CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 18-Oct-2013
Day Change Summary
Previous Current
17-Oct-2013 18-Oct-2013 Change Change % Previous Week
Open 1.3601 1.3670 0.0069 0.5% 1.3600
High 1.3684 1.3706 0.0022 0.2% 1.3706
Low 1.3601 1.3670 0.0069 0.5% 1.3491
Close 1.3684 1.3685 0.0001 0.0% 1.3685
Range 0.0083 0.0036 -0.0047 -56.6% 0.0215
ATR 0.0049 0.0048 -0.0001 -1.9% 0.0000
Volume 2 7 5 250.0% 33
Daily Pivots for day following 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.3795 1.3776 1.3705
R3 1.3759 1.3740 1.3695
R2 1.3723 1.3723 1.3692
R1 1.3704 1.3704 1.3688 1.3714
PP 1.3687 1.3687 1.3687 1.3692
S1 1.3668 1.3668 1.3682 1.3678
S2 1.3651 1.3651 1.3678
S3 1.3615 1.3632 1.3675
S4 1.3579 1.3596 1.3665
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.4272 1.4194 1.3803
R3 1.4057 1.3979 1.3744
R2 1.3842 1.3842 1.3724
R1 1.3764 1.3764 1.3705 1.3803
PP 1.3627 1.3627 1.3627 1.3647
S1 1.3549 1.3549 1.3665 1.3588
S2 1.3412 1.3412 1.3646
S3 1.3197 1.3334 1.3626
S4 1.2982 1.3119 1.3567
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3706 1.3491 0.0215 1.6% 0.0045 0.3% 90% True False 6
10 1.3706 1.3491 0.0215 1.6% 0.0029 0.2% 90% True False 4
20 1.3706 1.3485 0.0221 1.6% 0.0019 0.1% 90% True False 3
40 1.3706 1.3131 0.0575 4.2% 0.0021 0.2% 96% True False 3
Crabel Price Patterns
NR True
NR4 True
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 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3859
2.618 1.3800
1.618 1.3764
1.000 1.3742
0.618 1.3728
HIGH 1.3706
0.618 1.3692
0.500 1.3688
0.382 1.3684
LOW 1.3670
0.618 1.3648
1.000 1.3634
1.618 1.3612
2.618 1.3576
4.250 1.3517
Fisher Pivots for day following 18-Oct-2013
Pivot 1 day 3 day
R1 1.3688 1.3656
PP 1.3687 1.3627
S1 1.3686 1.3599

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

View Archives - Comment on this page... - Back to Index of Symbols