CME Euro FX (E) Future March 2015


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 1.3586 1.3620 0.0034 0.3% 1.3645
High 1.3590 1.3645 0.0055 0.4% 1.3645
Low 1.3576 1.3620 0.0044 0.3% 1.3530
Close 1.3576 1.3623 0.0047 0.3% 1.3551
Range 0.0014 0.0025 0.0011 78.6% 0.0115
ATR 0.0039 0.0041 0.0002 5.4% 0.0000
Volume 2 2 0 0.0% 13
Daily Pivots for day following 19-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.3704 1.3689 1.3637
R3 1.3679 1.3664 1.3630
R2 1.3654 1.3654 1.3628
R1 1.3639 1.3639 1.3625 1.3647
PP 1.3629 1.3629 1.3629 1.3633
S1 1.3614 1.3614 1.3621 1.3622
S2 1.3604 1.3604 1.3618
S3 1.3579 1.3589 1.3616
S4 1.3554 1.3564 1.3609
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.3920 1.3851 1.3614
R3 1.3805 1.3736 1.3583
R2 1.3690 1.3690 1.3572
R1 1.3621 1.3621 1.3562 1.3598
PP 1.3575 1.3575 1.3575 1.3564
S1 1.3506 1.3506 1.3540 1.3483
S2 1.3460 1.3460 1.3530
S3 1.3345 1.3391 1.3519
S4 1.3230 1.3276 1.3488
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3645 1.3551 0.0094 0.7% 0.0016 0.1% 77% True False 1
10 1.3680 1.3530 0.0150 1.1% 0.0026 0.2% 62% False False 3
20 1.3685 1.3530 0.0155 1.1% 0.0025 0.2% 60% False False 6
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3751
2.618 1.3710
1.618 1.3685
1.000 1.3670
0.618 1.3660
HIGH 1.3645
0.618 1.3635
0.500 1.3633
0.382 1.3630
LOW 1.3620
0.618 1.3605
1.000 1.3595
1.618 1.3580
2.618 1.3555
4.250 1.3514
Fisher Pivots for day following 19-Jun-2014
Pivot 1 day 3 day
R1 1.3633 1.3616
PP 1.3629 1.3610
S1 1.3626 1.3603

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

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