CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 29-Jan-2014
Day Change Summary
Previous Current
28-Jan-2014 29-Jan-2014 Change Change % Previous Week
Open 1.3674 1.3655 -0.0019 -0.1% 1.3530
High 1.3688 1.3684 -0.0004 0.0% 1.3740
Low 1.3628 1.3602 -0.0026 -0.2% 1.3506
Close 1.3665 1.3663 -0.0002 0.0% 1.3676
Range 0.0060 0.0082 0.0022 36.7% 0.0234
ATR 0.0083 0.0083 0.0000 -0.1% 0.0000
Volume 163,639 257,429 93,790 57.3% 951,304
Daily Pivots for day following 29-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.3896 1.3861 1.3708
R3 1.3814 1.3779 1.3686
R2 1.3732 1.3732 1.3678
R1 1.3697 1.3697 1.3671 1.3715
PP 1.3650 1.3650 1.3650 1.3658
S1 1.3615 1.3615 1.3655 1.3633
S2 1.3568 1.3568 1.3648
S3 1.3486 1.3533 1.3640
S4 1.3404 1.3451 1.3618
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.4343 1.4243 1.3805
R3 1.4109 1.4009 1.3740
R2 1.3875 1.3875 1.3719
R1 1.3775 1.3775 1.3697 1.3825
PP 1.3641 1.3641 1.3641 1.3666
S1 1.3541 1.3541 1.3655 1.3591
S2 1.3407 1.3407 1.3633
S3 1.3173 1.3307 1.3612
S4 1.2939 1.3073 1.3547
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3740 1.3529 0.0211 1.5% 0.0091 0.7% 64% False False 228,593
10 1.3740 1.3506 0.0234 1.7% 0.0084 0.6% 67% False False 215,883
20 1.3812 1.3506 0.0306 2.2% 0.0081 0.6% 51% False False 193,539
40 1.3893 1.3506 0.0387 2.8% 0.0081 0.6% 41% False False 144,748
60 1.3893 1.3300 0.0593 4.3% 0.0084 0.6% 61% False False 96,942
80 1.3893 1.3300 0.0593 4.3% 0.0082 0.6% 61% False False 72,801
100 1.3893 1.3126 0.0767 5.6% 0.0077 0.6% 70% False False 58,269
120 1.3893 1.3123 0.0770 5.6% 0.0070 0.5% 70% False False 48,559
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 0.0019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4033
2.618 1.3899
1.618 1.3817
1.000 1.3766
0.618 1.3735
HIGH 1.3684
0.618 1.3653
0.500 1.3643
0.382 1.3633
LOW 1.3602
0.618 1.3551
1.000 1.3520
1.618 1.3469
2.618 1.3387
4.250 1.3254
Fisher Pivots for day following 29-Jan-2014
Pivot 1 day 3 day
R1 1.3656 1.3662
PP 1.3650 1.3661
S1 1.3643 1.3660

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

View Archives - Comment on this page... - Back to Index of Symbols