CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 07-Oct-2013
Day Change Summary
Previous Current
04-Oct-2013 07-Oct-2013 Change Change % Previous Week
Open 1.3564 1.3587 0.0023 0.2% 1.3535
High 1.3564 1.3587 0.0023 0.2% 1.3631
Low 1.3564 1.3587 0.0023 0.2% 1.3535
Close 1.3564 1.3587 0.0023 0.2% 1.3564
Range
ATR 0.0041 0.0040 -0.0001 -3.1% 0.0000
Volume 2 2 0 0.0% 9
Daily Pivots for day following 07-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.3587 1.3587 1.3587
R3 1.3587 1.3587 1.3587
R2 1.3587 1.3587 1.3587
R1 1.3587 1.3587 1.3587 1.3587
PP 1.3587 1.3587 1.3587 1.3587
S1 1.3587 1.3587 1.3587 1.3587
S2 1.3587 1.3587 1.3587
S3 1.3587 1.3587 1.3587
S4 1.3587 1.3587 1.3587
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.3865 1.3810 1.3617
R3 1.3769 1.3714 1.3590
R2 1.3673 1.3673 1.3582
R1 1.3618 1.3618 1.3573 1.3646
PP 1.3577 1.3577 1.3577 1.3590
S1 1.3522 1.3522 1.3555 1.3550
S2 1.3481 1.3481 1.3546
S3 1.3385 1.3426 1.3538
S4 1.3289 1.3330 1.3511
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3631 1.3540 0.0091 0.7% 0.0006 0.0% 52% False False 2
10 1.3631 1.3485 0.0146 1.1% 0.0007 0.1% 70% False False 1
20 1.3631 1.3270 0.0361 2.7% 0.0017 0.1% 88% False False 2
40 1.3631 1.3131 0.0500 3.7% 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.3587
2.618 1.3587
1.618 1.3587
1.000 1.3587
0.618 1.3587
HIGH 1.3587
0.618 1.3587
0.500 1.3587
0.382 1.3587
LOW 1.3587
0.618 1.3587
1.000 1.3587
1.618 1.3587
2.618 1.3587
4.250 1.3587
Fisher Pivots for day following 07-Oct-2013
Pivot 1 day 3 day
R1 1.3587 1.3598
PP 1.3587 1.3594
S1 1.3587 1.3591

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

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