CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 30-Sep-2013
Day Change Summary
Previous Current
27-Sep-2013 30-Sep-2013 Change Change % Previous Week
Open 1.3529 1.3535 0.0006 0.0% 1.3530
High 1.3529 1.3535 0.0006 0.0% 1.3530
Low 1.3529 1.3535 0.0006 0.0% 1.3485
Close 1.3529 1.3535 0.0006 0.0% 1.3529
Range
ATR 0.0042 0.0039 -0.0003 -6.1% 0.0000
Volume 1 1 0 0.0% 15
Daily Pivots for day following 30-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3535 1.3535 1.3535
R3 1.3535 1.3535 1.3535
R2 1.3535 1.3535 1.3535
R1 1.3535 1.3535 1.3535 1.3535
PP 1.3535 1.3535 1.3535 1.3535
S1 1.3535 1.3535 1.3535 1.3535
S2 1.3535 1.3535 1.3535
S3 1.3535 1.3535 1.3535
S4 1.3535 1.3535 1.3535
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 1.3535 1.3485 0.0050 0.4% 0.0008 0.1% 100% True False 1
10 1.3574 1.3368 0.0206 1.5% 0.0025 0.2% 81% False False 3
20 1.3574 1.3131 0.0443 3.3% 0.0022 0.2% 91% False False 3
40 1.3574 1.3131 0.0443 3.3% 0.0014 0.1% 91% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Fibonacci Retracements and Extensions
4.250 1.3535
2.618 1.3535
1.618 1.3535
1.000 1.3535
0.618 1.3535
HIGH 1.3535
0.618 1.3535
0.500 1.3535
0.382 1.3535
LOW 1.3535
0.618 1.3535
1.000 1.3535
1.618 1.3535
2.618 1.3535
4.250 1.3535
Fisher Pivots for day following 30-Sep-2013
Pivot 1 day 3 day
R1 1.3535 1.3529
PP 1.3535 1.3522
S1 1.3535 1.3516

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

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