CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 20-Mar-2014
Day Change Summary
Previous Current
19-Mar-2014 20-Mar-2014 Change Change % Previous Week
Open 1.3930 1.3819 -0.0111 -0.8% 1.3880
High 1.3930 1.3842 -0.0088 -0.6% 1.3965
Low 1.3811 1.3756 -0.0055 -0.4% 1.3850
Close 1.3827 1.3778 -0.0049 -0.4% 1.3903
Range 0.0119 0.0086 -0.0033 -27.7% 0.0115
ATR 0.0062 0.0064 0.0002 2.7% 0.0000
Volume 44 218 174 395.5% 924
Daily Pivots for day following 20-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.4050 1.4000 1.3825
R3 1.3964 1.3914 1.3802
R2 1.3878 1.3878 1.3794
R1 1.3828 1.3828 1.3786 1.3810
PP 1.3792 1.3792 1.3792 1.3783
S1 1.3742 1.3742 1.3770 1.3724
S2 1.3706 1.3706 1.3762
S3 1.3620 1.3656 1.3754
S4 1.3534 1.3570 1.3731
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.4251 1.4192 1.3966
R3 1.4136 1.4077 1.3935
R2 1.4021 1.4021 1.3924
R1 1.3962 1.3962 1.3914 1.3992
PP 1.3906 1.3906 1.3906 1.3921
S1 1.3847 1.3847 1.3892 1.3877
S2 1.3791 1.3791 1.3882
S3 1.3676 1.3732 1.3871
S4 1.3561 1.3617 1.3840
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3945 1.3756 0.0189 1.4% 0.0078 0.6% 12% False True 173
10 1.3965 1.3756 0.0209 1.5% 0.0064 0.5% 11% False True 166
20 1.3965 1.3648 0.0317 2.3% 0.0059 0.4% 41% False False 194
40 1.3965 1.3488 0.0477 3.5% 0.0051 0.4% 61% False False 231
60 1.3965 1.3488 0.0477 3.5% 0.0042 0.3% 61% False False 160
80 1.3965 1.3488 0.0477 3.5% 0.0039 0.3% 61% False False 122
100 1.3965 1.3318 0.0647 4.7% 0.0036 0.3% 71% False False 98
Crabel Price Patterns
NR True
NR4 False
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 False
Bull Hook False
Stretch 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4208
2.618 1.4067
1.618 1.3981
1.000 1.3928
0.618 1.3895
HIGH 1.3842
0.618 1.3809
0.500 1.3799
0.382 1.3789
LOW 1.3756
0.618 1.3703
1.000 1.3670
1.618 1.3617
2.618 1.3531
4.250 1.3391
Fisher Pivots for day following 20-Mar-2014
Pivot 1 day 3 day
R1 1.3799 1.3848
PP 1.3792 1.3825
S1 1.3785 1.3801

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

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