CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 24-Jun-2014
Day Change Summary
Previous Current
23-Jun-2014 24-Jun-2014 Change Change % Previous Week
Open 1.3596 1.3610 0.0014 0.1% 1.3547
High 1.3618 1.3636 0.0018 0.1% 1.3652
Low 1.3584 1.3595 0.0011 0.1% 1.3525
Close 1.3612 1.3611 -0.0001 0.0% 1.3601
Range 0.0034 0.0041 0.0007 20.6% 0.0127
ATR 0.0055 0.0054 -0.0001 -1.8% 0.0000
Volume 301 275 -26 -8.6% 1,449
Daily Pivots for day following 24-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.3737 1.3715 1.3634
R3 1.3696 1.3674 1.3622
R2 1.3655 1.3655 1.3619
R1 1.3633 1.3633 1.3615 1.3644
PP 1.3614 1.3614 1.3614 1.3620
S1 1.3592 1.3592 1.3607 1.3603
S2 1.3573 1.3573 1.3603
S3 1.3532 1.3551 1.3600
S4 1.3491 1.3510 1.3588
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.3974 1.3914 1.3671
R3 1.3847 1.3787 1.3636
R2 1.3720 1.3720 1.3624
R1 1.3660 1.3660 1.3613 1.3690
PP 1.3593 1.3593 1.3593 1.3608
S1 1.3533 1.3533 1.3589 1.3563
S2 1.3466 1.3466 1.3578
S3 1.3339 1.3406 1.3566
S4 1.3212 1.3279 1.3531
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3652 1.3562 0.0090 0.7% 0.0050 0.4% 54% False False 300
10 1.3652 1.3518 0.0134 1.0% 0.0050 0.4% 69% False False 351
20 1.3680 1.3510 0.0170 1.2% 0.0053 0.4% 59% False False 287
40 1.3980 1.3510 0.0470 3.5% 0.0049 0.4% 21% False False 293
60 1.3980 1.3510 0.0470 3.5% 0.0043 0.3% 21% False False 204
80 1.3980 1.3510 0.0470 3.5% 0.0038 0.3% 21% False False 157
100 1.3980 1.3493 0.0487 3.6% 0.0037 0.3% 24% False False 134
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3810
2.618 1.3743
1.618 1.3702
1.000 1.3677
0.618 1.3661
HIGH 1.3636
0.618 1.3620
0.500 1.3616
0.382 1.3611
LOW 1.3595
0.618 1.3570
1.000 1.3554
1.618 1.3529
2.618 1.3488
4.250 1.3421
Fisher Pivots for day following 24-Jun-2014
Pivot 1 day 3 day
R1 1.3616 1.3609
PP 1.3614 1.3607
S1 1.3613 1.3606

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

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