CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 11-Mar-2014
Day Change Summary
Previous Current
10-Mar-2014 11-Mar-2014 Change Change % Previous Week
Open 1.3880 1.3865 -0.0015 -0.1% 1.3791
High 1.3891 1.3872 -0.0019 -0.1% 1.3909
Low 1.3868 1.3858 -0.0010 -0.1% 1.3717
Close 1.3868 1.3869 0.0001 0.0% 1.3870
Range 0.0023 0.0014 -0.0009 -39.1% 0.0192
ATR 0.0056 0.0053 -0.0003 -5.4% 0.0000
Volume 219 215 -4 -1.8% 2,183
Daily Pivots for day following 11-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.3908 1.3903 1.3877
R3 1.3894 1.3889 1.3873
R2 1.3880 1.3880 1.3872
R1 1.3875 1.3875 1.3870 1.3878
PP 1.3866 1.3866 1.3866 1.3868
S1 1.3861 1.3861 1.3868 1.3864
S2 1.3852 1.3852 1.3866
S3 1.3838 1.3847 1.3865
S4 1.3824 1.3833 1.3861
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% 0.0048 0.3% 79% False False 365
10 1.3909 1.3648 0.0261 1.9% 0.0059 0.4% 85% False False 278
20 1.3909 1.3568 0.0341 2.5% 0.0041 0.3% 88% False False 151
40 1.3909 1.3488 0.0421 3.0% 0.0041 0.3% 90% False False 214
60 1.3909 1.3488 0.0421 3.0% 0.0036 0.3% 90% False False 145
80 1.3909 1.3429 0.0480 3.5% 0.0033 0.2% 92% False False 109
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3932
2.618 1.3909
1.618 1.3895
1.000 1.3886
0.618 1.3881
HIGH 1.3872
0.618 1.3867
0.500 1.3865
0.382 1.3863
LOW 1.3858
0.618 1.3849
1.000 1.3844
1.618 1.3835
2.618 1.3821
4.250 1.3799
Fisher Pivots for day following 11-Mar-2014
Pivot 1 day 3 day
R1 1.3868 1.3883
PP 1.3866 1.3878
S1 1.3865 1.3874

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

View Archives - Comment on this page... - Back to Index of Symbols