CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 06-Sep-2013
Day Change Summary
Previous Current
05-Sep-2013 06-Sep-2013 Change Change % Previous Week
Open 1.3134 1.3131 -0.0003 0.0% 1.3183
High 1.3134 1.3197 0.0063 0.5% 1.3222
Low 1.3134 1.3131 -0.0003 0.0% 1.3131
Close 1.3134 1.3197 0.0063 0.5% 1.3197
Range 0.0000 0.0066 0.0066 0.0091
ATR 0.0045 0.0047 0.0001 3.2% 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3373 1.3351 1.3233
R3 1.3307 1.3285 1.3215
R2 1.3241 1.3241 1.3209
R1 1.3219 1.3219 1.3203 1.3230
PP 1.3175 1.3175 1.3175 1.3181
S1 1.3153 1.3153 1.3191 1.3164
S2 1.3109 1.3109 1.3185
S3 1.3043 1.3087 1.3179
S4 1.2977 1.3021 1.3161
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3456 1.3418 1.3247
R3 1.3365 1.3327 1.3222
R2 1.3274 1.3274 1.3214
R1 1.3236 1.3236 1.3205 1.3255
PP 1.3183 1.3183 1.3183 1.3193
S1 1.3145 1.3145 1.3189 1.3164
S2 1.3092 1.3092 1.3180
S3 1.3001 1.3054 1.3172
S4 1.2910 1.2963 1.3147
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3229 1.3131 0.0098 0.7% 0.0015 0.1% 67% False True 2
10 1.3401 1.3131 0.0270 2.0% 0.0014 0.1% 24% False True 1
20 1.3435 1.3131 0.0304 2.3% 0.0008 0.1% 22% False True 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1.3478
2.618 1.3370
1.618 1.3304
1.000 1.3263
0.618 1.3238
HIGH 1.3197
0.618 1.3172
0.500 1.3164
0.382 1.3156
LOW 1.3131
0.618 1.3090
1.000 1.3065
1.618 1.3024
2.618 1.2958
4.250 1.2851
Fisher Pivots for day following 06-Sep-2013
Pivot 1 day 3 day
R1 1.3186 1.3190
PP 1.3175 1.3183
S1 1.3164 1.3177

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

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