CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 25-Aug-2014
Day Change Summary
Previous Current
22-Aug-2014 25-Aug-2014 Change Change % Previous Week
Open 1.3299 1.3212 -0.0087 -0.7% 1.3386
High 1.3299 1.3232 -0.0067 -0.5% 1.3386
Low 1.3260 1.3212 -0.0048 -0.4% 1.3260
Close 1.3267 1.3222 -0.0045 -0.3% 1.3267
Range 0.0039 0.0020 -0.0019 -48.7% 0.0126
ATR 0.0030 0.0032 0.0002 6.0% 0.0000
Volume 1 9 8 800.0% 43
Daily Pivots for day following 25-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3282 1.3272 1.3233
R3 1.3262 1.3252 1.3228
R2 1.3242 1.3242 1.3226
R1 1.3232 1.3232 1.3224 1.3237
PP 1.3222 1.3222 1.3222 1.3225
S1 1.3212 1.3212 1.3220 1.3217
S2 1.3202 1.3202 1.3218
S3 1.3182 1.3192 1.3217
S4 1.3162 1.3172 1.3211
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 1.3350 1.3212 0.0138 1.0% 0.0019 0.1% 7% False True 6
10 1.3430 1.3212 0.0218 1.6% 0.0014 0.1% 5% False True 6
Crabel Price Patterns
NR True
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3317
2.618 1.3284
1.618 1.3264
1.000 1.3252
0.618 1.3244
HIGH 1.3232
0.618 1.3224
0.500 1.3222
0.382 1.3220
LOW 1.3212
0.618 1.3200
1.000 1.3192
1.618 1.3180
2.618 1.3160
4.250 1.3127
Fisher Pivots for day following 25-Aug-2014
Pivot 1 day 3 day
R1 1.3222 1.3259
PP 1.3222 1.3247
S1 1.3222 1.3234

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

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