CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 05-Sep-2013
Day Change Summary
Previous Current
04-Sep-2013 05-Sep-2013 Change Change % Previous Week
Open 1.3222 1.3134 -0.0088 -0.7% 1.3388
High 1.3222 1.3134 -0.0088 -0.7% 1.3401
Low 1.3222 1.3134 -0.0088 -0.7% 1.3222
Close 1.3222 1.3134 -0.0088 -0.7% 1.3222
Range
ATR 0.0042 0.0045 0.0003 7.8% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 05-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3134 1.3134 1.3134
R3 1.3134 1.3134 1.3134
R2 1.3134 1.3134 1.3134
R1 1.3134 1.3134 1.3134 1.3134
PP 1.3134 1.3134 1.3134 1.3134
S1 1.3134 1.3134 1.3134 1.3134
S2 1.3134 1.3134 1.3134
S3 1.3134 1.3134 1.3134
S4 1.3134 1.3134 1.3134
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3819 1.3699 1.3320
R3 1.3640 1.3520 1.3271
R2 1.3461 1.3461 1.3255
R1 1.3341 1.3341 1.3238 1.3312
PP 1.3282 1.3282 1.3282 1.3267
S1 1.3162 1.3162 1.3206 1.3133
S2 1.3103 1.3103 1.3189
S3 1.2924 1.2983 1.3173
S4 1.2745 1.2804 1.3124
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3322 1.3134 0.0188 1.4% 0.0014 0.1% 0% False True 2
10 1.3401 1.3134 0.0267 2.0% 0.0008 0.1% 0% False True 1
20 1.3435 1.3134 0.0301 2.3% 0.0004 0.0% 0% False True 2
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.3134
2.618 1.3134
1.618 1.3134
1.000 1.3134
0.618 1.3134
HIGH 1.3134
0.618 1.3134
0.500 1.3134
0.382 1.3134
LOW 1.3134
0.618 1.3134
1.000 1.3134
1.618 1.3134
2.618 1.3134
4.250 1.3134
Fisher Pivots for day following 05-Sep-2013
Pivot 1 day 3 day
R1 1.3134 1.3178
PP 1.3134 1.3163
S1 1.3134 1.3149

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

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