CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 06-Jun-2014
Day Change Summary
Previous Current
05-Jun-2014 06-Jun-2014 Change Change % Previous Week
Open 1.3602 1.3664 0.0062 0.5% 1.3634
High 1.3672 1.3679 0.0007 0.1% 1.3679
Low 1.3505 1.3623 0.0118 0.9% 1.3505
Close 1.3660 1.3649 -0.0011 -0.1% 1.3649
Range 0.0167 0.0056 -0.0111 -66.5% 0.0174
ATR 0.0062 0.0062 0.0000 -0.7% 0.0000
Volume 21,345 17,021 -4,324 -20.3% 57,461
Daily Pivots for day following 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.3818 1.3790 1.3680
R3 1.3762 1.3734 1.3664
R2 1.3706 1.3706 1.3659
R1 1.3678 1.3678 1.3654 1.3664
PP 1.3650 1.3650 1.3650 1.3644
S1 1.3622 1.3622 1.3644 1.3608
S2 1.3594 1.3594 1.3639
S3 1.3538 1.3566 1.3634
S4 1.3482 1.3510 1.3618
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.4133 1.4065 1.3745
R3 1.3959 1.3891 1.3697
R2 1.3785 1.3785 1.3681
R1 1.3717 1.3717 1.3665 1.3751
PP 1.3611 1.3611 1.3611 1.3628
S1 1.3543 1.3543 1.3633 1.3577
S2 1.3437 1.3437 1.3617
S3 1.3263 1.3369 1.3601
S4 1.3089 1.3195 1.3553
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3679 1.3505 0.0174 1.3% 0.0076 0.6% 83% True False 11,492
10 1.3679 1.3505 0.0174 1.3% 0.0061 0.4% 83% True False 8,317
20 1.3840 1.3505 0.0335 2.5% 0.0058 0.4% 43% False False 5,096
40 1.3986 1.3505 0.0481 3.5% 0.0056 0.4% 30% False False 2,887
60 1.3986 1.3505 0.0481 3.5% 0.0061 0.4% 30% False False 2,037
80 1.3986 1.3505 0.0481 3.5% 0.0056 0.4% 30% False False 1,566
100 1.3986 1.3488 0.0498 3.6% 0.0054 0.4% 32% False False 1,308
120 1.3986 1.3488 0.0498 3.6% 0.0049 0.4% 32% False False 1,091
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3917
2.618 1.3826
1.618 1.3770
1.000 1.3735
0.618 1.3714
HIGH 1.3679
0.618 1.3658
0.500 1.3651
0.382 1.3644
LOW 1.3623
0.618 1.3588
1.000 1.3567
1.618 1.3532
2.618 1.3476
4.250 1.3385
Fisher Pivots for day following 06-Jun-2014
Pivot 1 day 3 day
R1 1.3651 1.3630
PP 1.3650 1.3611
S1 1.3650 1.3592

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

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