CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 05-Jun-2014
Day Change Summary
Previous Current
04-Jun-2014 05-Jun-2014 Change Change % Previous Week
Open 1.3621 1.3607 -0.0014 -0.1% 1.3618
High 1.3636 1.3673 0.0037 0.3% 1.3670
Low 1.3602 1.3510 -0.0092 -0.7% 1.3592
Close 1.3604 1.3663 0.0059 0.4% 1.3637
Range 0.0034 0.0163 0.0129 379.4% 0.0078
ATR 0.0045 0.0053 0.0008 19.0% 0.0000
Volume 87 162 75 86.2% 1,725
Daily Pivots for day following 05-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.4104 1.4047 1.3753
R3 1.3941 1.3884 1.3708
R2 1.3778 1.3778 1.3693
R1 1.3721 1.3721 1.3678 1.3750
PP 1.3615 1.3615 1.3615 1.3630
S1 1.3558 1.3558 1.3648 1.3587
S2 1.3452 1.3452 1.3633
S3 1.3289 1.3395 1.3618
S4 1.3126 1.3232 1.3573
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 1.3867 1.3830 1.3680
R3 1.3789 1.3752 1.3658
R2 1.3711 1.3711 1.3651
R1 1.3674 1.3674 1.3644 1.3693
PP 1.3633 1.3633 1.3633 1.3642
S1 1.3596 1.3596 1.3630 1.3615
S2 1.3555 1.3555 1.3623
S3 1.3477 1.3518 1.3616
S4 1.3399 1.3440 1.3594
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3673 1.3510 0.0163 1.2% 0.0060 0.4% 94% True True 110
10 1.3685 1.3510 0.0175 1.3% 0.0050 0.4% 87% False True 414
20 1.3980 1.3510 0.0470 3.4% 0.0051 0.4% 33% False True 338
40 1.3980 1.3510 0.0470 3.4% 0.0040 0.3% 33% False True 178
60 1.3980 1.3510 0.0470 3.4% 0.0039 0.3% 33% False True 127
80 1.3980 1.3510 0.0470 3.4% 0.0035 0.3% 33% False True 101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 90 trading days
Fibonacci Retracements and Extensions
4.250 1.4366
2.618 1.4100
1.618 1.3937
1.000 1.3836
0.618 1.3774
HIGH 1.3673
0.618 1.3611
0.500 1.3592
0.382 1.3572
LOW 1.3510
0.618 1.3409
1.000 1.3347
1.618 1.3246
2.618 1.3083
4.250 1.2817
Fisher Pivots for day following 05-Jun-2014
Pivot 1 day 3 day
R1 1.3639 1.3639
PP 1.3615 1.3615
S1 1.3592 1.3592

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

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