CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 01-Jul-2014
Day Change Summary
Previous Current
30-Jun-2014 01-Jul-2014 Change Change % Previous Week
Open 1.3649 1.3697 0.0048 0.4% 1.3597
High 1.3702 1.3705 0.0003 0.0% 1.3656
Low 1.3644 1.3679 0.0035 0.3% 1.3577
Close 1.3698 1.3683 -0.0015 -0.1% 1.3649
Range 0.0058 0.0026 -0.0032 -55.2% 0.0079
ATR 0.0059 0.0057 -0.0002 -4.0% 0.0000
Volume 145,256 120,550 -24,706 -17.0% 704,885
Daily Pivots for day following 01-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3767 1.3751 1.3697
R3 1.3741 1.3725 1.3690
R2 1.3715 1.3715 1.3688
R1 1.3699 1.3699 1.3685 1.3694
PP 1.3689 1.3689 1.3689 1.3687
S1 1.3673 1.3673 1.3681 1.3668
S2 1.3663 1.3663 1.3678
S3 1.3637 1.3647 1.3676
S4 1.3611 1.3621 1.3669
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.3864 1.3836 1.3692
R3 1.3785 1.3757 1.3671
R2 1.3706 1.3706 1.3663
R1 1.3678 1.3678 1.3656 1.3692
PP 1.3627 1.3627 1.3627 1.3635
S1 1.3599 1.3599 1.3642 1.3613
S2 1.3548 1.3548 1.3635
S3 1.3469 1.3520 1.3627
S4 1.3390 1.3441 1.3606
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3705 1.3579 0.0126 0.9% 0.0049 0.4% 83% True False 142,184
10 1.3705 1.3546 0.0159 1.2% 0.0055 0.4% 86% True False 142,413
20 1.3705 1.3505 0.0200 1.5% 0.0062 0.5% 89% True False 114,830
40 1.3986 1.3505 0.0481 3.5% 0.0060 0.4% 37% False False 58,950
60 1.3986 1.3505 0.0481 3.5% 0.0057 0.4% 37% False False 39,493
80 1.3986 1.3505 0.0481 3.5% 0.0059 0.4% 37% False False 29,688
100 1.3986 1.3505 0.0481 3.5% 0.0056 0.4% 37% False False 23,777
120 1.3986 1.3488 0.0498 3.6% 0.0054 0.4% 39% False False 19,860
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0013
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 1.3816
2.618 1.3773
1.618 1.3747
1.000 1.3731
0.618 1.3721
HIGH 1.3705
0.618 1.3695
0.500 1.3692
0.382 1.3689
LOW 1.3679
0.618 1.3663
1.000 1.3653
1.618 1.3637
2.618 1.3611
4.250 1.3569
Fisher Pivots for day following 01-Jul-2014
Pivot 1 day 3 day
R1 1.3692 1.3675
PP 1.3689 1.3666
S1 1.3686 1.3658

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

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