CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 16-Jul-2014
Day Change Summary
Previous Current
15-Jul-2014 16-Jul-2014 Change Change % Previous Week
Open 1.3623 1.3571 -0.0052 -0.4% 1.3599
High 1.3631 1.3574 -0.0057 -0.4% 1.3654
Low 1.3564 1.3523 -0.0041 -0.3% 1.3579
Close 1.3571 1.3526 -0.0045 -0.3% 1.3612
Range 0.0067 0.0051 -0.0016 -23.9% 0.0075
ATR 0.0053 0.0052 0.0000 -0.2% 0.0000
Volume 210,434 132,949 -77,485 -36.8% 623,131
Daily Pivots for day following 16-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3694 1.3661 1.3554
R3 1.3643 1.3610 1.3540
R2 1.3592 1.3592 1.3535
R1 1.3559 1.3559 1.3531 1.3550
PP 1.3541 1.3541 1.3541 1.3537
S1 1.3508 1.3508 1.3521 1.3499
S2 1.3490 1.3490 1.3517
S3 1.3439 1.3457 1.3512
S4 1.3388 1.3406 1.3498
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3840 1.3801 1.3653
R3 1.3765 1.3726 1.3633
R2 1.3690 1.3690 1.3626
R1 1.3651 1.3651 1.3619 1.3671
PP 1.3615 1.3615 1.3615 1.3625
S1 1.3576 1.3576 1.3605 1.3596
S2 1.3540 1.3540 1.3598
S3 1.3465 1.3501 1.3591
S4 1.3390 1.3426 1.3571
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3654 1.3523 0.0131 1.0% 0.0051 0.4% 2% False True 138,365
10 1.3687 1.3523 0.0164 1.2% 0.0048 0.4% 2% False True 134,111
20 1.3705 1.3523 0.0182 1.3% 0.0051 0.4% 2% False True 138,262
40 1.3721 1.3505 0.0216 1.6% 0.0056 0.4% 10% False False 92,030
60 1.3986 1.3505 0.0481 3.6% 0.0056 0.4% 4% False False 61,763
80 1.3986 1.3505 0.0481 3.6% 0.0057 0.4% 4% False False 46,431
100 1.3986 1.3505 0.0481 3.6% 0.0058 0.4% 4% False False 37,185
120 1.3986 1.3488 0.0498 3.7% 0.0054 0.4% 8% False False 31,033
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3791
2.618 1.3708
1.618 1.3657
1.000 1.3625
0.618 1.3606
HIGH 1.3574
0.618 1.3555
0.500 1.3549
0.382 1.3542
LOW 1.3523
0.618 1.3491
1.000 1.3472
1.618 1.3440
2.618 1.3389
4.250 1.3306
Fisher Pivots for day following 16-Jul-2014
Pivot 1 day 3 day
R1 1.3549 1.3584
PP 1.3541 1.3564
S1 1.3534 1.3545

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

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