CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 30-May-2014
Day Change Summary
Previous Current
29-May-2014 30-May-2014 Change Change % Previous Week
Open 1.3594 1.3602 0.0008 0.1% 1.3625
High 1.3625 1.3650 0.0025 0.2% 1.3668
Low 1.3587 1.3599 0.0012 0.1% 1.3587
Close 1.3602 1.3635 0.0033 0.2% 1.3635
Range 0.0038 0.0051 0.0013 34.2% 0.0081
ATR 0.0055 0.0055 0.0000 -0.5% 0.0000
Volume 5,403 12,829 7,426 137.4% 23,899
Daily Pivots for day following 30-May-2014
Classic Woodie Camarilla DeMark
R4 1.3781 1.3759 1.3663
R3 1.3730 1.3708 1.3649
R2 1.3679 1.3679 1.3644
R1 1.3657 1.3657 1.3640 1.3668
PP 1.3628 1.3628 1.3628 1.3634
S1 1.3606 1.3606 1.3630 1.3617
S2 1.3577 1.3577 1.3626
S3 1.3526 1.3555 1.3621
S4 1.3475 1.3504 1.3607
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 1.3873 1.3835 1.3680
R3 1.3792 1.3754 1.3657
R2 1.3711 1.3711 1.3650
R1 1.3673 1.3673 1.3642 1.3692
PP 1.3630 1.3630 1.3630 1.3640
S1 1.3592 1.3592 1.3628 1.3611
S2 1.3549 1.3549 1.3620
S3 1.3468 1.3511 1.3613
S4 1.3387 1.3430 1.3590
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3668 1.3587 0.0081 0.6% 0.0047 0.3% 59% False False 5,143
10 1.3734 1.3587 0.0147 1.1% 0.0048 0.4% 33% False False 3,381
20 1.3986 1.3587 0.0399 2.9% 0.0056 0.4% 12% False False 2,439
40 1.3986 1.3587 0.0399 2.9% 0.0055 0.4% 12% False False 1,510
60 1.3986 1.3587 0.0399 2.9% 0.0060 0.4% 12% False False 1,101
80 1.3986 1.3490 0.0496 3.6% 0.0055 0.4% 29% False False 850
100 1.3986 1.3488 0.0498 3.7% 0.0052 0.4% 30% False False 734
120 1.3986 1.3488 0.0498 3.7% 0.0047 0.3% 30% False False 613
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3867
2.618 1.3784
1.618 1.3733
1.000 1.3701
0.618 1.3682
HIGH 1.3650
0.618 1.3631
0.500 1.3625
0.382 1.3618
LOW 1.3599
0.618 1.3567
1.000 1.3548
1.618 1.3516
2.618 1.3465
4.250 1.3382
Fisher Pivots for day following 30-May-2014
Pivot 1 day 3 day
R1 1.3632 1.3630
PP 1.3628 1.3624
S1 1.3625 1.3619

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

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