3743
Close 1.3697 1.3705 0.0008 0.1% 1.3745
Range 0.0083 0.0033 -0.0050 -60.2% 0.0250
ATR 0.0068 0.0066 -0.0003 -3.7% 0.0000
Volume 214,470 146,960 -67,510 -31.5% 967,537
Daily Pivots for day following 14-May-2014
Classic Woodie Camarilla DeMark
R4 1.3810 1.3790 1.3723
R3 1.3777 1.3757 1.3714
R2 1.3744 1.3744 1.3711
R1 1.3724 1.3724 1.3708 1.3734
PP 1.3711 1.3711 1.3711 1.3716
S1 1.3691 1.3691 1.3702 1.3701
S2 1.3678 1.3678 1.3699
S3 1.3645 1.3658 1.3696
S4 1.3612 1.3625 1.3687
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 1.4577 1.4411 1.3883
R3 1.4327 1.4161 1.3814
R2 1.4077 1.4077 1.3791
R1 1.3911 1.3911 1.3768 1.3869
PP 1.3827 1.3827 1.3827 1.3806
S1 1.3661 1.3661 1.3722 1.3619
S2 1.3577 1.3577 1.3699
S3 1.3327 1.3411 1.3676
S4 1.3077 1.3161 1.3608
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3993 1.3687 0.0306 2.2% 0.0081 0.6% 6% False False 210,408
10 1.3993 1.3687 0.0306 2.2% 0.0064 0.5% 6% False False 168,643
20 1.3993 1.3687 0.0306 2.2% 0.0060 0.4% 6% False False 152,068
40 1.3993 1.3669 0.0324 2.4% 0.0067 0.5% 11% False False 159,824
60 1.3993 1.3644 0.0349 2.5% 0.0069 0.5% 17% False False 123,985
80 1.3993 1.3482 0.0511 3.7% 0.0071 0.5% 44% False False 93,368
100 1.3993 1.3482 0.0511 3.7% 0.0071 0.5% 44% False False 74,751
120 1.3993 1.3405 0.0588 4.3% 0.0069 0.5% 51% False False 62,329
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3870
2.618 1.3816
1.618 1.3783
1.000 1.3763
0.618 1.3750
HIGH 1.3730
0.618 1.3717
0.500 1.3714
0.382 1.3710
LOW 1.3697
0.618 1.3677
1.000 1.3664
1.618 1.3644
2.618 1.3611
4.250 1.3557
Fisher Pivots for day following 14-May-2014
Pivot 1 day 3 day
R1 1.3714 1.3730
PP 1.3711 1.3722
S1 1.3708 1.3713

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

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