CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 13-Jun-2014
Day Change Summary
Previous Current
12-Jun-2014 13-Jun-2014 Change Change % Previous Week
Open 1.3533 1.3551 0.0018 0.1% 1.3647
High 1.3572 1.3579 0.0007 0.1% 1.3669
Low 1.3512 1.3521 0.0009 0.1% 1.3512
Close 1.3564 1.3534 -0.0030 -0.2% 1.3534
Range 0.0060 0.0058 -0.0002 -3.3% 0.0157
ATR 0.0063 0.0063 0.0000 -0.6% 0.0000
Volume 209,557 47,042 -162,515 -77.6% 868,275
Daily Pivots for day following 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.3719 1.3684 1.3566
R3 1.3661 1.3626 1.3550
R2 1.3603 1.3603 1.3545
R1 1.3568 1.3568 1.3539 1.3557
PP 1.3545 1.3545 1.3545 1.3539
S1 1.3510 1.3510 1.3529 1.3499
S2 1.3487 1.3487 1.3523
S3 1.3429 1.3452 1.3518
S4 1.3371 1.3394 1.3502
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.4043 1.3945 1.3620
R3 1.3886 1.3788 1.3577
R2 1.3729 1.3729 1.3563
R1 1.3631 1.3631 1.3548 1.3602
PP 1.3572 1.3572 1.3572 1.3557
S1 1.3474 1.3474 1.3520 1.3445
S2 1.3415 1.3415 1.3505
S3 1.3258 1.3317 1.3491
S4 1.3101 1.3160 1.3448
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3669 1.3512 0.0157 1.2% 0.0062 0.5% 14% False False 173,655
10 1.3677 1.3502 0.0175 1.3% 0.0069 0.5% 18% False False 205,585
20 1.3734 1.3502 0.0232 1.7% 0.0059 0.4% 14% False False 170,746
40 1.3993 1.3502 0.0491 3.6% 0.0061 0.4% 7% False False 164,066
60 1.3993 1.3502 0.0491 3.6% 0.0064 0.5% 7% False False 164,239
80 1.3993 1.3502 0.0491 3.6% 0.0067 0.5% 7% False False 138,552
100 1.3993 1.3482 0.0511 3.8% 0.0069 0.5% 10% False False 111,167
120 1.3993 1.3482 0.0511 3.8% 0.0069 0.5% 10% False False 92,688
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3826
2.618 1.3731
1.618 1.3673
1.000 1.3637
0.618 1.3615
HIGH 1.3579
0.618 1.3557
0.500 1.3550
0.382 1.3543
LOW 1.3521
0.618 1.3485
1.000 1.3463
1.618 1.3427
2.618 1.3369
4.250 1.3275
Fisher Pivots for day following 13-Jun-2014
Pivot 1 day 3 day
R1 1.3550 1.3546
PP 1.3545 1.3542
S1 1.3539 1.3538

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

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