CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 18-Dec-2013
Day Change Summary
Previous Current
17-Dec-2013 18-Dec-2013 Change Change % Previous Week
Open 1.3757 1.3768 0.0011 0.1% 1.3711
High 1.3780 1.3846 0.0066 0.5% 1.3810
Low 1.3721 1.3673 -0.0048 -0.3% 1.3694
Close 1.3765 1.3757 -0.0008 -0.1% 1.3733
Range 0.0059 0.0173 0.0114 193.2% 0.0116
ATR 0.0076 0.0083 0.0007 9.0% 0.0000
Volume 144,624 228,130 83,506 57.7% 550,429
Daily Pivots for day following 18-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.4278 1.4190 1.3852
R3 1.4105 1.4017 1.3805
R2 1.3932 1.3932 1.3789
R1 1.3844 1.3844 1.3773 1.3802
PP 1.3759 1.3759 1.3759 1.3737
S1 1.3671 1.3671 1.3741 1.3629
S2 1.3586 1.3586 1.3725
S3 1.3413 1.3498 1.3709
S4 1.3240 1.3325 1.3662
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.4094 1.4029 1.3797
R3 1.3978 1.3913 1.3765
R2 1.3862 1.3862 1.3754
R1 1.3797 1.3797 1.3744 1.3830
PP 1.3746 1.3746 1.3746 1.3762
S1 1.3681 1.3681 1.3722 1.3714
S2 1.3630 1.3630 1.3712
S3 1.3514 1.3565 1.3701
S4 1.3398 1.3449 1.3669
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3846 1.3673 0.0173 1.3% 0.0084 0.6% 49% True True 171,635
10 1.3846 1.3545 0.0301 2.2% 0.0083 0.6% 70% True False 112,340
20 1.3846 1.3402 0.0444 3.2% 0.0083 0.6% 80% True False 58,206
40 1.3846 1.3300 0.0546 4.0% 0.0085 0.6% 84% True False 29,423
60 1.3846 1.3300 0.0546 4.0% 0.0081 0.6% 84% True False 19,718
80 1.3846 1.3123 0.0723 5.3% 0.0074 0.5% 88% True False 14,803
100 1.3846 1.3123 0.0723 5.3% 0.0066 0.5% 88% True False 11,843
120 1.3846 1.2781 0.1065 7.7% 0.0062 0.5% 92% True False 9,872
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 1.4581
2.618 1.4299
1.618 1.4126
1.000 1.4019
0.618 1.3953
HIGH 1.3846
0.618 1.3780
0.500 1.3760
0.382 1.3739
LOW 1.3673
0.618 1.3566
1.000 1.3500
1.618 1.3393
2.618 1.3220
4.250 1.2938
Fisher Pivots for day following 18-Dec-2013
Pivot 1 day 3 day
R1 1.3760 1.3760
PP 1.3759 1.3759
S1 1.3758 1.3758

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

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