CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 04-Mar-2014
Day Change Summary
Previous Current
03-Mar-2014 04-Mar-2014 Change Change % Previous Week
Open 1.3786 1.3737 -0.0049 -0.4% 1.3739
High 1.3822 1.3783 -0.0039 -0.3% 1.3826
Low 1.3726 1.3721 -0.0005 0.0% 1.3643
Close 1.3733 1.3735 0.0002 0.0% 1.3822
Range 0.0096 0.0062 -0.0034 -35.4% 0.0183
ATR 0.0081 0.0080 -0.0001 -1.7% 0.0000
Volume 183,656 154,171 -29,485 -16.1% 958,982
Daily Pivots for day following 04-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.3932 1.3896 1.3769
R3 1.3870 1.3834 1.3752
R2 1.3808 1.3808 1.3746
R1 1.3772 1.3772 1.3741 1.3759
PP 1.3746 1.3746 1.3746 1.3740
S1 1.3710 1.3710 1.3729 1.3697
S2 1.3684 1.3684 1.3724
S3 1.3622 1.3648 1.3718
S4 1.3560 1.3586 1.3701
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% 0.0094 0.7% 50% False False 201,845
10 1.3826 1.3643 0.0183 1.3% 0.0077 0.6% 50% False False 174,347
20 1.3826 1.3481 0.0345 2.5% 0.0076 0.6% 74% False False 190,434
40 1.3826 1.3476 0.0350 2.5% 0.0079 0.6% 74% False False 202,487
60 1.3893 1.3476 0.0417 3.0% 0.0080 0.6% 62% False False 173,112
80 1.3893 1.3300 0.0593 4.3% 0.0082 0.6% 73% False False 130,428
100 1.3893 1.3300 0.0593 4.3% 0.0081 0.6% 73% False False 104,437
120 1.3893 1.3268 0.0625 4.6% 0.0078 0.6% 75% False False 87,062
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
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 0.0023
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4047
2.618 1.3945
1.618 1.3883
1.000 1.3845
0.618 1.3821
HIGH 1.3783
0.618 1.3759
0.500 1.3752
0.382 1.3745
LOW 1.3721
0.618 1.3683
1.000 1.3659
1.618 1.3621
2.618 1.3559
4.250 1.3458
Fisher Pivots for day following 04-Mar-2014
Pivot 1 day 3 day
R1 1.3752 1.3760
PP 1.3746 1.3752
S1 1.3741 1.3743

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

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