CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 02-Jul-2014
Day Change Summary
Previous Current
01-Jul-2014 02-Jul-2014 Change Change % Previous Week
Open 1.3697 1.3683 -0.0014 -0.1% 1.3597
High 1.3705 1.3687 -0.0018 -0.1% 1.3656
Low 1.3679 1.3643 -0.0036 -0.3% 1.3577
Close 1.3683 1.3658 -0.0025 -0.2% 1.3649
Range 0.0026 0.0044 0.0018 69.2% 0.0079
ATR 0.0057 0.0056 -0.0001 -1.6% 0.0000
Volume 120,550 106,287 -14,263 -11.8% 704,885
Daily Pivots for day following 02-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3795 1.3770 1.3682
R3 1.3751 1.3726 1.3670
R2 1.3707 1.3707 1.3666
R1 1.3682 1.3682 1.3662 1.3673
PP 1.3663 1.3663 1.3663 1.3658
S1 1.3638 1.3638 1.3654 1.3629
S2 1.3619 1.3619 1.3650
S3 1.3575 1.3594 1.3646
S4 1.3531 1.3550 1.3634
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% 0.0048 0.3% 63% False False 133,419
10 1.3705 1.3563 0.0142 1.0% 0.0053 0.4% 67% False False 136,222
20 1.3705 1.3505 0.0200 1.5% 0.0062 0.5% 77% False False 119,849
40 1.3986 1.3505 0.0481 3.5% 0.0059 0.4% 32% False False 61,603
60 1.3986 1.3505 0.0481 3.5% 0.0057 0.4% 32% False False 41,252
80 1.3986 1.3505 0.0481 3.5% 0.0059 0.4% 32% False False 31,014
100 1.3986 1.3505 0.0481 3.5% 0.0056 0.4% 32% False False 24,840
120 1.3986 1.3488 0.0498 3.6% 0.0054 0.4% 34% False False 20,746
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3874
2.618 1.3802
1.618 1.3758
1.000 1.3731
0.618 1.3714
HIGH 1.3687
0.618 1.3670
0.500 1.3665
0.382 1.3660
LOW 1.3643
0.618 1.3616
1.000 1.3599
1.618 1.3572
2.618 1.3528
4.250 1.3456
Fisher Pivots for day following 02-Jul-2014
Pivot 1 day 3 day
R1 1.3665 1.3674
PP 1.3663 1.3669
S1 1.3660 1.3663

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

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