CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 10-Mar-2014
Day Change Summary
Previous Current
07-Mar-2014 10-Mar-2014 Change Change % Previous Week
Open 1.3856 1.3880 0.0024 0.2% 1.3791
High 1.3909 1.3891 -0.0018 -0.1% 1.3909
Low 1.3856 1.3868 0.0012 0.1% 1.3717
Close 1.3870 1.3868 -0.0002 0.0% 1.3870
Range 0.0053 0.0023 -0.0030 -56.6% 0.0192
ATR 0.0059 0.0056 -0.0003 -4.3% 0.0000
Volume 204 219 15 7.4% 2,183
Daily Pivots for day following 10-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.3945 1.3929 1.3881
R3 1.3922 1.3906 1.3874
R2 1.3899 1.3899 1.3872
R1 1.3883 1.3883 1.3870 1.3880
PP 1.3876 1.3876 1.3876 1.3874
S1 1.3860 1.3860 1.3866 1.3857
S2 1.3853 1.3853 1.3864
S3 1.3830 1.3837 1.3862
S4 1.3807 1.3814 1.3855
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.4408 1.4331 1.3976
R3 1.4216 1.4139 1.3923
R2 1.4024 1.4024 1.3905
R1 1.3947 1.3947 1.3888 1.3986
PP 1.3832 1.3832 1.3832 1.3851
S1 1.3755 1.3755 1.3852 1.3794
S2 1.3640 1.3640 1.3835
S3 1.3448 1.3563 1.3817
S4 1.3256 1.3371 1.3764
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3909 1.3717 0.0192 1.4% 0.0052 0.4% 79% False False 465
10 1.3909 1.3648 0.0261 1.9% 0.0059 0.4% 84% False False 257
20 1.3909 1.3568 0.0341 2.5% 0.0042 0.3% 88% False False 141
40 1.3909 1.3488 0.0421 3.0% 0.0043 0.3% 90% False False 209
60 1.3909 1.3488 0.0421 3.0% 0.0036 0.3% 90% False False 141
80 1.3909 1.3429 0.0480 3.5% 0.0033 0.2% 91% False False 107
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3989
2.618 1.3951
1.618 1.3928
1.000 1.3914
0.618 1.3905
HIGH 1.3891
0.618 1.3882
0.500 1.3880
0.382 1.3877
LOW 1.3868
0.618 1.3854
1.000 1.3845
1.618 1.3831
2.618 1.3808
4.250 1.3770
Fisher Pivots for day following 10-Mar-2014
Pivot 1 day 3 day
R1 1.3880 1.3850
PP 1.3876 1.3831
S1 1.3872 1.3813

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

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