CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 21-Aug-2014
Day Change Summary
Previous Current
20-Aug-2014 21-Aug-2014 Change Change % Previous Week
Open 1.3289 1.3277 -0.0012 -0.1% 1.3421
High 1.3289 1.3306 0.0017 0.1% 1.3430
Low 1.3289 1.3277 -0.0012 -0.1% 1.3382
Close 1.3289 1.3306 0.0017 0.1% 1.3421
Range 0.0000 0.0029 0.0029 0.0048
ATR 0.0029 0.0029 0.0000 0.1% 0.0000
Volume 1 1 0 0.0% 15
Daily Pivots for day following 21-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3383 1.3374 1.3322
R3 1.3354 1.3345 1.3314
R2 1.3325 1.3325 1.3311
R1 1.3316 1.3316 1.3309 1.3321
PP 1.3296 1.3296 1.3296 1.3299
S1 1.3287 1.3287 1.3303 1.3292
S2 1.3267 1.3267 1.3301
S3 1.3238 1.3258 1.3298
S4 1.3209 1.3229 1.3290
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 1.3421 1.3277 0.0144 1.1% 0.0007 0.1% 20% False True 8
10 1.3434 1.3277 0.0157 1.2% 0.0011 0.1% 18% False True 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3429
2.618 1.3382
1.618 1.3353
1.000 1.3335
0.618 1.3324
HIGH 1.3306
0.618 1.3295
0.500 1.3292
0.382 1.3288
LOW 1.3277
0.618 1.3259
1.000 1.3248
1.618 1.3230
2.618 1.3201
4.250 1.3154
Fisher Pivots for day following 21-Aug-2014
Pivot 1 day 3 day
R1 1.3301 1.3314
PP 1.3296 1.3311
S1 1.3292 1.3309

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

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