CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 06-Mar-2014
Day Change Summary
Previous Current
05-Mar-2014 06-Mar-2014 Change Change % Previous Week
Open 1.3733 1.3750 0.0017 0.1% 1.3742
High 1.3733 1.3865 0.0132 1.0% 1.3823
Low 1.3733 1.3717 -0.0016 -0.1% 1.3648
Close 1.3733 1.3861 0.0128 0.9% 1.3823
Range 0.0000 0.0148 0.0148 0.0175
ATR 0.0052 0.0059 0.0007 13.1% 0.0000
Volume 624 565 -59 -9.5% 180
Daily Pivots for day following 06-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.4258 1.4208 1.3942
R3 1.4110 1.4060 1.3902
R2 1.3962 1.3962 1.3888
R1 1.3912 1.3912 1.3875 1.3937
PP 1.3814 1.3814 1.3814 1.3827
S1 1.3764 1.3764 1.3847 1.3789
S2 1.3666 1.3666 1.3834
S3 1.3518 1.3616 1.3820
S4 1.3370 1.3468 1.3780
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.4290 1.4231 1.3919
R3 1.4115 1.4056 1.3871
R2 1.3940 1.3940 1.3855
R1 1.3881 1.3881 1.3839 1.3911
PP 1.3765 1.3765 1.3765 1.3779
S1 1.3706 1.3706 1.3807 1.3736
S2 1.3590 1.3590 1.3791
S3 1.3415 1.3531 1.3775
S4 1.3240 1.3356 1.3727
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3865 1.3703 0.0162 1.2% 0.0072 0.5% 98% True False 406
10 1.3865 1.3648 0.0217 1.6% 0.0055 0.4% 98% True False 223
20 1.3865 1.3490 0.0375 2.7% 0.0047 0.3% 99% True False 124
40 1.3865 1.3488 0.0377 2.7% 0.0043 0.3% 99% True False 199
60 1.3865 1.3488 0.0377 2.7% 0.0036 0.3% 99% True False 134
80 1.3865 1.3366 0.0499 3.6% 0.0033 0.2% 99% True False 102
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 1.4494
2.618 1.4252
1.618 1.4104
1.000 1.4013
0.618 1.3956
HIGH 1.3865
0.618 1.3808
0.500 1.3791
0.382 1.3774
LOW 1.3717
0.618 1.3626
1.000 1.3569
1.618 1.3478
2.618 1.3330
4.250 1.3088
Fisher Pivots for day following 06-Mar-2014
Pivot 1 day 3 day
R1 1.3838 1.3838
PP 1.3814 1.3814
S1 1.3791 1.3791

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

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