CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 22-May-2014
Day Change Summary
Previous Current
21-May-2014 22-May-2014 Change Change % Previous Week
Open 1.3698 1.3685 -0.0013 -0.1% 1.3755
High 1.3722 1.3687 -0.0035 -0.3% 1.3773
Low 1.3632 1.3644 0.0012 0.1% 1.3645
Close 1.3678 1.3650 -0.0028 -0.2% 1.3697
Range 0.0090 0.0043 -0.0047 -52.2% 0.0128
ATR 0.0063 0.0062 -0.0001 -2.3% 0.0000
Volume 175,669 137,816 -37,853 -21.5% 813,941
Daily Pivots for day following 22-May-2014
Classic Woodie Camarilla DeMark
R4 1.3789 1.3763 1.3674
R3 1.3746 1.3720 1.3662
R2 1.3703 1.3703 1.3658
R1 1.3677 1.3677 1.3654 1.3669
PP 1.3660 1.3660 1.3660 1.3656
S1 1.3634 1.3634 1.3646 1.3626
S2 1.3617 1.3617 1.3642
S3 1.3574 1.3591 1.3638
S4 1.3531 1.3548 1.3626
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 1.4089 1.4021 1.3767
R3 1.3961 1.3893 1.3732
R2 1.3833 1.3833 1.3720
R1 1.3765 1.3765 1.3709 1.3735
PP 1.3705 1.3705 1.3705 1.3690
S1 1.3637 1.3637 1.3685 1.3607
S2 1.3577 1.3577 1.3674
S3 1.3449 1.3509 1.3662
S4 1.3321 1.3381 1.3627
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3734 1.3632 0.0102 0.7% 0.0050 0.4% 18% False False 132,402
10 1.3843 1.3632 0.0211 1.5% 0.0058 0.4% 9% False False 158,952
20 1.3993 1.3632 0.0361 2.6% 0.0062 0.5% 5% False False 161,802
40 1.3993 1.3632 0.0361 2.6% 0.0062 0.5% 5% False False 154,256
60 1.3993 1.3632 0.0361 2.6% 0.0068 0.5% 5% False False 138,651
80 1.3993 1.3482 0.0511 3.7% 0.0069 0.5% 33% False False 104,517
100 1.3993 1.3482 0.0511 3.7% 0.0070 0.5% 33% False False 83,688
120 1.3993 1.3482 0.0511 3.7% 0.0069 0.5% 33% False False 69,784
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3870
2.618 1.3800
1.618 1.3757
1.000 1.3730
0.618 1.3714
HIGH 1.3687
0.618 1.3671
0.500 1.3666
0.382 1.3660
LOW 1.3644
0.618 1.3617
1.000 1.3601
1.618 1.3574
2.618 1.3531
4.250 1.3461
Fisher Pivots for day following 22-May-2014
Pivot 1 day 3 day
R1 1.3666 1.3677
PP 1.3660 1.3668
S1 1.3655 1.3659

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

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