CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 17-Jan-2014
Day Change Summary
Previous Current
16-Jan-2014 17-Jan-2014 Change Change % Previous Week
Open 1.3601 1.3615 0.0014 0.1% 1.3666
High 1.3649 1.3620 -0.0029 -0.2% 1.3700
Low 1.3581 1.3515 -0.0066 -0.5% 1.3515
Close 1.3614 1.3529 -0.0085 -0.6% 1.3529
Range 0.0068 0.0105 0.0037 54.4% 0.0185
ATR 0.0083 0.0085 0.0002 1.9% 0.0000
Volume 209,806 210,477 671 0.3% 930,989
Daily Pivots for day following 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.3870 1.3804 1.3587
R3 1.3765 1.3699 1.3558
R2 1.3660 1.3660 1.3548
R1 1.3594 1.3594 1.3539 1.3575
PP 1.3555 1.3555 1.3555 1.3545
S1 1.3489 1.3489 1.3519 1.3470
S2 1.3450 1.3450 1.3510
S3 1.3345 1.3384 1.3500
S4 1.3240 1.3279 1.3471
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.4136 1.4018 1.3631
R3 1.3951 1.3833 1.3580
R2 1.3766 1.3766 1.3563
R1 1.3648 1.3648 1.3546 1.3615
PP 1.3581 1.3581 1.3581 1.3565
S1 1.3463 1.3463 1.3512 1.3430
S2 1.3396 1.3396 1.3495
S3 1.3211 1.3278 1.3478
S4 1.3026 1.3093 1.3427
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3700 1.3515 0.0185 1.4% 0.0074 0.5% 8% False True 186,197
10 1.3700 1.3515 0.0185 1.4% 0.0079 0.6% 8% False True 194,484
20 1.3893 1.3515 0.0378 2.8% 0.0079 0.6% 4% False True 155,434
40 1.3893 1.3402 0.0491 3.6% 0.0081 0.6% 26% False False 106,820
60 1.3893 1.3300 0.0593 4.4% 0.0083 0.6% 39% False False 71,427
80 1.3893 1.3300 0.0593 4.4% 0.0080 0.6% 39% False False 53,647
100 1.3893 1.3123 0.0770 5.7% 0.0075 0.6% 53% False False 42,929
120 1.3893 1.3123 0.0770 5.7% 0.0068 0.5% 53% False False 35,775
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4066
2.618 1.3895
1.618 1.3790
1.000 1.3725
0.618 1.3685
HIGH 1.3620
0.618 1.3580
0.500 1.3568
0.382 1.3555
LOW 1.3515
0.618 1.3450
1.000 1.3410
1.618 1.3345
2.618 1.3240
4.250 1.3069
Fisher Pivots for day following 17-Jan-2014
Pivot 1 day 3 day
R1 1.3568 1.3595
PP 1.3555 1.3573
S1 1.3542 1.3551

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

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