CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 11-Apr-2014
Day Change Summary
Previous Current
10-Apr-2014 11-Apr-2014 Change Change % Previous Week
Open 1.3848 1.3884 0.0036 0.3% 1.3696
High 1.3891 1.3901 0.0010 0.1% 1.3901
Low 1.3833 1.3868 0.0035 0.3% 1.3693
Close 1.3887 1.3883 -0.0004 0.0% 1.3883
Range 0.0058 0.0033 -0.0025 -43.1% 0.0208
ATR 0.0065 0.0063 -0.0002 -3.5% 0.0000
Volume 717 247 -470 -65.6% 2,724
Daily Pivots for day following 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.3983 1.3966 1.3901
R3 1.3950 1.3933 1.3892
R2 1.3917 1.3917 1.3889
R1 1.3900 1.3900 1.3886 1.3892
PP 1.3884 1.3884 1.3884 1.3880
S1 1.3867 1.3867 1.3880 1.3859
S2 1.3851 1.3851 1.3877
S3 1.3818 1.3834 1.3874
S4 1.3785 1.3801 1.3865
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.4450 1.4374 1.3997
R3 1.4242 1.4166 1.3940
R2 1.4034 1.4034 1.3921
R1 1.3958 1.3958 1.3902 1.3996
PP 1.3826 1.3826 1.3826 1.3845
S1 1.3750 1.3750 1.3864 1.3788
S2 1.3618 1.3618 1.3845
S3 1.3410 1.3542 1.3826
S4 1.3202 1.3334 1.3769
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3901 1.3693 0.0208 1.5% 0.0055 0.4% 91% True False 544
10 1.3901 1.3669 0.0232 1.7% 0.0062 0.4% 92% True False 412
20 1.3945 1.3669 0.0276 2.0% 0.0067 0.5% 78% False False 365
40 1.3965 1.3648 0.0317 2.3% 0.0057 0.4% 74% False False 268
60 1.3965 1.3488 0.0477 3.4% 0.0053 0.4% 83% False False 272
80 1.3965 1.3488 0.0477 3.4% 0.0046 0.3% 83% False False 206
100 1.3965 1.3429 0.0536 3.9% 0.0042 0.3% 85% False False 165
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0014
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1.4041
2.618 1.3987
1.618 1.3954
1.000 1.3934
0.618 1.3921
HIGH 1.3901
0.618 1.3888
0.500 1.3885
0.382 1.3881
LOW 1.3868
0.618 1.3848
1.000 1.3835
1.618 1.3815
2.618 1.3782
4.250 1.3728
Fisher Pivots for day following 11-Apr-2014
Pivot 1 day 3 day
R1 1.3885 1.3870
PP 1.3884 1.3857
S1 1.3884 1.3844

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

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