CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 26-Jun-2014
Day Change Summary
Previous Current
25-Jun-2014 26-Jun-2014 Change Change % Previous Week
Open 1.3657 1.3623 -0.0034 -0.2% 1.3588
High 1.3657 1.3623 -0.0034 -0.2% 1.3645
Low 1.3643 1.3623 -0.0020 -0.1% 1.3561
Close 1.3643 1.3623 -0.0020 -0.1% 1.3608
Range 0.0014 0.0000 -0.0014 -100.0% 0.0084
ATR 0.0036 0.0034 -0.0001 -3.1% 0.0000
Volume 3 2 -1 -33.3% 148
Daily Pivots for day following 26-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.3623 1.3623 1.3623
R3 1.3623 1.3623 1.3623
R2 1.3623 1.3623 1.3623
R1 1.3623 1.3623 1.3623 1.3623
PP 1.3623 1.3623 1.3623 1.3623
S1 1.3623 1.3623 1.3623 1.3623
S2 1.3623 1.3623 1.3623
S3 1.3623 1.3623 1.3623
S4 1.3623 1.3623 1.3623
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.3857 1.3816 1.3654
R3 1.3773 1.3732 1.3631
R2 1.3689 1.3689 1.3623
R1 1.3648 1.3648 1.3616 1.3669
PP 1.3605 1.3605 1.3605 1.3615
S1 1.3564 1.3564 1.3600 1.3585
S2 1.3521 1.3521 1.3593
S3 1.3437 1.3480 1.3585
S4 1.3353 1.3396 1.3562
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3657 1.3608 0.0049 0.4% 0.0008 0.1% 31% False False 32
10 1.3657 1.3551 0.0106 0.8% 0.0012 0.1% 68% False False 17
20 1.3680 1.3530 0.0150 1.1% 0.0024 0.2% 62% False False 10
40 1.3989 1.3530 0.0459 3.4% 0.0027 0.2% 20% False False 12
Crabel Price Patterns
NR True
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3623
2.618 1.3623
1.618 1.3623
1.000 1.3623
0.618 1.3623
HIGH 1.3623
0.618 1.3623
0.500 1.3623
0.382 1.3623
LOW 1.3623
0.618 1.3623
1.000 1.3623
1.618 1.3623
2.618 1.3623
4.250 1.3623
Fisher Pivots for day following 26-Jun-2014
Pivot 1 day 3 day
R1 1.3623 1.3638
PP 1.3623 1.3633
S1 1.3623 1.3628

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

View Archives - Comment on this page... - Back to Index of Symbols