CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 31-Dec-2013
Day Change Summary
Previous Current
30-Dec-2013 31-Dec-2013 Change Change % Previous Week
Open 1.3759 1.3796 0.0037 0.3% 1.3670
High 1.3819 1.3812 -0.0007 -0.1% 1.3893
Low 1.3728 1.3742 0.0014 0.1% 1.3654
Close 1.3802 1.3788 -0.0014 -0.1% 1.3733
Range 0.0091 0.0070 -0.0021 -23.1% 0.0239
ATR 0.0085 0.0084 -0.0001 -1.3% 0.0000
Volume 98,495 64,841 -33,654 -34.2% 318,261
Daily Pivots for day following 31-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.3991 1.3959 1.3827
R3 1.3921 1.3889 1.3807
R2 1.3851 1.3851 1.3801
R1 1.3819 1.3819 1.3794 1.3800
PP 1.3781 1.3781 1.3781 1.3771
S1 1.3749 1.3749 1.3782 1.3730
S2 1.3711 1.3711 1.3775
S3 1.3641 1.3679 1.3769
S4 1.3571 1.3609 1.3750
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.4477 1.4344 1.3864
R3 1.4238 1.4105 1.3799
R2 1.3999 1.3999 1.3777
R1 1.3866 1.3866 1.3755 1.3933
PP 1.3760 1.3760 1.3760 1.3793
S1 1.3627 1.3627 1.3711 1.3694
S2 1.3521 1.3521 1.3689
S3 1.3282 1.3388 1.3667
S4 1.3043 1.3149 1.3602
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3893 1.3654 0.0239 1.7% 0.0086 0.6% 56% False False 80,132
10 1.3893 1.3625 0.0268 1.9% 0.0084 0.6% 61% False False 120,957
20 1.3893 1.3526 0.0367 2.7% 0.0080 0.6% 71% False False 99,032
40 1.3893 1.3300 0.0593 4.3% 0.0084 0.6% 82% False False 50,226
60 1.3893 1.3300 0.0593 4.3% 0.0081 0.6% 82% False False 33,631
80 1.3893 1.3219 0.0674 4.9% 0.0077 0.6% 84% False False 25,262
100 1.3893 1.3123 0.0770 5.6% 0.0068 0.5% 86% False False 20,211
120 1.3893 1.3070 0.0823 6.0% 0.0063 0.5% 87% False False 16,844
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4110
2.618 1.3995
1.618 1.3925
1.000 1.3882
0.618 1.3855
HIGH 1.3812
0.618 1.3785
0.500 1.3777
0.382 1.3769
LOW 1.3742
0.618 1.3699
1.000 1.3672
1.618 1.3629
2.618 1.3559
4.250 1.3445
Fisher Pivots for day following 31-Dec-2013
Pivot 1 day 3 day
R1 1.3784 1.3790
PP 1.3781 1.3789
S1 1.3777 1.3789

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

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