CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 25-Feb-2014
Day Change Summary
Previous Current
24-Feb-2014 25-Feb-2014 Change Change % Previous Week
Open 1.3739 1.3735 -0.0004 0.0% 1.3702
High 1.3773 1.3767 -0.0006 0.0% 1.3773
Low 1.3708 1.3715 0.0007 0.1% 1.3680
Close 1.3735 1.3742 0.0007 0.1% 1.3744
Range 0.0065 0.0052 -0.0013 -20.0% 0.0093
ATR 0.0075 0.0074 -0.0002 -2.2% 0.0000
Volume 121,043 166,541 45,498 37.6% 684,802
Daily Pivots for day following 25-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.3897 1.3872 1.3771
R3 1.3845 1.3820 1.3756
R2 1.3793 1.3793 1.3752
R1 1.3768 1.3768 1.3747 1.3781
PP 1.3741 1.3741 1.3741 1.3748
S1 1.3716 1.3716 1.3737 1.3729
S2 1.3689 1.3689 1.3732
S3 1.3637 1.3664 1.3728
S4 1.3585 1.3612 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 1.3680 0.0093 0.7% 0.0061 0.4% 67% False False 146,849
10 1.3773 1.3562 0.0211 1.5% 0.0068 0.5% 85% False False 173,797
20 1.3773 1.3476 0.0297 2.2% 0.0073 0.5% 90% False False 201,621
40 1.3893 1.3476 0.0417 3.0% 0.0081 0.6% 64% False False 193,936
60 1.3893 1.3476 0.0417 3.0% 0.0078 0.6% 64% False False 156,844
80 1.3893 1.3300 0.0593 4.3% 0.0083 0.6% 75% False False 117,864
100 1.3893 1.3300 0.0593 4.3% 0.0080 0.6% 75% False False 94,359
120 1.3893 1.3123 0.0770 5.6% 0.0077 0.6% 80% False False 78,653
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3988
2.618 1.3903
1.618 1.3851
1.000 1.3819
0.618 1.3799
HIGH 1.3767
0.618 1.3747
0.500 1.3741
0.382 1.3735
LOW 1.3715
0.618 1.3683
1.000 1.3663
1.618 1.3631
2.618 1.3579
4.250 1.3494
Fisher Pivots for day following 25-Feb-2014
Pivot 1 day 3 day
R1 1.3742 1.3741
PP 1.3741 1.3739
S1 1.3741 1.3738

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

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