CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 05-Jun-2014
Day Change Summary
Previous Current
04-Jun-2014 05-Jun-2014 Change Change % Previous Week
Open 1.3629 1.3602 -0.0027 -0.2% 1.3625
High 1.3642 1.3672 0.0030 0.2% 1.3668
Low 1.3598 1.3505 -0.0093 -0.7% 1.3587
Close 1.3600 1.3660 0.0060 0.4% 1.3635
Range 0.0044 0.0167 0.0123 279.5% 0.0081
ATR 0.0054 0.0062 0.0008 14.9% 0.0000
Volume 5,896 21,345 15,449 262.0% 23,899
Daily Pivots for day following 05-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.4113 1.4054 1.3752
R3 1.3946 1.3887 1.3706
R2 1.3779 1.3779 1.3691
R1 1.3720 1.3720 1.3675 1.3750
PP 1.3612 1.3612 1.3612 1.3627
S1 1.3553 1.3553 1.3645 1.3583
S2 1.3445 1.3445 1.3629
S3 1.3278 1.3386 1.3614
S4 1.3111 1.3219 1.3568
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 1.3672 1.3505 0.0167 1.2% 0.0075 0.5% 93% True True 10,653
10 1.3687 1.3505 0.0182 1.3% 0.0060 0.4% 85% False True 6,910
20 1.3986 1.3505 0.0481 3.5% 0.0063 0.5% 32% False True 4,380
40 1.3986 1.3505 0.0481 3.5% 0.0056 0.4% 32% False True 2,480
60 1.3986 1.3505 0.0481 3.5% 0.0061 0.4% 32% False True 1,755
80 1.3986 1.3505 0.0481 3.5% 0.0056 0.4% 32% False True 1,354
100 1.3986 1.3488 0.0498 3.6% 0.0053 0.4% 35% False False 1,138
120 1.3986 1.3488 0.0498 3.6% 0.0048 0.4% 35% False False 950
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 154 trading days
Fibonacci Retracements and Extensions
4.250 1.4382
2.618 1.4109
1.618 1.3942
1.000 1.3839
0.618 1.3775
HIGH 1.3672
0.618 1.3608
0.500 1.3589
0.382 1.3569
LOW 1.3505
0.618 1.3402
1.000 1.3338
1.618 1.3235
2.618 1.3068
4.250 1.2795
Fisher Pivots for day following 05-Jun-2014
Pivot 1 day 3 day
R1 1.3636 1.3636
PP 1.3612 1.3612
S1 1.3589 1.3589

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

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