CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 18-Aug-2014
Day Change Summary
Previous Current
15-Aug-2014 18-Aug-2014 Change Change % Previous Week
Open 1.3421 1.3386 -0.0035 -0.3% 1.3421
High 1.3421 1.3386 -0.0035 -0.3% 1.3430
Low 1.3421 1.3386 -0.0035 -0.3% 1.3382
Close 1.3421 1.3386 -0.0035 -0.3% 1.3421
Range
ATR
Volume 2 20 18 900.0% 15
Daily Pivots for day following 18-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3386 1.3386 1.3386
R3 1.3386 1.3386 1.3386
R2 1.3386 1.3386 1.3386
R1 1.3386 1.3386 1.3386 1.3386
PP 1.3386 1.3386 1.3386 1.3386
S1 1.3386 1.3386 1.3386 1.3386
S2 1.3386 1.3386 1.3386
S3 1.3386 1.3386 1.3386
S4 1.3386 1.3386 1.3386
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3555 1.3536 1.3447
R3 1.3507 1.3488 1.3434
R2 1.3459 1.3459 1.3430
R1 1.3440 1.3440 1.3425 1.3445
PP 1.3411 1.3411 1.3411 1.3414
S1 1.3392 1.3392 1.3417 1.3397
S2 1.3363 1.3363 1.3412
S3 1.3315 1.3344 1.3408
S4 1.3267 1.3296 1.3395
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3430 1.3382 0.0048 0.4% 0.0009 0.1% 8% False False 6
10 1.3434 1.3381 0.0053 0.4% 0.0008 0.1% 9% False False 8
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 0.0001
Fibonacci Retracements and Extensions
4.250 1.3386
2.618 1.3386
1.618 1.3386
1.000 1.3386
0.618 1.3386
HIGH 1.3386
0.618 1.3386
0.500 1.3386
0.382 1.3386
LOW 1.3386
0.618 1.3386
1.000 1.3386
1.618 1.3386
2.618 1.3386
4.250 1.3386
Fisher Pivots for day following 18-Aug-2014
Pivot 1 day 3 day
R1 1.3386 1.3402
PP 1.3386 1.3396
S1 1.3386 1.3391

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

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