CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 22-Jan-2014
Day Change Summary
Previous Current
21-Jan-2014 22-Jan-2014 Change Change % Previous Week
Open 1.3530 1.3559 0.0029 0.2% 1.3666
High 1.3568 1.3583 0.0015 0.1% 1.3700
Low 1.3506 1.3533 0.0027 0.2% 1.3515
Close 1.3559 1.3546 -0.0013 -0.1% 1.3529
Range 0.0062 0.0050 -0.0012 -19.4% 0.0185
ATR 0.0083 0.0081 -0.0002 -2.8% 0.0000
Volume 247,480 143,625 -103,855 -42.0% 930,989
Daily Pivots for day following 22-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.3704 1.3675 1.3574
R3 1.3654 1.3625 1.3560
R2 1.3604 1.3604 1.3555
R1 1.3575 1.3575 1.3551 1.3565
PP 1.3554 1.3554 1.3554 1.3549
S1 1.3525 1.3525 1.3541 1.3515
S2 1.3504 1.3504 1.3537
S3 1.3454 1.3475 1.3532
S4 1.3404 1.3425 1.3519
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 1.3675 1.3506 0.0169 1.2% 0.0076 0.6% 24% False False 203,174
10 1.3700 1.3506 0.0194 1.4% 0.0076 0.6% 21% False False 200,589
20 1.3893 1.3506 0.0387 2.9% 0.0079 0.6% 10% False False 157,228
40 1.3893 1.3466 0.0427 3.2% 0.0078 0.6% 19% False False 116,518
60 1.3893 1.3300 0.0593 4.4% 0.0083 0.6% 41% False False 77,930
80 1.3893 1.3300 0.0593 4.4% 0.0080 0.6% 41% False False 58,532
100 1.3893 1.3123 0.0770 5.7% 0.0075 0.6% 55% False False 46,840
120 1.3893 1.3123 0.0770 5.7% 0.0068 0.5% 55% False False 39,034
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0019
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3796
2.618 1.3714
1.618 1.3664
1.000 1.3633
0.618 1.3614
HIGH 1.3583
0.618 1.3564
0.500 1.3558
0.382 1.3552
LOW 1.3533
0.618 1.3502
1.000 1.3483
1.618 1.3452
2.618 1.3402
4.250 1.3321
Fisher Pivots for day following 22-Jan-2014
Pivot 1 day 3 day
R1 1.3558 1.3563
PP 1.3554 1.3557
S1 1.3550 1.3552

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

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