CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 03-Feb-2014
Day Change Summary
Previous Current
31-Jan-2014 03-Feb-2014 Change Change % Previous Week
Open 1.3557 1.3488 -0.0069 -0.5% 1.3681
High 1.3574 1.3536 -0.0038 -0.3% 1.3717
Low 1.3479 1.3476 -0.0003 0.0% 1.3479
Close 1.3484 1.3531 0.0047 0.3% 1.3484
Range 0.0095 0.0060 -0.0035 -36.8% 0.0238
ATR 0.0086 0.0084 -0.0002 -2.2% 0.0000
Volume 321,695 226,387 -95,308 -29.6% 1,168,261
Daily Pivots for day following 03-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.3694 1.3673 1.3564
R3 1.3634 1.3613 1.3548
R2 1.3574 1.3574 1.3542
R1 1.3553 1.3553 1.3537 1.3564
PP 1.3514 1.3514 1.3514 1.3520
S1 1.3493 1.3493 1.3526 1.3504
S2 1.3454 1.3454 1.3520
S3 1.3394 1.3433 1.3515
S4 1.3334 1.3373 1.3498
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.4274 1.4117 1.3615
R3 1.4036 1.3879 1.3549
R2 1.3798 1.3798 1.3528
R1 1.3641 1.3641 1.3506 1.3601
PP 1.3560 1.3560 1.3560 1.3540
S1 1.3403 1.3403 1.3462 1.3363
S2 1.3322 1.3322 1.3440
S3 1.3084 1.3165 1.3419
S4 1.2846 1.2927 1.3353
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3688 1.3476 0.0212 1.6% 0.0084 0.6% 26% False True 246,589
10 1.3740 1.3476 0.0264 2.0% 0.0084 0.6% 21% False True 234,595
20 1.3740 1.3476 0.0264 2.0% 0.0082 0.6% 21% False True 214,539
40 1.3893 1.3476 0.0417 3.1% 0.0081 0.6% 13% False True 164,451
60 1.3893 1.3300 0.0593 4.4% 0.0084 0.6% 39% False False 110,427
80 1.3893 1.3300 0.0593 4.4% 0.0083 0.6% 39% False False 82,938
100 1.3893 1.3268 0.0625 4.6% 0.0079 0.6% 42% False False 66,387
120 1.3893 1.3123 0.0770 5.7% 0.0072 0.5% 53% False False 55,324
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0020
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3791
2.618 1.3693
1.618 1.3633
1.000 1.3596
0.618 1.3573
HIGH 1.3536
0.618 1.3513
0.500 1.3506
0.382 1.3499
LOW 1.3476
0.618 1.3439
1.000 1.3416
1.618 1.3379
2.618 1.3319
4.250 1.3221
Fisher Pivots for day following 03-Feb-2014
Pivot 1 day 3 day
R1 1.3523 1.3570
PP 1.3514 1.3557
S1 1.3506 1.3544

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

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