CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 20-Mar-2014
Day Change Summary
Previous Current
19-Mar-2014 20-Mar-2014 Change Change % Previous Week
Open 1.3932 1.3818 -0.0114 -0.8% 1.3871
High 1.3933 1.3844 -0.0089 -0.6% 1.3966
Low 1.3808 1.3747 -0.0061 -0.4% 1.3832
Close 1.3828 1.3779 -0.0049 -0.4% 1.3903
Range 0.0125 0.0097 -0.0028 -22.4% 0.0134
ATR 0.0079 0.0081 0.0001 1.6% 0.0000
Volume 186,383 209,266 22,883 12.3% 661,587
Daily Pivots for day following 20-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.4081 1.4027 1.3832
R3 1.3984 1.3930 1.3806
R2 1.3887 1.3887 1.3797
R1 1.3833 1.3833 1.3788 1.3812
PP 1.3790 1.3790 1.3790 1.3779
S1 1.3736 1.3736 1.3770 1.3715
S2 1.3693 1.3693 1.3761
S3 1.3596 1.3639 1.3752
S4 1.3499 1.3542 1.3726
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 1.3947 1.3747 0.0200 1.5% 0.0089 0.6% 16% False True 184,046
10 1.3966 1.3747 0.0219 1.6% 0.0078 0.6% 15% False True 137,493
20 1.3966 1.3644 0.0322 2.3% 0.0079 0.6% 42% False False 71,905
40 1.3966 1.3482 0.0484 3.5% 0.0078 0.6% 61% False False 36,779
60 1.3966 1.3482 0.0484 3.5% 0.0075 0.5% 61% False False 24,620
80 1.3966 1.3482 0.0484 3.5% 0.0071 0.5% 61% False False 18,526
100 1.3966 1.3302 0.0664 4.8% 0.0068 0.5% 72% False False 14,824
120 1.3966 1.3302 0.0664 4.8% 0.0061 0.4% 72% False False 12,354
Crabel Price Patterns
NR True
NR4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4256
2.618 1.4098
1.618 1.4001
1.000 1.3941
0.618 1.3904
HIGH 1.3844
0.618 1.3807
0.500 1.3796
0.382 1.3784
LOW 1.3747
0.618 1.3687
1.000 1.3650
1.618 1.3590
2.618 1.3493
4.250 1.3335
Fisher Pivots for day following 20-Mar-2014
Pivot 1 day 3 day
R1 1.3796 1.3845
PP 1.3790 1.3823
S1 1.3785 1.3801

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

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