CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 10-Sep-2013
Day Change Summary
Previous Current
09-Sep-2013 10-Sep-2013 Change Change % Previous Week
Open 1.3201 1.3282 0.0081 0.6% 1.3183
High 1.3277 1.3282 0.0005 0.0% 1.3222
Low 1.3201 1.3282 0.0081 0.6% 1.3131
Close 1.3275 1.3282 0.0007 0.1% 1.3197
Range 0.0076 0.0000 -0.0076 -100.0% 0.0091
ATR 0.0049 0.0046 -0.0003 -6.1% 0.0000
Volume 4 4 0 0.0% 8
Daily Pivots for day following 10-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3282 1.3282 1.3282
R3 1.3282 1.3282 1.3282
R2 1.3282 1.3282 1.3282
R1 1.3282 1.3282 1.3282 1.3282
PP 1.3282 1.3282 1.3282 1.3282
S1 1.3282 1.3282 1.3282 1.3282
S2 1.3282 1.3282 1.3282
S3 1.3282 1.3282 1.3282
S4 1.3282 1.3282 1.3282
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 1.3282 1.3131 0.0151 1.1% 0.0028 0.2% 100% True False 2
10 1.3401 1.3131 0.0270 2.0% 0.0021 0.2% 56% False False 2
20 1.3435 1.3131 0.0304 2.3% 0.0012 0.1% 50% False False 2
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3282
2.618 1.3282
1.618 1.3282
1.000 1.3282
0.618 1.3282
HIGH 1.3282
0.618 1.3282
0.500 1.3282
0.382 1.3282
LOW 1.3282
0.618 1.3282
1.000 1.3282
1.618 1.3282
2.618 1.3282
4.250 1.3282
Fisher Pivots for day following 10-Sep-2013
Pivot 1 day 3 day
R1 1.3282 1.3257
PP 1.3282 1.3232
S1 1.3282 1.3207

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

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