CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 03-Jul-2014
Day Change Summary
Previous Current
02-Jul-2014 03-Jul-2014 Change Change % Previous Week
Open 1.3683 1.3661 -0.0022 -0.2% 1.3597
High 1.3687 1.3668 -0.0019 -0.1% 1.3656
Low 1.3643 1.3599 -0.0044 -0.3% 1.3577
Close 1.3658 1.3606 -0.0052 -0.4% 1.3649
Range 0.0044 0.0069 0.0025 56.8% 0.0079
ATR 0.0056 0.0057 0.0001 1.7% 0.0000
Volume 106,287 161,639 55,352 52.1% 704,885
Daily Pivots for day following 03-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3831 1.3788 1.3644
R3 1.3762 1.3719 1.3625
R2 1.3693 1.3693 1.3619
R1 1.3650 1.3650 1.3612 1.3637
PP 1.3624 1.3624 1.3624 1.3618
S1 1.3581 1.3581 1.3600 1.3568
S2 1.3555 1.3555 1.3593
S3 1.3486 1.3512 1.3587
S4 1.3417 1.3443 1.3568
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 1.3599 0.0106 0.8% 0.0048 0.4% 7% False True 130,371
10 1.3705 1.3567 0.0138 1.0% 0.0052 0.4% 28% False False 137,069
20 1.3705 1.3516 0.0189 1.4% 0.0057 0.4% 48% False False 126,864
40 1.3986 1.3505 0.0481 3.5% 0.0060 0.4% 21% False False 65,622
60 1.3986 1.3505 0.0481 3.5% 0.0057 0.4% 21% False False 43,942
80 1.3986 1.3505 0.0481 3.5% 0.0060 0.4% 21% False False 33,032
100 1.3986 1.3505 0.0481 3.5% 0.0056 0.4% 21% False False 26,456
120 1.3986 1.3488 0.0498 3.7% 0.0054 0.4% 24% False False 22,093
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.3961
2.618 1.3849
1.618 1.3780
1.000 1.3737
0.618 1.3711
HIGH 1.3668
0.618 1.3642
0.500 1.3634
0.382 1.3625
LOW 1.3599
0.618 1.3556
1.000 1.3530
1.618 1.3487
2.618 1.3418
4.250 1.3306
Fisher Pivots for day following 03-Jul-2014
Pivot 1 day 3 day
R1 1.3634 1.3652
PP 1.3624 1.3637
S1 1.3615 1.3621

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

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