CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 24-Feb-2014
Day Change Summary
Previous Current
21-Feb-2014 24-Feb-2014 Change Change % Previous Week
Open 1.3719 1.3741 0.0022 0.2% 1.3697
High 1.3758 1.3774 0.0016 0.1% 1.3770
Low 1.3703 1.3709 0.0006 0.0% 1.3682
Close 1.3744 1.3735 -0.0009 -0.1% 1.3744
Range 0.0055 0.0065 0.0010 18.2% 0.0088
ATR 0.0071 0.0071 0.0000 -0.6% 0.0000
Volume 1,792 3,142 1,350 75.3% 6,189
Daily Pivots for day following 24-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.3934 1.3900 1.3771
R3 1.3869 1.3835 1.3753
R2 1.3804 1.3804 1.3747
R1 1.3770 1.3770 1.3741 1.3755
PP 1.3739 1.3739 1.3739 1.3732
S1 1.3705 1.3705 1.3729 1.3690
S2 1.3674 1.3674 1.3723
S3 1.3609 1.3640 1.3717
S4 1.3544 1.3575 1.3699
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.3996 1.3958 1.3792
R3 1.3908 1.3870 1.3768
R2 1.3820 1.3820 1.3760
R1 1.3782 1.3782 1.3752 1.3801
PP 1.3732 1.3732 1.3732 1.3742
S1 1.3694 1.3694 1.3736 1.3713
S2 1.3644 1.3644 1.3728
S3 1.3556 1.3606 1.3720
S4 1.3468 1.3518 1.3696
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3774 1.3682 0.0092 0.7% 0.0064 0.5% 58% True False 1,866
10 1.3774 1.3563 0.0211 1.5% 0.0063 0.5% 82% True False 1,491
20 1.3774 1.3482 0.0292 2.1% 0.0071 0.5% 87% True False 1,851
40 1.3892 1.3482 0.0410 3.0% 0.0075 0.5% 62% False False 1,089
60 1.3892 1.3482 0.0410 3.0% 0.0068 0.5% 62% False False 814
80 1.3892 1.3302 0.0590 4.3% 0.0066 0.5% 73% False False 615
100 1.3892 1.3302 0.0590 4.3% 0.0058 0.4% 73% False False 493
120 1.3892 1.3131 0.0761 5.5% 0.0052 0.4% 79% False False 411
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4050
2.618 1.3944
1.618 1.3879
1.000 1.3839
0.618 1.3814
HIGH 1.3774
0.618 1.3749
0.500 1.3742
0.382 1.3734
LOW 1.3709
0.618 1.3669
1.000 1.3644
1.618 1.3604
2.618 1.3539
4.250 1.3433
Fisher Pivots for day following 24-Feb-2014
Pivot 1 day 3 day
R1 1.3742 1.3733
PP 1.3739 1.3730
S1 1.3737 1.3728

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

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