CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 06-Jun-2014
Day Change Summary
Previous Current
05-Jun-2014 06-Jun-2014 Change Change % Previous Week
Open 1.3607 1.3667 0.0060 0.4% 1.3609
High 1.3673 1.3680 0.0007 0.1% 1.3680
Low 1.3510 1.3630 0.0120 0.9% 1.3510
Close 1.3663 1.3653 -0.0010 -0.1% 1.3653
Range 0.0163 0.0050 -0.0113 -69.3% 0.0170
ATR 0.0053 0.0053 0.0000 -0.4% 0.0000
Volume 162 813 651 401.9% 1,127
Daily Pivots for day following 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.3804 1.3779 1.3681
R3 1.3754 1.3729 1.3667
R2 1.3704 1.3704 1.3662
R1 1.3679 1.3679 1.3658 1.3667
PP 1.3654 1.3654 1.3654 1.3648
S1 1.3629 1.3629 1.3648 1.3617
S2 1.3604 1.3604 1.3644
S3 1.3554 1.3579 1.3639
S4 1.3504 1.3529 1.3626
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.4124 1.4059 1.3747
R3 1.3954 1.3889 1.3700
R2 1.3784 1.3784 1.3684
R1 1.3719 1.3719 1.3669 1.3752
PP 1.3614 1.3614 1.3614 1.3631
S1 1.3549 1.3549 1.3637 1.3582
S2 1.3444 1.3444 1.3622
S3 1.3274 1.3379 1.3606
S4 1.3104 1.3209 1.3560
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3680 1.3510 0.0170 1.2% 0.0062 0.5% 84% True False 225
10 1.3680 1.3510 0.0170 1.2% 0.0051 0.4% 84% True False 489
20 1.3833 1.3510 0.0323 2.4% 0.0047 0.3% 44% False False 379
40 1.3980 1.3510 0.0470 3.4% 0.0040 0.3% 30% False False 198
60 1.3980 1.3510 0.0470 3.4% 0.0039 0.3% 30% False False 141
80 1.3980 1.3510 0.0470 3.4% 0.0035 0.3% 30% False False 111
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3893
2.618 1.3811
1.618 1.3761
1.000 1.3730
0.618 1.3711
HIGH 1.3680
0.618 1.3661
0.500 1.3655
0.382 1.3649
LOW 1.3630
0.618 1.3599
1.000 1.3580
1.618 1.3549
2.618 1.3499
4.250 1.3418
Fisher Pivots for day following 06-Jun-2014
Pivot 1 day 3 day
R1 1.3655 1.3634
PP 1.3654 1.3614
S1 1.3654 1.3595

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

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