CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 23-Jan-2014
Day Change Summary
Previous Current
22-Jan-2014 23-Jan-2014 Change Change % Previous Week
Open 1.3559 1.3545 -0.0014 -0.1% 1.3666
High 1.3583 1.3699 0.0116 0.9% 1.3700
Low 1.3533 1.3529 -0.0004 0.0% 1.3515
Close 1.3546 1.3696 0.0150 1.1% 1.3529
Range 0.0050 0.0170 0.0120 240.0% 0.0185
ATR 0.0081 0.0087 0.0006 7.9% 0.0000
Volume 143,625 316,076 172,451 120.1% 930,989
Daily Pivots for day following 23-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.4151 1.4094 1.3790
R3 1.3981 1.3924 1.3743
R2 1.3811 1.3811 1.3727
R1 1.3754 1.3754 1.3712 1.3783
PP 1.3641 1.3641 1.3641 1.3656
S1 1.3584 1.3584 1.3680 1.3613
S2 1.3471 1.3471 1.3665
S3 1.3301 1.3414 1.3649
S4 1.3131 1.3244 1.3603
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 1.3699 1.3506 0.0193 1.4% 0.0091 0.7% 98% True False 225,492
10 1.3700 1.3506 0.0194 1.4% 0.0085 0.6% 98% False False 211,275
20 1.3893 1.3506 0.0387 2.8% 0.0085 0.6% 49% False False 168,985
40 1.3893 1.3492 0.0401 2.9% 0.0080 0.6% 51% False False 124,377
60 1.3893 1.3300 0.0593 4.3% 0.0085 0.6% 67% False False 83,189
80 1.3893 1.3300 0.0593 4.3% 0.0082 0.6% 67% False False 62,481
100 1.3893 1.3123 0.0770 5.6% 0.0077 0.6% 74% False False 50,001
120 1.3893 1.3123 0.0770 5.6% 0.0069 0.5% 74% False False 41,668
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 0.0019
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.4422
2.618 1.4144
1.618 1.3974
1.000 1.3869
0.618 1.3804
HIGH 1.3699
0.618 1.3634
0.500 1.3614
0.382 1.3594
LOW 1.3529
0.618 1.3424
1.000 1.3359
1.618 1.3254
2.618 1.3084
4.250 1.2807
Fisher Pivots for day following 23-Jan-2014
Pivot 1 day 3 day
R1 1.3669 1.3665
PP 1.3641 1.3634
S1 1.3614 1.3603

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

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