CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 16-Sep-2013
Day Change Summary
Previous Current
13-Sep-2013 16-Sep-2013 Change Change % Previous Week
Open 1.3320 1.3347 0.0027 0.2% 1.3201
High 1.3320 1.3347 0.0027 0.2% 1.3325
Low 1.3320 1.3347 0.0027 0.2% 1.3201
Close 1.3320 1.3347 0.0027 0.2% 1.3320
Range
ATR 0.0043 0.0042 -0.0001 -2.7% 0.0000
Volume 2 2 0 0.0% 15
Daily Pivots for day following 16-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3347 1.3347 1.3347
R3 1.3347 1.3347 1.3347
R2 1.3347 1.3347 1.3347
R1 1.3347 1.3347 1.3347 1.3347
PP 1.3347 1.3347 1.3347 1.3347
S1 1.3347 1.3347 1.3347 1.3347
S2 1.3347 1.3347 1.3347
S3 1.3347 1.3347 1.3347
S4 1.3347 1.3347 1.3347
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3654 1.3611 1.3388
R3 1.3530 1.3487 1.3354
R2 1.3406 1.3406 1.3343
R1 1.3363 1.3363 1.3331 1.3385
PP 1.3282 1.3282 1.3282 1.3293
S1 1.3239 1.3239 1.3309 1.3261
S2 1.3158 1.3158 1.3297
S3 1.3034 1.3115 1.3286
S4 1.2910 1.2991 1.3252
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3347 1.3270 0.0077 0.6% 0.0010 0.1% 100% True False 2
10 1.3347 1.3131 0.0216 1.6% 0.0019 0.1% 100% True False 2
20 1.3435 1.3131 0.0304 2.3% 0.0014 0.1% 71% False False 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 1.3347
2.618 1.3347
1.618 1.3347
1.000 1.3347
0.618 1.3347
HIGH 1.3347
0.618 1.3347
0.500 1.3347
0.382 1.3347
LOW 1.3347
0.618 1.3347
1.000 1.3347
1.618 1.3347
2.618 1.3347
4.250 1.3347
Fisher Pivots for day following 16-Sep-2013
Pivot 1 day 3 day
R1 1.3347 1.3334
PP 1.3347 1.3321
S1 1.3347 1.3309

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

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