CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 11-Feb-2014
Day Change Summary
Previous Current
10-Feb-2014 11-Feb-2014 Change Change % Previous Week
Open 1.3624 1.3644 0.0020 0.1% 1.3488
High 1.3651 1.3683 0.0032 0.2% 1.3646
Low 1.3618 1.3629 0.0011 0.1% 1.3476
Close 1.3641 1.3638 -0.0003 0.0% 1.3628
Range 0.0033 0.0054 0.0021 63.6% 0.0170
ATR 0.0081 0.0079 -0.0002 -2.4% 0.0000
Volume 124,011 195,525 71,514 57.7% 1,163,870
Daily Pivots for day following 11-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.3812 1.3779 1.3668
R3 1.3758 1.3725 1.3653
R2 1.3704 1.3704 1.3648
R1 1.3671 1.3671 1.3643 1.3661
PP 1.3650 1.3650 1.3650 1.3645
S1 1.3617 1.3617 1.3633 1.3607
S2 1.3596 1.3596 1.3628
S3 1.3542 1.3563 1.3623
S4 1.3488 1.3509 1.3608
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 1.3683 1.3481 0.0202 1.5% 0.0076 0.6% 78% True False 215,191
10 1.3684 1.3476 0.0208 1.5% 0.0078 0.6% 78% False False 232,632
20 1.3740 1.3476 0.0264 1.9% 0.0079 0.6% 61% False False 219,755
40 1.3893 1.3476 0.0417 3.1% 0.0080 0.6% 39% False False 185,432
60 1.3893 1.3402 0.0491 3.6% 0.0080 0.6% 48% False False 131,301
80 1.3893 1.3300 0.0593 4.3% 0.0083 0.6% 57% False False 98,623
100 1.3893 1.3300 0.0593 4.3% 0.0079 0.6% 57% False False 78,953
120 1.3893 1.3123 0.0770 5.6% 0.0074 0.5% 67% False False 65,799
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3913
2.618 1.3824
1.618 1.3770
1.000 1.3737
0.618 1.3716
HIGH 1.3683
0.618 1.3662
0.500 1.3656
0.382 1.3650
LOW 1.3629
0.618 1.3596
1.000 1.3575
1.618 1.3542
2.618 1.3488
4.250 1.3400
Fisher Pivots for day following 11-Feb-2014
Pivot 1 day 3 day
R1 1.3656 1.3631
PP 1.3650 1.3624
S1 1.3644 1.3617

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

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