CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 05-Feb-2014
Day Change Summary
Previous Current
04-Feb-2014 05-Feb-2014 Change Change % Previous Week
Open 1.3515 1.3520 0.0005 0.0% 1.3666
High 1.3520 1.3539 0.0019 0.1% 1.3666
Low 1.3500 1.3503 0.0003 0.0% 1.3488
Close 1.3520 1.3539 0.0019 0.1% 1.3488
Range 0.0020 0.0036 0.0016 80.0% 0.0178
ATR 0.0053 0.0052 -0.0001 -2.3% 0.0000
Volume 34 38 4 11.8% 637
Daily Pivots for day following 05-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.3635 1.3623 1.3559
R3 1.3599 1.3587 1.3549
R2 1.3563 1.3563 1.3546
R1 1.3551 1.3551 1.3542 1.3557
PP 1.3527 1.3527 1.3527 1.3530
S1 1.3515 1.3515 1.3536 1.3521
S2 1.3491 1.3491 1.3532
S3 1.3455 1.3479 1.3529
S4 1.3419 1.3443 1.3519
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.4081 1.3963 1.3586
R3 1.3903 1.3785 1.3537
R2 1.3725 1.3725 1.3521
R1 1.3607 1.3607 1.3504 1.3577
PP 1.3547 1.3547 1.3547 1.3533
S1 1.3429 1.3429 1.3472 1.3399
S2 1.3369 1.3369 1.3455
S3 1.3191 1.3251 1.3439
S4 1.3013 1.3073 1.3390
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3603 1.3488 0.0115 0.8% 0.0046 0.3% 44% False False 151
10 1.3727 1.3488 0.0239 1.8% 0.0045 0.3% 21% False False 511
20 1.3727 1.3488 0.0239 1.8% 0.0040 0.3% 21% False False 273
40 1.3820 1.3488 0.0332 2.5% 0.0030 0.2% 15% False False 140
60 1.3820 1.3366 0.0454 3.4% 0.0028 0.2% 38% False False 94
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 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3692
2.618 1.3633
1.618 1.3597
1.000 1.3575
0.618 1.3561
HIGH 1.3539
0.618 1.3525
0.500 1.3521
0.382 1.3517
LOW 1.3503
0.618 1.3481
1.000 1.3467
1.618 1.3445
2.618 1.3409
4.250 1.3350
Fisher Pivots for day following 05-Feb-2014
Pivot 1 day 3 day
R1 1.3533 1.3533
PP 1.3527 1.3526
S1 1.3521 1.3520

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

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