CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 06-Jan-2014
Day Change Summary
Previous Current
03-Jan-2014 06-Jan-2014 Change Change % Previous Week
Open 1.3602 1.3638 0.0036 0.3% 1.3820
High 1.3602 1.3638 0.0036 0.3% 1.3820
Low 1.3602 1.3638 0.0036 0.3% 1.3602
Close 1.3602 1.3638 0.0036 0.3% 1.3602
Range
ATR 0.0054 0.0053 -0.0001 -2.4% 0.0000
Volume 1 1 0 0.0% 9
Daily Pivots for day following 06-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.3638 1.3638 1.3638
R3 1.3638 1.3638 1.3638
R2 1.3638 1.3638 1.3638
R1 1.3638 1.3638 1.3638 1.3638
PP 1.3638 1.3638 1.3638 1.3638
S1 1.3638 1.3638 1.3638 1.3638
S2 1.3638 1.3638 1.3638
S3 1.3638 1.3638 1.3638
S4 1.3638 1.3638 1.3638
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.4329 1.4183 1.3722
R3 1.4111 1.3965 1.3662
R2 1.3893 1.3893 1.3642
R1 1.3747 1.3747 1.3622 1.3711
PP 1.3675 1.3675 1.3675 1.3657
S1 1.3529 1.3529 1.3582 1.3493
S2 1.3457 1.3457 1.3562
S3 1.3239 1.3311 1.3542
S4 1.3021 1.3093 1.3482
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3820 1.3602 0.0218 1.6% 0.0008 0.1% 17% False False 2
10 1.3820 1.3602 0.0218 1.6% 0.0014 0.1% 17% False False 3
20 1.3820 1.3602 0.0218 1.6% 0.0022 0.2% 17% False False 6
40 1.3820 1.3318 0.0502 3.7% 0.0025 0.2% 64% False False 5
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 1.3638
2.618 1.3638
1.618 1.3638
1.000 1.3638
0.618 1.3638
HIGH 1.3638
0.618 1.3638
0.500 1.3638
0.382 1.3638
LOW 1.3638
0.618 1.3638
1.000 1.3638
1.618 1.3638
2.618 1.3638
4.250 1.3638
Fisher Pivots for day following 06-Jan-2014
Pivot 1 day 3 day
R1 1.3638 1.3638
PP 1.3638 1.3637
S1 1.3638 1.3637

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

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