CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 06-Mar-2014
Day Change Summary
Previous Current
05-Mar-2014 06-Mar-2014 Change Change % Previous Week
Open 1.3740 1.3736 -0.0004 0.0% 1.3739
High 1.3750 1.3873 0.0123 0.9% 1.3826
Low 1.3707 1.3711 0.0004 0.0% 1.3643
Close 1.3731 1.3861 0.0130 0.9% 1.3822
Range 0.0043 0.0162 0.0119 276.7% 0.0183
ATR 0.0077 0.0083 0.0006 7.9% 0.0000
Volume 159,592 328,406 168,814 105.8% 958,982
Daily Pivots for day following 06-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.4301 1.4243 1.3950
R3 1.4139 1.4081 1.3906
R2 1.3977 1.3977 1.3891
R1 1.3919 1.3919 1.3876 1.3948
PP 1.3815 1.3815 1.3815 1.3830
S1 1.3757 1.3757 1.3846 1.3786
S2 1.3653 1.3653 1.3831
S3 1.3491 1.3595 1.3816
S4 1.3329 1.3433 1.3772
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 1.3873 1.3694 0.0179 1.3% 0.0099 0.7% 93% True False 218,742
10 1.3873 1.3643 0.0230 1.7% 0.0085 0.6% 95% True False 191,998
20 1.3873 1.3481 0.0392 2.8% 0.0081 0.6% 97% True False 195,305
40 1.3873 1.3476 0.0397 2.9% 0.0081 0.6% 97% True False 206,436
60 1.3893 1.3476 0.0417 3.0% 0.0079 0.6% 92% False False 180,465
80 1.3893 1.3322 0.0571 4.1% 0.0081 0.6% 94% False False 136,516
100 1.3893 1.3300 0.0593 4.3% 0.0082 0.6% 95% False False 109,311
120 1.3893 1.3270 0.0623 4.5% 0.0079 0.6% 95% False False 91,127
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 1.4562
2.618 1.4297
1.618 1.4135
1.000 1.4035
0.618 1.3973
HIGH 1.3873
0.618 1.3811
0.500 1.3792
0.382 1.3773
LOW 1.3711
0.618 1.3611
1.000 1.3549
1.618 1.3449
2.618 1.3287
4.250 1.3023
Fisher Pivots for day following 06-Mar-2014
Pivot 1 day 3 day
R1 1.3838 1.3837
PP 1.3815 1.3814
S1 1.3792 1.3790

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

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