CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 08-Jul-2014
Day Change Summary
Previous Current
07-Jul-2014 08-Jul-2014 Change Change % Previous Week
Open 1.3599 1.3609 0.0010 0.1% 1.3649
High 1.3614 1.3621 0.0007 0.1% 1.3705
Low 1.3579 1.3592 0.0013 0.1% 1.3599
Close 1.3612 1.3614 0.0002 0.0% 1.3606
Range 0.0035 0.0029 -0.0006 -17.1% 0.0106
ATR 0.0055 0.0053 -0.0002 -3.4% 0.0000
Volume 126,211 100,355 -25,856 -20.5% 533,732
Daily Pivots for day following 08-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3696 1.3684 1.3630
R3 1.3667 1.3655 1.3622
R2 1.3638 1.3638 1.3619
R1 1.3626 1.3626 1.3617 1.3632
PP 1.3609 1.3609 1.3609 1.3612
S1 1.3597 1.3597 1.3611 1.3603
S2 1.3580 1.3580 1.3609
S3 1.3551 1.3568 1.3606
S4 1.3522 1.3539 1.3598
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% 0.0041 0.3% 28% False False 123,008
10 1.3705 1.3579 0.0126 0.9% 0.0047 0.3% 28% False False 136,279
20 1.3705 1.3516 0.0189 1.4% 0.0053 0.4% 52% False False 134,689
40 1.3771 1.3505 0.0266 2.0% 0.0056 0.4% 41% False False 71,179
60 1.3986 1.3505 0.0481 3.5% 0.0056 0.4% 23% False False 47,693
80 1.3986 1.3505 0.0481 3.5% 0.0059 0.4% 23% False False 35,862
100 1.3986 1.3505 0.0481 3.5% 0.0056 0.4% 23% False False 28,721
120 1.3986 1.3488 0.0498 3.7% 0.0054 0.4% 25% False False 23,980
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3744
2.618 1.3697
1.618 1.3668
1.000 1.3650
0.618 1.3639
HIGH 1.3621
0.618 1.3610
0.500 1.3607
0.382 1.3603
LOW 1.3592
0.618 1.3574
1.000 1.3563
1.618 1.3545
2.618 1.3516
4.250 1.3469
Fisher Pivots for day following 08-Jul-2014
Pivot 1 day 3 day
R1 1.3612 1.3624
PP 1.3609 1.3620
S1 1.3607 1.3617

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

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