CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 24-Feb-2014
Day Change Summary
Previous Current
21-Feb-2014 24-Feb-2014 Change Change % Previous Week
Open 1.3749 1.3742 -0.0007 -0.1% 1.3750
High 1.3749 1.3742 -0.0007 -0.1% 1.3761
Low 1.3724 1.3737 0.0013 0.1% 1.3691
Close 1.3746 1.3737 -0.0009 -0.1% 1.3746
Range 0.0025 0.0005 -0.0020 -80.0% 0.0070
ATR 0.0051 0.0048 -0.0003 -5.9% 0.0000
Volume 72 5 -67 -93.1% 147
Daily Pivots for day following 24-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.3754 1.3750 1.3740
R3 1.3749 1.3745 1.3738
R2 1.3744 1.3744 1.3738
R1 1.3740 1.3740 1.3737 1.3740
PP 1.3739 1.3739 1.3739 1.3738
S1 1.3735 1.3735 1.3737 1.3735
S2 1.3734 1.3734 1.3736
S3 1.3729 1.3730 1.3736
S4 1.3724 1.3725 1.3734
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.3943 1.3914 1.3785
R3 1.3873 1.3844 1.3765
R2 1.3803 1.3803 1.3759
R1 1.3774 1.3774 1.3752 1.3754
PP 1.3733 1.3733 1.3733 1.3722
S1 1.3704 1.3704 1.3740 1.3684
S2 1.3663 1.3663 1.3733
S3 1.3593 1.3634 1.3727
S4 1.3523 1.3564 1.3708
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3761 1.3691 0.0070 0.5% 0.0018 0.1% 66% False False 30
10 1.3761 1.3568 0.0193 1.4% 0.0025 0.2% 88% False False 26
20 1.3761 1.3488 0.0273 2.0% 0.0035 0.3% 91% False False 56
40 1.3820 1.3488 0.0332 2.4% 0.0034 0.2% 75% False False 145
60 1.3820 1.3488 0.0332 2.4% 0.0032 0.2% 75% False False 99
80 1.3820 1.3318 0.0502 3.7% 0.0030 0.2% 83% False False 75
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.3763
2.618 1.3755
1.618 1.3750
1.000 1.3747
0.618 1.3745
HIGH 1.3742
0.618 1.3740
0.500 1.3740
0.382 1.3739
LOW 1.3737
0.618 1.3734
1.000 1.3732
1.618 1.3729
2.618 1.3724
4.250 1.3716
Fisher Pivots for day following 24-Feb-2014
Pivot 1 day 3 day
R1 1.3740 1.3731
PP 1.3739 1.3726
S1 1.3738 1.3720

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

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