CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 01-Apr-2014
Day Change Summary
Previous Current
31-Mar-2014 01-Apr-2014 Change Change % Previous Week
Open 1.3751 1.3773 0.0022 0.2% 1.3798
High 1.3808 1.3814 0.0006 0.0% 1.3875
Low 1.3717 1.3768 0.0051 0.4% 1.3702
Close 1.3774 1.3790 0.0016 0.1% 1.3750
Range 0.0091 0.0046 -0.0045 -49.5% 0.0173
ATR 0.0079 0.0077 -0.0002 -3.0% 0.0000
Volume 209,837 115,256 -94,581 -45.1% 926,066
Daily Pivots for day following 01-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.3929 1.3905 1.3815
R3 1.3883 1.3859 1.3803
R2 1.3837 1.3837 1.3798
R1 1.3813 1.3813 1.3794 1.3825
PP 1.3791 1.3791 1.3791 1.3797
S1 1.3767 1.3767 1.3786 1.3779
S2 1.3745 1.3745 1.3782
S3 1.3699 1.3721 1.3777
S4 1.3653 1.3675 1.3765
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 1.3826 1.3702 0.0124 0.9% 0.0065 0.5% 71% False False 162,823
10 1.3933 1.3702 0.0231 1.7% 0.0081 0.6% 38% False False 178,770
20 1.3966 1.3702 0.0264 1.9% 0.0078 0.6% 33% False False 139,876
40 1.3966 1.3483 0.0483 3.5% 0.0075 0.5% 64% False False 71,086
60 1.3966 1.3482 0.0484 3.5% 0.0075 0.5% 64% False False 47,800
80 1.3966 1.3482 0.0484 3.5% 0.0073 0.5% 64% False False 35,924
100 1.3966 1.3302 0.0664 4.8% 0.0071 0.5% 73% False False 28,743
120 1.3966 1.3302 0.0664 4.8% 0.0065 0.5% 73% False False 23,954
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0017
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.4010
2.618 1.3934
1.618 1.3888
1.000 1.3860
0.618 1.3842
HIGH 1.3814
0.618 1.3796
0.500 1.3791
0.382 1.3786
LOW 1.3768
0.618 1.3740
1.000 1.3722
1.618 1.3694
2.618 1.3648
4.250 1.3573
Fisher Pivots for day following 01-Apr-2014
Pivot 1 day 3 day
R1 1.3791 1.3779
PP 1.3791 1.3769
S1 1.3790 1.3758

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

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