CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 03-Mar-2014
Day Change Summary
Previous Current
28-Feb-2014 03-Mar-2014 Change Change % Previous Week
Open 1.3708 1.3786 0.0078 0.6% 1.3739
High 1.3826 1.3822 -0.0004 0.0% 1.3826
Low 1.3694 1.3726 0.0032 0.2% 1.3643
Close 1.3822 1.3733 -0.0089 -0.6% 1.3822
Range 0.0132 0.0096 -0.0036 -27.3% 0.0183
ATR 0.0080 0.0081 0.0001 1.5% 0.0000
Volume 267,889 183,656 -84,233 -31.4% 958,982
Daily Pivots for day following 03-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.4048 1.3987 1.3786
R3 1.3952 1.3891 1.3759
R2 1.3856 1.3856 1.3751
R1 1.3795 1.3795 1.3742 1.3778
PP 1.3760 1.3760 1.3760 1.3752
S1 1.3699 1.3699 1.3724 1.3682
S2 1.3664 1.3664 1.3715
S3 1.3568 1.3603 1.3707
S4 1.3472 1.3507 1.3680
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.4313 1.4250 1.3923
R3 1.4130 1.4067 1.3872
R2 1.3947 1.3947 1.3856
R1 1.3884 1.3884 1.3839 1.3916
PP 1.3764 1.3764 1.3764 1.3779
S1 1.3701 1.3701 1.3805 1.3733
S2 1.3581 1.3581 1.3788
S3 1.3398 1.3518 1.3772
S4 1.3215 1.3335 1.3721
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3826 1.3643 0.0183 1.3% 0.0092 0.7% 49% False False 204,319
10 1.3826 1.3643 0.0183 1.3% 0.0079 0.6% 49% False False 182,744
20 1.3826 1.3476 0.0350 2.5% 0.0076 0.6% 73% False False 194,045
40 1.3826 1.3476 0.0350 2.5% 0.0080 0.6% 73% False False 202,379
60 1.3893 1.3476 0.0417 3.0% 0.0080 0.6% 62% False False 170,803
80 1.3893 1.3300 0.0593 4.3% 0.0082 0.6% 73% False False 128,505
100 1.3893 1.3300 0.0593 4.3% 0.0081 0.6% 73% False False 102,897
120 1.3893 1.3253 0.0640 4.7% 0.0078 0.6% 75% False False 85,777
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4230
2.618 1.4073
1.618 1.3977
1.000 1.3918
0.618 1.3881
HIGH 1.3822
0.618 1.3785
0.500 1.3774
0.382 1.3763
LOW 1.3726
0.618 1.3667
1.000 1.3630
1.618 1.3571
2.618 1.3475
4.250 1.3318
Fisher Pivots for day following 03-Mar-2014
Pivot 1 day 3 day
R1 1.3774 1.3735
PP 1.3760 1.3734
S1 1.3747 1.3734

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

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