CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 11-Jun-2014
Day Change Summary
Previous Current
10-Jun-2014 11-Jun-2014 Change Change % Previous Week
Open 1.3592 1.3545 -0.0047 -0.3% 1.3631
High 1.3601 1.3557 -0.0044 -0.3% 1.3677
Low 1.3533 1.3522 -0.0011 -0.1% 1.3502
Close 1.3544 1.3528 -0.0016 -0.1% 1.3647
Range 0.0068 0.0035 -0.0033 -48.5% 0.0175
ATR 0.0066 0.0064 -0.0002 -3.3% 0.0000
Volume 208,054 230,773 22,719 10.9% 1,187,584
Daily Pivots for day following 11-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.3641 1.3619 1.3547
R3 1.3606 1.3584 1.3538
R2 1.3571 1.3571 1.3534
R1 1.3549 1.3549 1.3531 1.3543
PP 1.3536 1.3536 1.3536 1.3532
S1 1.3514 1.3514 1.3525 1.3508
S2 1.3501 1.3501 1.3522
S3 1.3466 1.3479 1.3518
S4 1.3431 1.3444 1.3509
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.4134 1.4065 1.3743
R3 1.3959 1.3890 1.3695
R2 1.3784 1.3784 1.3679
R1 1.3715 1.3715 1.3663 1.3750
PP 1.3609 1.3609 1.3609 1.3626
S1 1.3540 1.3540 1.3631 1.3575
S2 1.3434 1.3434 1.3615
S3 1.3259 1.3365 1.3599
S4 1.3084 1.3190 1.3551
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3677 1.3502 0.0175 1.3% 0.0083 0.6% 15% False False 264,228
10 1.3677 1.3502 0.0175 1.3% 0.0066 0.5% 15% False False 207,866
20 1.3734 1.3502 0.0232 1.7% 0.0059 0.4% 11% False False 176,906
40 1.3993 1.3502 0.0491 3.6% 0.0060 0.4% 5% False False 163,908
60 1.3993 1.3502 0.0491 3.6% 0.0065 0.5% 5% False False 165,709
80 1.3993 1.3502 0.0491 3.6% 0.0067 0.5% 5% False False 135,387
100 1.3993 1.3482 0.0511 3.8% 0.0069 0.5% 9% False False 108,609
120 1.3993 1.3482 0.0511 3.8% 0.0070 0.5% 9% False False 90,554
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 19 trading days
Fibonacci Retracements and Extensions
4.250 1.3706
2.618 1.3649
1.618 1.3614
1.000 1.3592
0.618 1.3579
HIGH 1.3557
0.618 1.3544
0.500 1.3540
0.382 1.3535
LOW 1.3522
0.618 1.3500
1.000 1.3487
1.618 1.3465
2.618 1.3430
4.250 1.3373
Fisher Pivots for day following 11-Jun-2014
Pivot 1 day 3 day
R1 1.3540 1.3596
PP 1.3536 1.3573
S1 1.3532 1.3551

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

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