CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 21-Feb-2014
Day Change Summary
Previous Current
20-Feb-2014 21-Feb-2014 Change Change % Previous Week
Open 1.3734 1.3722 -0.0012 -0.1% 1.3702
High 1.3762 1.3759 -0.0003 0.0% 1.3773
Low 1.3680 1.3702 0.0022 0.2% 1.3680
Close 1.3720 1.3744 0.0024 0.2% 1.3744
Range 0.0082 0.0057 -0.0025 -30.5% 0.0093
ATR 0.0077 0.0076 -0.0001 -1.9% 0.0000
Volume 181,485 135,181 -46,304 -25.5% 684,802
Daily Pivots for day following 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.3906 1.3882 1.3775
R3 1.3849 1.3825 1.3760
R2 1.3792 1.3792 1.3754
R1 1.3768 1.3768 1.3749 1.3780
PP 1.3735 1.3735 1.3735 1.3741
S1 1.3711 1.3711 1.3739 1.3723
S2 1.3678 1.3678 1.3734
S3 1.3621 1.3654 1.3728
S4 1.3564 1.3597 1.3713
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.4011 1.3971 1.3795
R3 1.3918 1.3878 1.3770
R2 1.3825 1.3825 1.3761
R1 1.3785 1.3785 1.3753 1.3805
PP 1.3732 1.3732 1.3732 1.3743
S1 1.3692 1.3692 1.3735 1.3712
S2 1.3639 1.3639 1.3727
S3 1.3546 1.3599 1.3718
S4 1.3453 1.3506 1.3693
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3773 1.3673 0.0100 0.7% 0.0062 0.5% 71% False False 166,286
10 1.3773 1.3551 0.0222 1.6% 0.0069 0.5% 87% False False 181,135
20 1.3773 1.3476 0.0297 2.2% 0.0075 0.5% 90% False False 207,533
40 1.3893 1.3476 0.0417 3.0% 0.0080 0.6% 64% False False 188,259
60 1.3893 1.3476 0.0417 3.0% 0.0078 0.6% 64% False False 152,096
80 1.3893 1.3300 0.0593 4.3% 0.0082 0.6% 75% False False 114,275
100 1.3893 1.3300 0.0593 4.3% 0.0080 0.6% 75% False False 91,491
120 1.3893 1.3123 0.0770 5.6% 0.0076 0.6% 81% False False 76,256
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4001
2.618 1.3908
1.618 1.3851
1.000 1.3816
0.618 1.3794
HIGH 1.3759
0.618 1.3737
0.500 1.3731
0.382 1.3724
LOW 1.3702
0.618 1.3667
1.000 1.3645
1.618 1.3610
2.618 1.3553
4.250 1.3460
Fisher Pivots for day following 21-Feb-2014
Pivot 1 day 3 day
R1 1.3740 1.3738
PP 1.3735 1.3732
S1 1.3731 1.3727

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

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