CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 07-Feb-2014
Day Change Summary
Previous Current
06-Feb-2014 07-Feb-2014 Change Change % Previous Week
Open 1.3536 1.3590 0.0054 0.4% 1.3488
High 1.3620 1.3646 0.0026 0.2% 1.3646
Low 1.3481 1.3551 0.0070 0.5% 1.3476
Close 1.3587 1.3628 0.0041 0.3% 1.3628
Range 0.0139 0.0095 -0.0044 -31.7% 0.0170
ATR 0.0084 0.0085 0.0001 0.9% 0.0000
Volume 309,945 236,950 -72,995 -23.6% 1,163,870
Daily Pivots for day following 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.3893 1.3856 1.3680
R3 1.3798 1.3761 1.3654
R2 1.3703 1.3703 1.3645
R1 1.3666 1.3666 1.3637 1.3685
PP 1.3608 1.3608 1.3608 1.3618
S1 1.3571 1.3571 1.3619 1.3590
S2 1.3513 1.3513 1.3611
S3 1.3418 1.3476 1.3602
S4 1.3323 1.3381 1.3576
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.4093 1.4031 1.3722
R3 1.3923 1.3861 1.3675
R2 1.3753 1.3753 1.3659
R1 1.3691 1.3691 1.3644 1.3722
PP 1.3583 1.3583 1.3583 1.3599
S1 1.3521 1.3521 1.3612 1.3552
S2 1.3413 1.3413 1.3597
S3 1.3243 1.3351 1.3581
S4 1.3073 1.3181 1.3535
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3646 1.3476 0.0170 1.2% 0.0080 0.6% 89% True False 232,774
10 1.3717 1.3476 0.0241 1.8% 0.0082 0.6% 63% False False 233,213
20 1.3740 1.3476 0.0264 1.9% 0.0083 0.6% 58% False False 222,301
40 1.3893 1.3476 0.0417 3.1% 0.0082 0.6% 36% False False 184,262
60 1.3893 1.3362 0.0531 3.9% 0.0081 0.6% 50% False False 125,990
80 1.3893 1.3300 0.0593 4.4% 0.0084 0.6% 55% False False 94,644
100 1.3893 1.3300 0.0593 4.4% 0.0080 0.6% 55% False False 75,759
120 1.3893 1.3123 0.0770 5.7% 0.0074 0.5% 66% False False 63,136
Crabel Price Patterns
NR True
NR4 False
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 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4050
2.618 1.3895
1.618 1.3800
1.000 1.3741
0.618 1.3705
HIGH 1.3646
0.618 1.3610
0.500 1.3599
0.382 1.3587
LOW 1.3551
0.618 1.3492
1.000 1.3456
1.618 1.3397
2.618 1.3302
4.250 1.3147
Fisher Pivots for day following 07-Feb-2014
Pivot 1 day 3 day
R1 1.3618 1.3607
PP 1.3608 1.3585
S1 1.3599 1.3564

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

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