CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 07-Jul-2014
Day Change Summary
Previous Current
03-Jul-2014 07-Jul-2014 Change Change % Previous Week
Open 1.3661 1.3599 -0.0062 -0.5% 1.3649
High 1.3668 1.3614 -0.0054 -0.4% 1.3705
Low 1.3599 1.3579 -0.0020 -0.1% 1.3599
Close 1.3606 1.3612 0.0006 0.0% 1.3606
Range 0.0069 0.0035 -0.0034 -49.3% 0.0106
ATR 0.0057 0.0055 -0.0002 -2.7% 0.0000
Volume 161,639 126,211 -35,428 -21.9% 533,732
Daily Pivots for day following 07-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3707 1.3694 1.3631
R3 1.3672 1.3659 1.3622
R2 1.3637 1.3637 1.3618
R1 1.3624 1.3624 1.3615 1.3631
PP 1.3602 1.3602 1.3602 1.3605
S1 1.3589 1.3589 1.3609 1.3596
S2 1.3567 1.3567 1.3606
S3 1.3532 1.3554 1.3602
S4 1.3497 1.3519 1.3593
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3955 1.3886 1.3664
R3 1.3849 1.3780 1.3635
R2 1.3743 1.3743 1.3625
R1 1.3674 1.3674 1.3616 1.3656
PP 1.3637 1.3637 1.3637 1.3627
S1 1.3568 1.3568 1.3596 1.3550
S2 1.3531 1.3531 1.3587
S3 1.3425 1.3462 1.3577
S4 1.3319 1.3356 1.3548
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% 0.0046 0.3% 26% False True 131,988
10 1.3705 1.3577 0.0128 0.9% 0.0048 0.4% 27% False False 136,482
20 1.3705 1.3516 0.0189 1.4% 0.0056 0.4% 51% False False 132,324
40 1.3840 1.3505 0.0335 2.5% 0.0057 0.4% 32% False False 68,710
60 1.3986 1.3505 0.0481 3.5% 0.0056 0.4% 22% False False 46,032
80 1.3986 1.3505 0.0481 3.5% 0.0060 0.4% 22% False False 34,609
100 1.3986 1.3505 0.0481 3.5% 0.0056 0.4% 22% False False 27,717
120 1.3986 1.3488 0.0498 3.7% 0.0054 0.4% 25% False False 23,144
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 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3763
2.618 1.3706
1.618 1.3671
1.000 1.3649
0.618 1.3636
HIGH 1.3614
0.618 1.3601
0.500 1.3597
0.382 1.3592
LOW 1.3579
0.618 1.3557
1.000 1.3544
1.618 1.3522
2.618 1.3487
4.250 1.3430
Fisher Pivots for day following 07-Jul-2014
Pivot 1 day 3 day
R1 1.3607 1.3633
PP 1.3602 1.3626
S1 1.3597 1.3619

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

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