CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 04-Jun-2014
Day Change Summary
Previous Current
03-Jun-2014 04-Jun-2014 Change Change % Previous Week
Open 1.3597 1.3626 0.0029 0.2% 1.3623
High 1.3649 1.3639 -0.0010 -0.1% 1.3668
Low 1.3585 1.3596 0.0011 0.1% 1.3586
Close 1.3623 1.3599 -0.0024 -0.2% 1.3634
Range 0.0064 0.0043 -0.0021 -32.8% 0.0082
ATR 0.0058 0.0057 -0.0001 -1.8% 0.0000
Volume 167,837 149,928 -17,909 -10.7% 575,548
Daily Pivots for day following 04-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.3740 1.3713 1.3623
R3 1.3697 1.3670 1.3611
R2 1.3654 1.3654 1.3607
R1 1.3627 1.3627 1.3603 1.3619
PP 1.3611 1.3611 1.3611 1.3608
S1 1.3584 1.3584 1.3595 1.3576
S2 1.3568 1.3568 1.3591
S3 1.3525 1.3541 1.3587
S4 1.3482 1.3498 1.3575
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 1.3875 1.3837 1.3679
R3 1.3793 1.3755 1.3657
R2 1.3711 1.3711 1.3649
R1 1.3673 1.3673 1.3642 1.3692
PP 1.3629 1.3629 1.3629 1.3639
S1 1.3591 1.3591 1.3626 1.3610
S2 1.3547 1.3547 1.3619
S3 1.3465 1.3509 1.3611
S4 1.3383 1.3427 1.3589
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3650 1.3585 0.0065 0.5% 0.0050 0.4% 22% False False 151,504
10 1.3722 1.3585 0.0137 1.0% 0.0053 0.4% 10% False False 148,865
20 1.3993 1.3585 0.0408 3.0% 0.0059 0.4% 3% False False 162,639
40 1.3993 1.3585 0.0408 3.0% 0.0058 0.4% 3% False False 148,415
60 1.3993 1.3585 0.0408 3.0% 0.0065 0.5% 3% False False 156,370
80 1.3993 1.3563 0.0430 3.2% 0.0066 0.5% 8% False False 118,942
100 1.3993 1.3482 0.0511 3.8% 0.0068 0.5% 23% False False 95,420
120 1.3993 1.3482 0.0511 3.8% 0.0069 0.5% 23% False False 79,574
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3822
2.618 1.3752
1.618 1.3709
1.000 1.3682
0.618 1.3666
HIGH 1.3639
0.618 1.3623
0.500 1.3618
0.382 1.3612
LOW 1.3596
0.618 1.3569
1.000 1.3553
1.618 1.3526
2.618 1.3483
4.250 1.3413
Fisher Pivots for day following 04-Jun-2014
Pivot 1 day 3 day
R1 1.3618 1.3617
PP 1.3611 1.3611
S1 1.3605 1.3605

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

View Archives - Comment on this page... - Back to Index of Symbols