CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 27-Sep-2013
Day Change Summary
Previous Current
26-Sep-2013 27-Sep-2013 Change Change % Previous Week
Open 1.3496 1.3529 0.0033 0.2% 1.3530
High 1.3496 1.3529 0.0033 0.2% 1.3530
Low 1.3496 1.3529 0.0033 0.2% 1.3485
Close 1.3496 1.3529 0.0033 0.2% 1.3529
Range
ATR 0.0042 0.0042 -0.0001 -1.6% 0.0000
Volume 1 1 0 0.0% 15
Daily Pivots for day following 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3529 1.3529 1.3529
R3 1.3529 1.3529 1.3529
R2 1.3529 1.3529 1.3529
R1 1.3529 1.3529 1.3529 1.3529
PP 1.3529 1.3529 1.3529 1.3529
S1 1.3529 1.3529 1.3529 1.3529
S2 1.3529 1.3529 1.3529
S3 1.3529 1.3529 1.3529
S4 1.3529 1.3529 1.3529
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3650 1.3634 1.3554
R3 1.3605 1.3589 1.3541
R2 1.3560 1.3560 1.3537
R1 1.3544 1.3544 1.3533 1.3530
PP 1.3515 1.3515 1.3515 1.3507
S1 1.3499 1.3499 1.3525 1.3485
S2 1.3470 1.3470 1.3521
S3 1.3425 1.3454 1.3517
S4 1.3380 1.3409 1.3504
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3530 1.3485 0.0045 0.3% 0.0013 0.1% 98% False False 3
10 1.3574 1.3347 0.0227 1.7% 0.0025 0.2% 80% False False 3
20 1.3574 1.3131 0.0443 3.3% 0.0022 0.2% 90% False False 3
40 1.3574 1.3131 0.0443 3.3% 0.0014 0.1% 90% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Fibonacci Retracements and Extensions
4.250 1.3529
2.618 1.3529
1.618 1.3529
1.000 1.3529
0.618 1.3529
HIGH 1.3529
0.618 1.3529
0.500 1.3529
0.382 1.3529
LOW 1.3529
0.618 1.3529
1.000 1.3529
1.618 1.3529
2.618 1.3529
4.250 1.3529
Fisher Pivots for day following 27-Sep-2013
Pivot 1 day 3 day
R1 1.3529 1.3523
PP 1.3529 1.3517
S1 1.3529 1.3511

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

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