CME Euro FX (E) Future March 2014

Trading Metrics calculated at close of trading on 20-Feb-2014

Day Change Summary
	Previous	Current
	19-Feb-2014	20-Feb-2014	Change	Change %	Previous Week
Open	1.3759	1.3734	-0.0025	-0.2%	1.3624
High	1.3773	1.3762	-0.0011	-0.1%	1.3716
Low	1.3725	1.3680	-0.0045	-0.3%	1.3562
Close	1.3744	1.3720	-0.0024	-0.2%	1.3700
Range	0.0048	0.0082	0.0034	70.8%	0.0154
ATR	0.0077	0.0077	0.0000	0.5%	0.0000
Volume	129,996	181,485	51,489	39.6%	889,604

Daily Pivots for day following 20-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3967	1.3925	1.3765
R3	1.3885	1.3843	1.3743
R2	1.3803	1.3803	1.3735
R1	1.3761	1.3761	1.3728	1.3741
PP	1.3721	1.3721	1.3721	1.3711
S1	1.3679	1.3679	1.3712	1.3659
S2	1.3639	1.3639	1.3705
S3	1.3557	1.3597	1.3697
S4	1.3475	1.3515	1.3675

Weekly Pivots for week ending 14-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.4121	1.4065	1.3785
R3	1.3967	1.3911	1.3742
R2	1.3813	1.3813	1.3728
R1	1.3757	1.3757	1.3714	1.3785
PP	1.3659	1.3659	1.3659	1.3674
S1	1.3603	1.3603	1.3686	1.3631
S2	1.3505	1.3505	1.3672
S3	1.3351	1.3449	1.3658
S4	1.3197	1.3295	1.3615

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3773	1.3585	0.0188	1.4%	0.0072	0.5%	72%	False	False	179,089
10	1.3773	1.3481	0.0292	2.1%	0.0077	0.6%	82%	False	False	198,612
20	1.3773	1.3476	0.0297	2.2%	0.0080	0.6%	82%	False	False	216,577
40	1.3893	1.3476	0.0417	3.0%	0.0079	0.6%	59%	False	False	186,903
60	1.3893	1.3466	0.0427	3.1%	0.0079	0.6%	59%	False	False	149,871
80	1.3893	1.3300	0.0593	4.3%	0.0082	0.6%	71%	False	False	112,592
100	1.3893	1.3300	0.0593	4.3%	0.0080	0.6%	71%	False	False	90,141
120	1.3893	1.3123	0.0770	5.6%	0.0076	0.6%	78%	False	False	75,130

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	0.0020
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.4111
2.618	1.3977
1.618	1.3895
1.000	1.3844
0.618	1.3813
HIGH	1.3762
0.618	1.3731
0.500	1.3721
0.382	1.3711
LOW	1.3680
0.618	1.3629
1.000	1.3598
1.618	1.3547
2.618	1.3465
4.250	1.3332

Fisher Pivots for day following 20-Feb-2014
Pivot	1 day	3 day
R1	1.3721	1.3727
PP	1.3721	1.3724
S1	1.3720	1.3722

Download as Excel Spreadsheet

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

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