CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 25-Feb-2014
Day Change Summary
Previous Current
24-Feb-2014 25-Feb-2014 Change Change % Previous Week
Open 1.3742 1.3733 -0.0009 -0.1% 1.3750
High 1.3742 1.3752 0.0010 0.1% 1.3761
Low 1.3737 1.3733 -0.0004 0.0% 1.3691
Close 1.3737 1.3744 0.0007 0.1% 1.3746
Range 0.0005 0.0019 0.0014 280.0% 0.0070
ATR 0.0048 0.0046 -0.0002 -4.3% 0.0000
Volume 5 11 6 120.0% 147
Daily Pivots for day following 25-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.3800 1.3791 1.3754
R3 1.3781 1.3772 1.3749
R2 1.3762 1.3762 1.3747
R1 1.3753 1.3753 1.3746 1.3758
PP 1.3743 1.3743 1.3743 1.3745
S1 1.3734 1.3734 1.3742 1.3739
S2 1.3724 1.3724 1.3741
S3 1.3705 1.3715 1.3739
S4 1.3686 1.3696 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 1.3760 1.3691 0.0069 0.5% 0.0019 0.1% 77% False False 29
10 1.3761 1.3568 0.0193 1.4% 0.0023 0.2% 91% False False 24
20 1.3761 1.3488 0.0273 2.0% 0.0036 0.3% 94% False False 56
40 1.3820 1.3488 0.0332 2.4% 0.0034 0.2% 77% False False 145
60 1.3820 1.3488 0.0332 2.4% 0.0032 0.2% 77% False False 99
80 1.3820 1.3318 0.0502 3.7% 0.0030 0.2% 85% False False 75
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3833
2.618 1.3802
1.618 1.3783
1.000 1.3771
0.618 1.3764
HIGH 1.3752
0.618 1.3745
0.500 1.3743
0.382 1.3740
LOW 1.3733
0.618 1.3721
1.000 1.3714
1.618 1.3702
2.618 1.3683
4.250 1.3652
Fisher Pivots for day following 25-Feb-2014
Pivot 1 day 3 day
R1 1.3744 1.3742
PP 1.3743 1.3740
S1 1.3743 1.3738

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

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