CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 19-Jun-2014
Day Change Summary
Previous Current
18-Jun-2014 19-Jun-2014 Change Change % Previous Week
Open 1.3562 1.3597 0.0035 0.3% 1.3667
High 1.3617 1.3652 0.0035 0.3% 1.3667
Low 1.3562 1.3597 0.0035 0.3% 1.3518
Close 1.3569 1.3616 0.0047 0.3% 1.3544
Range 0.0055 0.0055 0.0000 0.0% 0.0149
ATR 0.0054 0.0056 0.0002 3.9% 0.0000
Volume 116 458 342 294.8% 1,969
Daily Pivots for day following 19-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.3787 1.3756 1.3646
R3 1.3732 1.3701 1.3631
R2 1.3677 1.3677 1.3626
R1 1.3646 1.3646 1.3621 1.3662
PP 1.3622 1.3622 1.3622 1.3629
S1 1.3591 1.3591 1.3611 1.3607
S2 1.3567 1.3567 1.3606
S3 1.3512 1.3536 1.3601
S4 1.3457 1.3481 1.3586
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 1.3652 1.3525 0.0127 0.9% 0.0053 0.4% 72% True False 413
10 1.3680 1.3518 0.0162 1.2% 0.0054 0.4% 60% False False 387
20 1.3685 1.3510 0.0175 1.3% 0.0052 0.4% 61% False False 401
40 1.3980 1.3510 0.0470 3.5% 0.0048 0.3% 23% False False 271
60 1.3980 1.3510 0.0470 3.5% 0.0041 0.3% 23% False False 190
80 1.3980 1.3510 0.0470 3.5% 0.0038 0.3% 23% False False 146
Crabel Price Patterns
NR False
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 0.0010
Fibonacci Retracements and Extensions
4.250 1.3886
2.618 1.3796
1.618 1.3741
1.000 1.3707
0.618 1.3686
HIGH 1.3652
0.618 1.3631
0.500 1.3625
0.382 1.3618
LOW 1.3597
0.618 1.3563
1.000 1.3542
1.618 1.3508
2.618 1.3453
4.250 1.3363
Fisher Pivots for day following 19-Jun-2014
Pivot 1 day 3 day
R1 1.3625 1.3611
PP 1.3622 1.3606
S1 1.3619 1.3601

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

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