CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 18-Jun-2014
Day Change Summary
Previous Current
17-Jun-2014 18-Jun-2014 Change Change % Previous Week
Open 1.3586 1.3562 -0.0024 -0.2% 1.3667
High 1.3587 1.3617 0.0030 0.2% 1.3667
Low 1.3550 1.3562 0.0012 0.1% 1.3518
Close 1.3553 1.3569 0.0016 0.1% 1.3544
Range 0.0037 0.0055 0.0018 48.6% 0.0149
ATR 0.0053 0.0054 0.0001 1.5% 0.0000
Volume 127 116 -11 -8.7% 1,969
Daily Pivots for day following 18-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.3748 1.3713 1.3599
R3 1.3693 1.3658 1.3584
R2 1.3638 1.3638 1.3579
R1 1.3603 1.3603 1.3574 1.3621
PP 1.3583 1.3583 1.3583 1.3591
S1 1.3548 1.3548 1.3564 1.3566
S2 1.3528 1.3528 1.3559
S3 1.3473 1.3493 1.3554
S4 1.3418 1.3438 1.3539
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 1.3617 1.3518 0.0099 0.7% 0.0053 0.4% 52% True False 398
10 1.3680 1.3510 0.0170 1.3% 0.0065 0.5% 35% False False 358
20 1.3706 1.3510 0.0196 1.4% 0.0053 0.4% 30% False False 480
40 1.3980 1.3510 0.0470 3.5% 0.0047 0.3% 13% False False 260
60 1.3980 1.3510 0.0470 3.5% 0.0041 0.3% 13% False False 184
80 1.3980 1.3510 0.0470 3.5% 0.0037 0.3% 13% False False 141
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3851
2.618 1.3761
1.618 1.3706
1.000 1.3672
0.618 1.3651
HIGH 1.3617
0.618 1.3596
0.500 1.3590
0.382 1.3583
LOW 1.3562
0.618 1.3528
1.000 1.3507
1.618 1.3473
2.618 1.3418
4.250 1.3328
Fisher Pivots for day following 18-Jun-2014
Pivot 1 day 3 day
R1 1.3590 1.3571
PP 1.3583 1.3570
S1 1.3576 1.3570

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

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