CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 27-May-2014
Day Change Summary
Previous Current
23-May-2014 27-May-2014 Change Change % Previous Week
Open 1.3656 1.3625 -0.0031 -0.2% 1.3696
High 1.3656 1.3668 0.0012 0.1% 1.3734
Low 1.3615 1.3614 -0.0001 0.0% 1.3615
Close 1.3627 1.3635 0.0008 0.1% 1.3627
Range 0.0041 0.0054 0.0013 31.7% 0.0119
ATR 0.0057 0.0057 0.0000 -0.4% 0.0000
Volume 1,819 2,832 1,013 55.7% 7,603
Daily Pivots for day following 27-May-2014
Classic Woodie Camarilla DeMark
R4 1.3801 1.3772 1.3665
R3 1.3747 1.3718 1.3650
R2 1.3693 1.3693 1.3645
R1 1.3664 1.3664 1.3640 1.3679
PP 1.3639 1.3639 1.3639 1.3646
S1 1.3610 1.3610 1.3630 1.3625
S2 1.3585 1.3585 1.3625
S3 1.3531 1.3556 1.3620
S4 1.3477 1.3502 1.3605
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 1.4016 1.3940 1.3692
R3 1.3897 1.3821 1.3660
R2 1.3778 1.3778 1.3649
R1 1.3702 1.3702 1.3638 1.3681
PP 1.3659 1.3659 1.3659 1.3648
S1 1.3583 1.3583 1.3616 1.3562
S2 1.3540 1.3540 1.3605
S3 1.3421 1.3464 1.3594
S4 1.3302 1.3345 1.3562
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3721 1.3614 0.0107 0.8% 0.0052 0.4% 20% False True 1,848
10 1.3767 1.3614 0.0153 1.1% 0.0053 0.4% 14% False True 1,602
20 1.3986 1.3614 0.0372 2.7% 0.0059 0.4% 6% False True 1,615
40 1.3986 1.3614 0.0372 2.7% 0.0056 0.4% 6% False True 1,002
60 1.3986 1.3614 0.0372 2.7% 0.0059 0.4% 6% False True 773
80 1.3986 1.3488 0.0498 3.7% 0.0055 0.4% 30% False False 595
100 1.3986 1.3488 0.0498 3.7% 0.0051 0.4% 30% False False 524
120 1.3986 1.3488 0.0498 3.7% 0.0047 0.3% 30% False False 437
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3898
2.618 1.3809
1.618 1.3755
1.000 1.3722
0.618 1.3701
HIGH 1.3668
0.618 1.3647
0.500 1.3641
0.382 1.3635
LOW 1.3614
0.618 1.3581
1.000 1.3560
1.618 1.3527
2.618 1.3473
4.250 1.3385
Fisher Pivots for day following 27-May-2014
Pivot 1 day 3 day
R1 1.3641 1.3651
PP 1.3639 1.3645
S1 1.3637 1.3640

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

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