CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 09-Jan-2014
Day Change Summary
Previous Current
08-Jan-2014 09-Jan-2014 Change Change % Previous Week
Open 1.3616 1.3576 -0.0040 -0.3% 1.3759
High 1.3634 1.3633 -0.0001 0.0% 1.3819
Low 1.3552 1.3547 -0.0005 0.0% 1.3582
Close 1.3582 1.3590 0.0008 0.1% 1.3598
Range 0.0082 0.0086 0.0004 4.9% 0.0237
ATR 0.0086 0.0086 0.0000 0.0% 0.0000
Volume 209,215 242,975 33,760 16.1% 490,362
Daily Pivots for day following 09-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.3848 1.3805 1.3637
R3 1.3762 1.3719 1.3614
R2 1.3676 1.3676 1.3606
R1 1.3633 1.3633 1.3598 1.3655
PP 1.3590 1.3590 1.3590 1.3601
S1 1.3547 1.3547 1.3582 1.3569
S2 1.3504 1.3504 1.3574
S3 1.3418 1.3461 1.3566
S4 1.3332 1.3375 1.3543
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.4377 1.4225 1.3728
R3 1.4140 1.3988 1.3663
R2 1.3903 1.3903 1.3641
R1 1.3751 1.3751 1.3620 1.3709
PP 1.3666 1.3666 1.3666 1.3645
S1 1.3514 1.3514 1.3576 1.3472
S2 1.3429 1.3429 1.3555
S3 1.3192 1.3277 1.3533
S4 1.2955 1.3040 1.3468
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3672 1.3547 0.0125 0.9% 0.0080 0.6% 34% False True 186,416
10 1.3893 1.3547 0.0346 2.5% 0.0088 0.7% 12% False True 147,556
20 1.3893 1.3547 0.0346 2.5% 0.0080 0.6% 12% False True 146,222
40 1.3893 1.3362 0.0531 3.9% 0.0081 0.6% 43% False False 77,834
60 1.3893 1.3300 0.0593 4.4% 0.0084 0.6% 49% False False 52,092
80 1.3893 1.3300 0.0593 4.4% 0.0080 0.6% 49% False False 39,124
100 1.3893 1.3123 0.0770 5.7% 0.0072 0.5% 61% False False 31,303
120 1.3893 1.3123 0.0770 5.7% 0.0066 0.5% 61% False False 26,088
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3999
2.618 1.3858
1.618 1.3772
1.000 1.3719
0.618 1.3686
HIGH 1.3633
0.618 1.3600
0.500 1.3590
0.382 1.3580
LOW 1.3547
0.618 1.3494
1.000 1.3461
1.618 1.3408
2.618 1.3322
4.250 1.3182
Fisher Pivots for day following 09-Jan-2014
Pivot 1 day 3 day
R1 1.3590 1.3602
PP 1.3590 1.3598
S1 1.3590 1.3594

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

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