CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 17-Jun-2014
Day Change Summary
Previous Current
16-Jun-2014 17-Jun-2014 Change Change % Previous Week
Open 1.3547 1.3586 0.0039 0.3% 1.3667
High 1.3586 1.3587 0.0001 0.0% 1.3667
Low 1.3525 1.3550 0.0025 0.2% 1.3518
Close 1.3578 1.3553 -0.0025 -0.2% 1.3544
Range 0.0061 0.0037 -0.0024 -39.3% 0.0149
ATR 0.0054 0.0053 -0.0001 -2.3% 0.0000
Volume 395 127 -268 -67.8% 1,969
Daily Pivots for day following 17-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.3674 1.3651 1.3573
R3 1.3637 1.3614 1.3563
R2 1.3600 1.3600 1.3560
R1 1.3577 1.3577 1.3556 1.3570
PP 1.3563 1.3563 1.3563 1.3560
S1 1.3540 1.3540 1.3550 1.3533
S2 1.3526 1.3526 1.3546
S3 1.3489 1.3503 1.3543
S4 1.3452 1.3466 1.3533
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.4023 1.3933 1.3626
R3 1.3874 1.3784 1.3585
R2 1.3725 1.3725 1.3571
R1 1.3635 1.3635 1.3558 1.3606
PP 1.3576 1.3576 1.3576 1.3562
S1 1.3486 1.3486 1.3530 1.3457
S2 1.3427 1.3427 1.3517
S3 1.3278 1.3337 1.3503
S4 1.3129 1.3188 1.3462
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3590 1.3518 0.0072 0.5% 0.0049 0.4% 49% False False 403
10 1.3680 1.3510 0.0170 1.3% 0.0063 0.5% 25% False False 355
20 1.3706 1.3510 0.0196 1.4% 0.0051 0.4% 22% False False 476
40 1.3980 1.3510 0.0470 3.5% 0.0046 0.3% 9% False False 257
60 1.3980 1.3510 0.0470 3.5% 0.0042 0.3% 9% False False 182
80 1.3980 1.3510 0.0470 3.5% 0.0037 0.3% 9% False False 140
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3744
2.618 1.3684
1.618 1.3647
1.000 1.3624
0.618 1.3610
HIGH 1.3587
0.618 1.3573
0.500 1.3569
0.382 1.3564
LOW 1.3550
0.618 1.3527
1.000 1.3513
1.618 1.3490
2.618 1.3453
4.250 1.3393
Fisher Pivots for day following 17-Jun-2014
Pivot 1 day 3 day
R1 1.3569 1.3558
PP 1.3563 1.3556
S1 1.3558 1.3555

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

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