CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 01-Jul-2014
Day Change Summary
Previous Current
30-Jun-2014 01-Jul-2014 Change Change % Previous Week
Open 1.3655 1.3702 0.0047 0.3% 1.3596
High 1.3704 1.3709 0.0005 0.0% 1.3660
Low 1.3652 1.3688 0.0036 0.3% 1.3584
Close 1.3703 1.3688 -0.0015 -0.1% 1.3654
Range 0.0052 0.0021 -0.0031 -59.6% 0.0076
ATR 0.0053 0.0051 -0.0002 -4.3% 0.0000
Volume 269 941 672 249.8% 1,515
Daily Pivots for day following 01-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3758 1.3744 1.3700
R3 1.3737 1.3723 1.3694
R2 1.3716 1.3716 1.3692
R1 1.3702 1.3702 1.3690 1.3699
PP 1.3695 1.3695 1.3695 1.3693
S1 1.3681 1.3681 1.3686 1.3678
S2 1.3674 1.3674 1.3684
S3 1.3653 1.3660 1.3682
S4 1.3632 1.3639 1.3676
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.3861 1.3833 1.3696
R3 1.3785 1.3757 1.3675
R2 1.3709 1.3709 1.3668
R1 1.3681 1.3681 1.3661 1.3695
PP 1.3633 1.3633 1.3633 1.3640
S1 1.3605 1.3605 1.3647 1.3619
S2 1.3557 1.3557 1.3640
S3 1.3481 1.3529 1.3633
S4 1.3405 1.3453 1.3612
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3709 1.3588 0.0121 0.9% 0.0044 0.3% 83% True False 429
10 1.3709 1.3562 0.0147 1.1% 0.0047 0.3% 86% True False 365
20 1.3709 1.3510 0.0199 1.5% 0.0055 0.4% 89% True False 360
40 1.3980 1.3510 0.0470 3.4% 0.0049 0.4% 38% False False 344
60 1.3980 1.3510 0.0470 3.4% 0.0043 0.3% 38% False False 235
80 1.3980 1.3510 0.0470 3.4% 0.0041 0.3% 38% False False 183
100 1.3980 1.3510 0.0470 3.4% 0.0037 0.3% 38% False False 150
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0006
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 1.3798
2.618 1.3764
1.618 1.3743
1.000 1.3730
0.618 1.3722
HIGH 1.3709
0.618 1.3701
0.500 1.3699
0.382 1.3696
LOW 1.3688
0.618 1.3675
1.000 1.3667
1.618 1.3654
2.618 1.3633
4.250 1.3599
Fisher Pivots for day following 01-Jul-2014
Pivot 1 day 3 day
R1 1.3699 1.3680
PP 1.3695 1.3672
S1 1.3692 1.3664

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

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