CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 28-Mar-2014
Day Change Summary
Previous Current
27-Mar-2014 28-Mar-2014 Change Change % Previous Week
Open 1.3782 1.3741 -0.0041 -0.3% 1.3798
High 1.3795 1.3772 -0.0023 -0.2% 1.3875
Low 1.3727 1.3702 -0.0025 -0.2% 1.3702
Close 1.3746 1.3750 0.0004 0.0% 1.3750
Range 0.0068 0.0070 0.0002 2.9% 0.0173
ATR 0.0079 0.0078 -0.0001 -0.8% 0.0000
Volume 177,625 167,417 -10,208 -5.7% 926,066
Daily Pivots for day following 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.3951 1.3921 1.3789
R3 1.3881 1.3851 1.3769
R2 1.3811 1.3811 1.3763
R1 1.3781 1.3781 1.3756 1.3796
PP 1.3741 1.3741 1.3741 1.3749
S1 1.3711 1.3711 1.3744 1.3726
S2 1.3671 1.3671 1.3737
S3 1.3601 1.3641 1.3731
S4 1.3531 1.3571 1.3712
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.4295 1.4195 1.3845
R3 1.4122 1.4022 1.3798
R2 1.3949 1.3949 1.3782
R1 1.3849 1.3849 1.3766 1.3813
PP 1.3776 1.3776 1.3776 1.3757
S1 1.3676 1.3676 1.3734 1.3640
S2 1.3603 1.3603 1.3718
S3 1.3430 1.3503 1.3702
S4 1.3257 1.3330 1.3655
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3875 1.3702 0.0173 1.3% 0.0081 0.6% 28% False True 185,213
10 1.3947 1.3702 0.0245 1.8% 0.0081 0.6% 20% False True 175,501
20 1.3966 1.3702 0.0264 1.9% 0.0078 0.6% 18% False True 124,244
40 1.3966 1.3482 0.0484 3.5% 0.0075 0.5% 55% False False 63,168
60 1.3966 1.3482 0.0484 3.5% 0.0076 0.6% 55% False False 42,385
80 1.3966 1.3482 0.0484 3.5% 0.0073 0.5% 55% False False 31,860
100 1.3966 1.3302 0.0664 4.8% 0.0070 0.5% 67% False False 25,492
120 1.3966 1.3302 0.0664 4.8% 0.0064 0.5% 67% False False 21,245
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 0.0019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4070
2.618 1.3955
1.618 1.3885
1.000 1.3842
0.618 1.3815
HIGH 1.3772
0.618 1.3745
0.500 1.3737
0.382 1.3729
LOW 1.3702
0.618 1.3659
1.000 1.3632
1.618 1.3589
2.618 1.3519
4.250 1.3405
Fisher Pivots for day following 28-Mar-2014
Pivot 1 day 3 day
R1 1.3746 1.3764
PP 1.3741 1.3759
S1 1.3737 1.3755

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

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