CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 25-Oct-2013
Day Change Summary
Previous Current
24-Oct-2013 25-Oct-2013 Change Change % Previous Week
Open 1.3782 1.3799 0.0017 0.1% 1.3685
High 1.3824 1.3834 0.0010 0.1% 1.3834
Low 1.3775 1.3777 0.0002 0.0% 1.3657
Close 1.3805 1.3807 0.0002 0.0% 1.3807
Range 0.0049 0.0057 0.0008 16.3% 0.0177
ATR 0.0070 0.0069 -0.0001 -1.3% 0.0000
Volume 174 547 373 214.4% 1,999
Daily Pivots for day following 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.3977 1.3949 1.3838
R3 1.3920 1.3892 1.3823
R2 1.3863 1.3863 1.3817
R1 1.3835 1.3835 1.3812 1.3849
PP 1.3806 1.3806 1.3806 1.3813
S1 1.3778 1.3778 1.3802 1.3792
S2 1.3749 1.3749 1.3797
S3 1.3692 1.3721 1.3791
S4 1.3635 1.3664 1.3776
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.4297 1.4229 1.3904
R3 1.4120 1.4052 1.3856
R2 1.3943 1.3943 1.3839
R1 1.3875 1.3875 1.3823 1.3909
PP 1.3766 1.3766 1.3766 1.3783
S1 1.3698 1.3698 1.3791 1.3732
S2 1.3589 1.3589 1.3775
S3 1.3412 1.3521 1.3758
S4 1.3235 1.3344 1.3710
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3834 1.3657 0.0177 1.3% 0.0062 0.5% 85% True False 399
10 1.3834 1.3479 0.0355 2.6% 0.0074 0.5% 92% True False 408
20 1.3834 1.3479 0.0355 2.6% 0.0071 0.5% 92% True False 358
40 1.3834 1.3123 0.0711 5.1% 0.0064 0.5% 96% True False 219
60 1.3834 1.3123 0.0711 5.1% 0.0053 0.4% 96% True False 147
80 1.3834 1.2781 0.1053 7.6% 0.0050 0.4% 97% True False 114
100 1.3834 1.2781 0.1053 7.6% 0.0050 0.4% 97% True False 93
120 1.3834 1.2781 0.1053 7.6% 0.0044 0.3% 97% True False 77
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4076
2.618 1.3983
1.618 1.3926
1.000 1.3891
0.618 1.3869
HIGH 1.3834
0.618 1.3812
0.500 1.3806
0.382 1.3799
LOW 1.3777
0.618 1.3742
1.000 1.3720
1.618 1.3685
2.618 1.3628
4.250 1.3535
Fisher Pivots for day following 25-Oct-2013
Pivot 1 day 3 day
R1 1.3807 1.3802
PP 1.3806 1.3796
S1 1.3806 1.3791

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

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