CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 04-Apr-2014
Day Change Summary
Previous Current
03-Apr-2014 04-Apr-2014 Change Change % Previous Week
Open 1.3757 1.3714 -0.0043 -0.3% 1.3753
High 1.3800 1.3725 -0.0075 -0.5% 1.3812
Low 1.3695 1.3669 -0.0026 -0.2% 1.3669
Close 1.3711 1.3698 -0.0013 -0.1% 1.3698
Range 0.0105 0.0056 -0.0049 -46.7% 0.0143
ATR 0.0067 0.0067 -0.0001 -1.2% 0.0000
Volume 221 423 202 91.4% 1,405
Daily Pivots for day following 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.3865 1.3838 1.3729
R3 1.3809 1.3782 1.3713
R2 1.3753 1.3753 1.3708
R1 1.3726 1.3726 1.3703 1.3712
PP 1.3697 1.3697 1.3697 1.3690
S1 1.3670 1.3670 1.3693 1.3656
S2 1.3641 1.3641 1.3688
S3 1.3585 1.3614 1.3683
S4 1.3529 1.3558 1.3667
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.4155 1.4070 1.3777
R3 1.4012 1.3927 1.3737
R2 1.3869 1.3869 1.3724
R1 1.3784 1.3784 1.3711 1.3755
PP 1.3726 1.3726 1.3726 1.3712
S1 1.3641 1.3641 1.3685 1.3612
S2 1.3583 1.3583 1.3672
S3 1.3440 1.3498 1.3659
S4 1.3297 1.3355 1.3619
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3812 1.3669 0.0143 1.0% 0.0069 0.5% 20% False True 281
10 1.3862 1.3669 0.0193 1.4% 0.0071 0.5% 15% False True 382
20 1.3965 1.3669 0.0296 2.2% 0.0067 0.5% 10% False True 275
40 1.3965 1.3568 0.0397 2.9% 0.0055 0.4% 33% False False 204
60 1.3965 1.3488 0.0477 3.5% 0.0051 0.4% 44% False False 228
80 1.3965 1.3488 0.0477 3.5% 0.0044 0.3% 44% False False 172
100 1.3965 1.3414 0.0551 4.0% 0.0039 0.3% 52% False False 138
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 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3963
2.618 1.3872
1.618 1.3816
1.000 1.3781
0.618 1.3760
HIGH 1.3725
0.618 1.3704
0.500 1.3697
0.382 1.3690
LOW 1.3669
0.618 1.3634
1.000 1.3613
1.618 1.3578
2.618 1.3522
4.250 1.3431
Fisher Pivots for day following 04-Apr-2014
Pivot 1 day 3 day
R1 1.3698 1.3741
PP 1.3697 1.3726
S1 1.3697 1.3712

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

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