CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 02-Apr-2014
Day Change Summary
Previous Current
01-Apr-2014 02-Apr-2014 Change Change % Previous Week
Open 1.3773 1.3793 0.0020 0.1% 1.3798
High 1.3814 1.3818 0.0004 0.0% 1.3875
Low 1.3768 1.3751 -0.0017 -0.1% 1.3702
Close 1.3790 1.3762 -0.0028 -0.2% 1.3750
Range 0.0046 0.0067 0.0021 45.7% 0.0173
ATR 0.0077 0.0076 -0.0001 -0.9% 0.0000
Volume 115,256 122,839 7,583 6.6% 926,066
Daily Pivots for day following 02-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.3978 1.3937 1.3799
R3 1.3911 1.3870 1.3780
R2 1.3844 1.3844 1.3774
R1 1.3803 1.3803 1.3768 1.3790
PP 1.3777 1.3777 1.3777 1.3771
S1 1.3736 1.3736 1.3756 1.3723
S2 1.3710 1.3710 1.3750
S3 1.3643 1.3669 1.3744
S4 1.3576 1.3602 1.3725
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 1.3818 1.3702 0.0116 0.8% 0.0068 0.5% 52% True False 158,594
10 1.3875 1.3702 0.0173 1.3% 0.0075 0.5% 35% False False 172,415
20 1.3966 1.3702 0.0264 1.9% 0.0079 0.6% 23% False False 145,770
40 1.3966 1.3483 0.0483 3.5% 0.0075 0.5% 58% False False 74,140
60 1.3966 1.3482 0.0484 3.5% 0.0075 0.5% 58% False False 49,845
80 1.3966 1.3482 0.0484 3.5% 0.0073 0.5% 58% False False 37,459
100 1.3966 1.3302 0.0664 4.8% 0.0072 0.5% 69% False False 29,972
120 1.3966 1.3302 0.0664 4.8% 0.0066 0.5% 69% False False 24,978
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4103
2.618 1.3993
1.618 1.3926
1.000 1.3885
0.618 1.3859
HIGH 1.3818
0.618 1.3792
0.500 1.3785
0.382 1.3777
LOW 1.3751
0.618 1.3710
1.000 1.3684
1.618 1.3643
2.618 1.3576
4.250 1.3466
Fisher Pivots for day following 02-Apr-2014
Pivot 1 day 3 day
R1 1.3785 1.3768
PP 1.3777 1.3766
S1 1.3770 1.3764

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

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