CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 17-Mar-2014
Day Change Summary
Previous Current
14-Mar-2014 17-Mar-2014 Change Change % Previous Week
Open 1.3873 1.3915 0.0042 0.3% 1.3873
High 1.3938 1.3946 0.0008 0.1% 1.3967
Low 1.3848 1.3880 0.0032 0.2% 1.3834
Close 1.3904 1.3941 0.0037 0.3% 1.3904
Range 0.0090 0.0066 -0.0024 -26.7% 0.0133
ATR 0.0080 0.0079 -0.0001 -1.2% 0.0000
Volume 82,593 6,657 -75,936 -91.9% 1,003,609
Daily Pivots for day following 17-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.4120 1.4097 1.3977
R3 1.4054 1.4031 1.3959
R2 1.3988 1.3988 1.3953
R1 1.3965 1.3965 1.3947 1.3977
PP 1.3922 1.3922 1.3922 1.3928
S1 1.3899 1.3899 1.3935 1.3911
S2 1.3856 1.3856 1.3929
S3 1.3790 1.3833 1.3923
S4 1.3724 1.3767 1.3905
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.4301 1.4235 1.3977
R3 1.4168 1.4102 1.3941
R2 1.4035 1.4035 1.3928
R1 1.3969 1.3969 1.3916 1.4002
PP 1.3902 1.3902 1.3902 1.3918
S1 1.3836 1.3836 1.3892 1.3869
S2 1.3769 1.3769 1.3880
S3 1.3636 1.3703 1.3867
S4 1.3503 1.3570 1.3831
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3967 1.3834 0.0133 1.0% 0.0079 0.6% 80% False False 172,756
10 1.3967 1.3707 0.0260 1.9% 0.0076 0.5% 90% False False 189,135
20 1.3967 1.3643 0.0324 2.3% 0.0078 0.6% 92% False False 185,939
40 1.3967 1.3476 0.0491 3.5% 0.0079 0.6% 95% False False 202,557
60 1.3967 1.3476 0.0491 3.5% 0.0080 0.6% 95% False False 187,144
80 1.3967 1.3402 0.0565 4.1% 0.0080 0.6% 95% False False 152,066
100 1.3967 1.3300 0.0667 4.8% 0.0082 0.6% 96% False False 121,777
120 1.3967 1.3300 0.0667 4.8% 0.0080 0.6% 96% False False 101,532
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0020
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4227
2.618 1.4119
1.618 1.4053
1.000 1.4012
0.618 1.3987
HIGH 1.3946
0.618 1.3921
0.500 1.3913
0.382 1.3905
LOW 1.3880
0.618 1.3839
1.000 1.3814
1.618 1.3773
2.618 1.3707
4.250 1.3600
Fisher Pivots for day following 17-Mar-2014
Pivot 1 day 3 day
R1 1.3932 1.3929
PP 1.3922 1.3918
S1 1.3913 1.3906

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

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