CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 10-Jan-2014
Day Change Summary
Previous Current
09-Jan-2014 10-Jan-2014 Change Change % Previous Week
Open 1.3575 1.3604 0.0029 0.2% 1.3595
High 1.3630 1.3685 0.0055 0.4% 1.3685
Low 1.3550 1.3587 0.0037 0.3% 1.3550
Close 1.3590 1.3659 0.0069 0.5% 1.3659
Range 0.0080 0.0098 0.0018 22.5% 0.0135
ATR 0.0077 0.0078 0.0002 2.0% 0.0000
Volume 541 439 -102 -18.9% 1,680
Daily Pivots for day following 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.3938 1.3896 1.3713
R3 1.3840 1.3798 1.3686
R2 1.3742 1.3742 1.3677
R1 1.3700 1.3700 1.3668 1.3721
PP 1.3644 1.3644 1.3644 1.3654
S1 1.3602 1.3602 1.3650 1.3623
S2 1.3546 1.3546 1.3641
S3 1.3448 1.3504 1.3632
S4 1.3350 1.3406 1.3605
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.4036 1.3983 1.3733
R3 1.3901 1.3848 1.3696
R2 1.3766 1.3766 1.3684
R1 1.3713 1.3713 1.3671 1.3740
PP 1.3631 1.3631 1.3631 1.3645
S1 1.3578 1.3578 1.3647 1.3605
S2 1.3496 1.3496 1.3634
S3 1.3361 1.3443 1.3622
S4 1.3226 1.3308 1.3585
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3685 1.3550 0.0135 1.0% 0.0077 0.6% 81% True False 336
10 1.3892 1.3550 0.0342 2.5% 0.0090 0.7% 32% False False 241
20 1.3892 1.3550 0.0342 2.5% 0.0074 0.5% 32% False False 318
40 1.3892 1.3397 0.0495 3.6% 0.0063 0.5% 53% False False 198
60 1.3892 1.3302 0.0590 4.3% 0.0060 0.4% 61% False False 136
80 1.3892 1.3302 0.0590 4.3% 0.0050 0.4% 61% False False 103
100 1.3892 1.3131 0.0761 5.6% 0.0043 0.3% 69% False False 83
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.4102
2.618 1.3942
1.618 1.3844
1.000 1.3783
0.618 1.3746
HIGH 1.3685
0.618 1.3648
0.500 1.3636
0.382 1.3624
LOW 1.3587
0.618 1.3526
1.000 1.3489
1.618 1.3428
2.618 1.3330
4.250 1.3171
Fisher Pivots for day following 10-Jan-2014
Pivot 1 day 3 day
R1 1.3651 1.3645
PP 1.3644 1.3631
S1 1.3636 1.3618

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

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