CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 24-Feb-2014
Day Change Summary
Previous Current
21-Feb-2014 24-Feb-2014 Change Change % Previous Week
Open 1.3722 1.3739 0.0017 0.1% 1.3702
High 1.3759 1.3773 0.0014 0.1% 1.3773
Low 1.3702 1.3708 0.0006 0.0% 1.3680
Close 1.3744 1.3735 -0.0009 -0.1% 1.3744
Range 0.0057 0.0065 0.0008 14.0% 0.0093
ATR 0.0076 0.0075 -0.0001 -1.0% 0.0000
Volume 135,181 121,043 -14,138 -10.5% 684,802
Daily Pivots for day following 24-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.3934 1.3899 1.3771
R3 1.3869 1.3834 1.3753
R2 1.3804 1.3804 1.3747
R1 1.3769 1.3769 1.3741 1.3754
PP 1.3739 1.3739 1.3739 1.3731
S1 1.3704 1.3704 1.3729 1.3689
S2 1.3674 1.3674 1.3723
S3 1.3609 1.3639 1.3717
S4 1.3544 1.3574 1.3699
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 1.3680 0.0093 0.7% 0.0066 0.5% 59% True False 161,169
10 1.3773 1.3562 0.0211 1.5% 0.0066 0.5% 82% True False 169,544
20 1.3773 1.3476 0.0297 2.2% 0.0074 0.5% 87% True False 201,379
40 1.3893 1.3476 0.0417 3.0% 0.0080 0.6% 62% False False 190,426
60 1.3893 1.3476 0.0417 3.0% 0.0078 0.6% 62% False False 154,086
80 1.3893 1.3300 0.0593 4.3% 0.0083 0.6% 73% False False 115,785
100 1.3893 1.3300 0.0593 4.3% 0.0080 0.6% 73% False False 92,699
120 1.3893 1.3123 0.0770 5.6% 0.0076 0.6% 79% False False 77,265
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4049
2.618 1.3943
1.618 1.3878
1.000 1.3838
0.618 1.3813
HIGH 1.3773
0.618 1.3748
0.500 1.3741
0.382 1.3733
LOW 1.3708
0.618 1.3668
1.000 1.3643
1.618 1.3603
2.618 1.3538
4.250 1.3432
Fisher Pivots for day following 24-Feb-2014
Pivot 1 day 3 day
R1 1.3741 1.3732
PP 1.3739 1.3729
S1 1.3737 1.3727

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

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