CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 27-Mar-2014
Day Change Summary
Previous Current
26-Mar-2014 27-Mar-2014 Change Change % Previous Week
Open 1.3826 1.3782 -0.0044 -0.3% 1.3912
High 1.3826 1.3795 -0.0031 -0.2% 1.3947
Low 1.3774 1.3727 -0.0047 -0.3% 1.3747
Close 1.3789 1.3746 -0.0043 -0.3% 1.3792
Range 0.0052 0.0068 0.0016 30.8% 0.0200
ATR 0.0080 0.0079 -0.0001 -1.1% 0.0000
Volume 143,984 177,625 33,641 23.4% 828,950
Daily Pivots for day following 27-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.3960 1.3921 1.3783
R3 1.3892 1.3853 1.3765
R2 1.3824 1.3824 1.3758
R1 1.3785 1.3785 1.3752 1.3771
PP 1.3756 1.3756 1.3756 1.3749
S1 1.3717 1.3717 1.3740 1.3703
S2 1.3688 1.3688 1.3734
S3 1.3620 1.3649 1.3727
S4 1.3552 1.3581 1.3709
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.4429 1.4310 1.3902
R3 1.4229 1.4110 1.3847
R2 1.4029 1.4029 1.3829
R1 1.3910 1.3910 1.3810 1.3870
PP 1.3829 1.3829 1.3829 1.3808
S1 1.3710 1.3710 1.3774 1.3670
S2 1.3629 1.3629 1.3755
S3 1.3429 1.3510 1.3737
S4 1.3229 1.3310 1.3682
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3875 1.3727 0.0148 1.1% 0.0076 0.6% 13% False True 179,908
10 1.3947 1.3727 0.0220 1.6% 0.0083 0.6% 9% False True 181,977
20 1.3966 1.3695 0.0271 2.0% 0.0081 0.6% 19% False False 116,187
40 1.3966 1.3482 0.0484 3.5% 0.0076 0.6% 55% False False 59,214
60 1.3966 1.3482 0.0484 3.5% 0.0076 0.5% 55% False False 39,599
80 1.3966 1.3482 0.0484 3.5% 0.0073 0.5% 55% False False 29,768
100 1.3966 1.3302 0.0664 4.8% 0.0069 0.5% 67% False False 23,818
120 1.3966 1.3302 0.0664 4.8% 0.0064 0.5% 67% False False 19,850
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4084
2.618 1.3973
1.618 1.3905
1.000 1.3863
0.618 1.3837
HIGH 1.3795
0.618 1.3769
0.500 1.3761
0.382 1.3753
LOW 1.3727
0.618 1.3685
1.000 1.3659
1.618 1.3617
2.618 1.3549
4.250 1.3438
Fisher Pivots for day following 27-Mar-2014
Pivot 1 day 3 day
R1 1.3761 1.3786
PP 1.3756 1.3773
S1 1.3751 1.3759

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

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