CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 22-Aug-2014
Day Change Summary
Previous Current
21-Aug-2014 22-Aug-2014 Change Change % Previous Week
Open 1.3277 1.3299 0.0022 0.2% 1.3386
High 1.3306 1.3299 -0.0007 -0.1% 1.3386
Low 1.3277 1.3260 -0.0017 -0.1% 1.3260
Close 1.3306 1.3267 -0.0039 -0.3% 1.3267
Range 0.0029 0.0039 0.0010 34.5% 0.0126
ATR 0.0029 0.0030 0.0001 4.3% 0.0000
Volume 1 1 0 0.0% 43
Daily Pivots for day following 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3392 1.3369 1.3288
R3 1.3353 1.3330 1.3278
R2 1.3314 1.3314 1.3274
R1 1.3291 1.3291 1.3271 1.3283
PP 1.3275 1.3275 1.3275 1.3272
S1 1.3252 1.3252 1.3263 1.3244
S2 1.3236 1.3236 1.3260
S3 1.3197 1.3213 1.3256
S4 1.3158 1.3174 1.3246
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3682 1.3601 1.3336
R3 1.3556 1.3475 1.3302
R2 1.3430 1.3430 1.3290
R1 1.3349 1.3349 1.3279 1.3327
PP 1.3304 1.3304 1.3304 1.3293
S1 1.3223 1.3223 1.3255 1.3201
S2 1.3178 1.3178 1.3244
S3 1.3052 1.3097 1.3232
S4 1.2926 1.2971 1.3198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3386 1.3260 0.0126 0.9% 0.0015 0.1% 6% False True 8
10 1.3430 1.3260 0.0170 1.3% 0.0014 0.1% 4% False True 5
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 0.0001
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3465
2.618 1.3401
1.618 1.3362
1.000 1.3338
0.618 1.3323
HIGH 1.3299
0.618 1.3284
0.500 1.3280
0.382 1.3275
LOW 1.3260
0.618 1.3236
1.000 1.3221
1.618 1.3197
2.618 1.3158
4.250 1.3094
Fisher Pivots for day following 22-Aug-2014
Pivot 1 day 3 day
R1 1.3280 1.3283
PP 1.3275 1.3278
S1 1.3271 1.3272

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

View Archives - Comment on this page... - Back to Index of Symbols