CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 10-Feb-2014
Day Change Summary
Previous Current
07-Feb-2014 10-Feb-2014 Change Change % Previous Week
Open 1.3590 1.3624 0.0034 0.3% 1.3488
High 1.3646 1.3651 0.0005 0.0% 1.3646
Low 1.3551 1.3618 0.0067 0.5% 1.3476
Close 1.3628 1.3641 0.0013 0.1% 1.3628
Range 0.0095 0.0033 -0.0062 -65.3% 0.0170
ATR 0.0085 0.0081 -0.0004 -4.4% 0.0000
Volume 236,950 124,011 -112,939 -47.7% 1,163,870
Daily Pivots for day following 10-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.3736 1.3721 1.3659
R3 1.3703 1.3688 1.3650
R2 1.3670 1.3670 1.3647
R1 1.3655 1.3655 1.3644 1.3663
PP 1.3637 1.3637 1.3637 1.3640
S1 1.3622 1.3622 1.3638 1.3630
S2 1.3604 1.3604 1.3635
S3 1.3571 1.3589 1.3632
S4 1.3538 1.3556 1.3623
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 1.3651 1.3481 0.0170 1.2% 0.0074 0.5% 94% True False 212,298
10 1.3688 1.3476 0.0212 1.6% 0.0079 0.6% 78% False False 229,444
20 1.3740 1.3476 0.0264 1.9% 0.0079 0.6% 63% False False 216,921
40 1.3893 1.3476 0.0417 3.1% 0.0081 0.6% 40% False False 184,357
60 1.3893 1.3394 0.0499 3.7% 0.0080 0.6% 49% False False 128,052
80 1.3893 1.3300 0.0593 4.3% 0.0083 0.6% 58% False False 96,189
100 1.3893 1.3300 0.0593 4.3% 0.0080 0.6% 58% False False 76,998
120 1.3893 1.3123 0.0770 5.6% 0.0074 0.5% 67% False False 64,170
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 30 trading days
Fibonacci Retracements and Extensions
4.250 1.3791
2.618 1.3737
1.618 1.3704
1.000 1.3684
0.618 1.3671
HIGH 1.3651
0.618 1.3638
0.500 1.3635
0.382 1.3631
LOW 1.3618
0.618 1.3598
1.000 1.3585
1.618 1.3565
2.618 1.3532
4.250 1.3478
Fisher Pivots for day following 10-Feb-2014
Pivot 1 day 3 day
R1 1.3639 1.3616
PP 1.3637 1.3591
S1 1.3635 1.3566

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

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