CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 05-Jun-2014
Day Change Summary
Previous Current
04-Jun-2014 05-Jun-2014 Change Change % Previous Week
Open 1.3626 1.3600 -0.0026 -0.2% 1.3623
High 1.3639 1.3671 0.0032 0.2% 1.3668
Low 1.3596 1.3502 -0.0094 -0.7% 1.3586
Close 1.3599 1.3658 0.0059 0.4% 1.3634
Range 0.0043 0.0169 0.0126 293.0% 0.0082
ATR 0.0057 0.0065 0.0008 14.2% 0.0000
Volume 149,928 505,682 355,754 237.3% 575,548
Daily Pivots for day following 05-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.4117 1.4057 1.3751
R3 1.3948 1.3888 1.3704
R2 1.3779 1.3779 1.3689
R1 1.3719 1.3719 1.3673 1.3749
PP 1.3610 1.3610 1.3610 1.3626
S1 1.3550 1.3550 1.3643 1.3580
S2 1.3441 1.3441 1.3627
S3 1.3272 1.3381 1.3612
S4 1.3103 1.3212 1.3565
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 1.3875 1.3837 1.3679
R3 1.3793 1.3755 1.3657
R2 1.3711 1.3711 1.3649
R1 1.3673 1.3673 1.3642 1.3692
PP 1.3629 1.3629 1.3629 1.3639
S1 1.3591 1.3591 1.3626 1.3610
S2 1.3547 1.3547 1.3619
S3 1.3465 1.3509 1.3611
S4 1.3383 1.3427 1.3589
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3671 1.3502 0.0169 1.2% 0.0076 0.6% 92% True True 227,312
10 1.3687 1.3502 0.0185 1.4% 0.0061 0.4% 84% False True 181,867
20 1.3993 1.3502 0.0491 3.6% 0.0066 0.5% 32% False True 181,388
40 1.3993 1.3502 0.0491 3.6% 0.0060 0.4% 32% False True 157,066
60 1.3993 1.3502 0.0491 3.6% 0.0067 0.5% 32% False True 163,763
80 1.3993 1.3502 0.0491 3.6% 0.0068 0.5% 32% False True 125,256
100 1.3993 1.3482 0.0511 3.7% 0.0069 0.5% 34% False False 100,473
120 1.3993 1.3482 0.0511 3.7% 0.0070 0.5% 34% False False 83,780
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 109 trading days
Fibonacci Retracements and Extensions
4.250 1.4389
2.618 1.4113
1.618 1.3944
1.000 1.3840
0.618 1.3775
HIGH 1.3671
0.618 1.3606
0.500 1.3587
0.382 1.3567
LOW 1.3502
0.618 1.3398
1.000 1.3333
1.618 1.3229
2.618 1.3060
4.250 1.2784
Fisher Pivots for day following 05-Jun-2014
Pivot 1 day 3 day
R1 1.3634 1.3634
PP 1.3610 1.3610
S1 1.3587 1.3587

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

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