CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 19-Mar-2014
Day Change Summary
Previous Current
18-Mar-2014 19-Mar-2014 Change Change % Previous Week
Open 1.3920 1.3932 0.0012 0.1% 1.3871
High 1.3942 1.3933 -0.0009 -0.1% 1.3966
Low 1.3878 1.3808 -0.0070 -0.5% 1.3832
Close 1.3928 1.3828 -0.0100 -0.7% 1.3903
Range 0.0064 0.0125 0.0061 95.3% 0.0134
ATR 0.0076 0.0079 0.0004 4.6% 0.0000
Volume 158,446 186,383 27,937 17.6% 661,587
Daily Pivots for day following 19-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.4231 1.4155 1.3897
R3 1.4106 1.4030 1.3862
R2 1.3981 1.3981 1.3851
R1 1.3905 1.3905 1.3839 1.3881
PP 1.3856 1.3856 1.3856 1.3844
S1 1.3780 1.3780 1.3817 1.3756
S2 1.3731 1.3731 1.3805
S3 1.3606 1.3655 1.3794
S4 1.3481 1.3530 1.3759
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.4302 1.4237 1.3977
R3 1.4168 1.4103 1.3940
R2 1.4034 1.4034 1.3928
R1 1.3969 1.3969 1.3915 1.4002
PP 1.3900 1.3900 1.3900 1.3917
S1 1.3835 1.3835 1.3891 1.3868
S2 1.3766 1.3766 1.3878
S3 1.3632 1.3701 1.3866
S4 1.3498 1.3567 1.3829
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3966 1.3808 0.0158 1.1% 0.0094 0.7% 13% False True 184,084
10 1.3966 1.3722 0.0244 1.8% 0.0084 0.6% 43% False False 119,126
20 1.3966 1.3644 0.0322 2.3% 0.0078 0.6% 57% False False 61,493
40 1.3966 1.3482 0.0484 3.5% 0.0076 0.6% 71% False False 31,560
60 1.3966 1.3482 0.0484 3.5% 0.0075 0.5% 71% False False 21,137
80 1.3966 1.3405 0.0561 4.1% 0.0071 0.5% 75% False False 15,911
100 1.3966 1.3302 0.0664 4.8% 0.0067 0.5% 79% False False 12,731
120 1.3966 1.3302 0.0664 4.8% 0.0060 0.4% 79% False False 10,610
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 0.0019
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.4464
2.618 1.4260
1.618 1.4135
1.000 1.4058
0.618 1.4010
HIGH 1.3933
0.618 1.3885
0.500 1.3871
0.382 1.3856
LOW 1.3808
0.618 1.3731
1.000 1.3683
1.618 1.3606
2.618 1.3481
4.250 1.3277
Fisher Pivots for day following 19-Mar-2014
Pivot 1 day 3 day
R1 1.3871 1.3878
PP 1.3856 1.3861
S1 1.3842 1.3845

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

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