CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 11-Mar-2014
Day Change Summary
Previous Current
10-Mar-2014 11-Mar-2014 Change Change % Previous Week
Open 1.3871 1.3877 0.0006 0.0% 1.3781
High 1.3897 1.3878 -0.0019 -0.1% 1.3913
Low 1.3860 1.3832 -0.0028 -0.2% 1.3709
Close 1.3868 1.3869 0.0001 0.0% 1.3871
Range 0.0037 0.0046 0.0009 24.3% 0.0204
ATR 0.0075 0.0073 -0.0002 -2.8% 0.0000
Volume 34,743 62,112 27,369 78.8% 68,289
Daily Pivots for day following 11-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.3998 1.3979 1.3894
R3 1.3952 1.3933 1.3882
R2 1.3906 1.3906 1.3877
R1 1.3887 1.3887 1.3873 1.3874
PP 1.3860 1.3860 1.3860 1.3853
S1 1.3841 1.3841 1.3865 1.3828
S2 1.3814 1.3814 1.3861
S3 1.3768 1.3795 1.3856
S4 1.3722 1.3749 1.3844
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.4443 1.4361 1.3983
R3 1.4239 1.4157 1.3927
R2 1.4035 1.4035 1.3908
R1 1.3953 1.3953 1.3890 1.3994
PP 1.3831 1.3831 1.3831 1.3852
S1 1.3749 1.3749 1.3852 1.3790
S2 1.3627 1.3627 1.3834
S3 1.3423 1.3545 1.3815
S4 1.3219 1.3341 1.3759
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3913 1.3709 0.0204 1.5% 0.0067 0.5% 78% False False 30,537
10 1.3913 1.3644 0.0269 1.9% 0.0077 0.6% 84% False False 17,761
20 1.3913 1.3563 0.0350 2.5% 0.0071 0.5% 87% False False 9,734
40 1.3913 1.3482 0.0431 3.1% 0.0072 0.5% 90% False False 5,537
60 1.3913 1.3482 0.0431 3.1% 0.0073 0.5% 90% False False 3,797
80 1.3913 1.3397 0.0516 3.7% 0.0068 0.5% 91% False False 2,867
100 1.3913 1.3302 0.0611 4.4% 0.0065 0.5% 93% False False 2,297
120 1.3913 1.3302 0.0611 4.4% 0.0058 0.4% 93% False False 1,914
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4074
2.618 1.3998
1.618 1.3952
1.000 1.3924
0.618 1.3906
HIGH 1.3878
0.618 1.3860
0.500 1.3855
0.382 1.3850
LOW 1.3832
0.618 1.3804
1.000 1.3786
1.618 1.3758
2.618 1.3712
4.250 1.3637
Fisher Pivots for day following 11-Mar-2014
Pivot 1 day 3 day
R1 1.3864 1.3873
PP 1.3860 1.3871
S1 1.3855 1.3870

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

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