CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 24-Mar-2014
Day Change Summary
Previous Current
21-Mar-2014 24-Mar-2014 Change Change % Previous Week
Open 1.3785 1.3791 0.0006 0.0% 1.3905
High 1.3807 1.3862 0.0055 0.4% 1.3945
Low 1.3767 1.3758 -0.0009 -0.1% 1.3756
Close 1.3791 1.3836 0.0045 0.3% 1.3791
Range 0.0040 0.0104 0.0064 160.0% 0.0189
ATR 0.0062 0.0065 0.0003 4.8% 0.0000
Volume 229 142 -87 -38.0% 768
Daily Pivots for day following 24-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.4131 1.4087 1.3893
R3 1.4027 1.3983 1.3865
R2 1.3923 1.3923 1.3855
R1 1.3879 1.3879 1.3846 1.3901
PP 1.3819 1.3819 1.3819 1.3830
S1 1.3775 1.3775 1.3826 1.3797
S2 1.3715 1.3715 1.3817
S3 1.3611 1.3671 1.3807
S4 1.3507 1.3567 1.3779
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.4398 1.4283 1.3895
R3 1.4209 1.4094 1.3843
R2 1.4020 1.4020 1.3826
R1 1.3905 1.3905 1.3808 1.3868
PP 1.3831 1.3831 1.3831 1.3812
S1 1.3716 1.3716 1.3774 1.3679
S2 1.3642 1.3642 1.3756
S3 1.3453 1.3527 1.3739
S4 1.3264 1.3338 1.3687
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3940 1.3756 0.0184 1.3% 0.0078 0.6% 43% False False 162
10 1.3965 1.3756 0.0209 1.5% 0.0071 0.5% 38% False False 161
20 1.3965 1.3648 0.0317 2.3% 0.0065 0.5% 59% False False 209
40 1.3965 1.3488 0.0477 3.4% 0.0050 0.4% 73% False False 132
60 1.3965 1.3488 0.0477 3.4% 0.0044 0.3% 73% False False 166
80 1.3965 1.3488 0.0477 3.4% 0.0040 0.3% 73% False False 127
100 1.3965 1.3318 0.0647 4.7% 0.0037 0.3% 80% False False 102
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4304
2.618 1.4134
1.618 1.4030
1.000 1.3966
0.618 1.3926
HIGH 1.3862
0.618 1.3822
0.500 1.3810
0.382 1.3798
LOW 1.3758
0.618 1.3694
1.000 1.3654
1.618 1.3590
2.618 1.3486
4.250 1.3316
Fisher Pivots for day following 24-Mar-2014
Pivot 1 day 3 day
R1 1.3827 1.3827
PP 1.3819 1.3818
S1 1.3810 1.3809

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

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