CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 24-Apr-2014
Day Change Summary
Previous Current
23-Apr-2014 24-Apr-2014 Change Change % Previous Week
Open 1.3802 1.3820 0.0018 0.1% 1.3855
High 1.3851 1.3835 -0.0016 -0.1% 1.3860
Low 1.3796 1.3787 -0.0009 -0.1% 1.3789
Close 1.3812 1.3820 0.0008 0.1% 1.3815
Range 0.0055 0.0048 -0.0007 -12.7% 0.0071
ATR 0.0057 0.0056 -0.0001 -1.1% 0.0000
Volume 99 827 728 735.4% 1,692
Daily Pivots for day following 24-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.3958 1.3937 1.3846
R3 1.3910 1.3889 1.3833
R2 1.3862 1.3862 1.3829
R1 1.3841 1.3841 1.3824 1.3844
PP 1.3814 1.3814 1.3814 1.3816
S1 1.3793 1.3793 1.3816 1.3796
S2 1.3766 1.3766 1.3811
S3 1.3718 1.3745 1.3807
S4 1.3670 1.3697 1.3794
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.4034 1.3996 1.3854
R3 1.3963 1.3925 1.3835
R2 1.3892 1.3892 1.3828
R1 1.3854 1.3854 1.3822 1.3838
PP 1.3821 1.3821 1.3821 1.3813
S1 1.3783 1.3783 1.3808 1.3767
S2 1.3750 1.3750 1.3802
S3 1.3679 1.3712 1.3795
S4 1.3608 1.3641 1.3776
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3860 1.3784 0.0076 0.5% 0.0046 0.3% 47% False False 350
10 1.3901 1.3784 0.0117 0.8% 0.0046 0.3% 31% False False 419
20 1.3901 1.3669 0.0232 1.7% 0.0055 0.4% 65% False False 425
40 1.3965 1.3648 0.0317 2.3% 0.0062 0.4% 54% False False 344
60 1.3965 1.3488 0.0477 3.5% 0.0054 0.4% 70% False False 248
80 1.3965 1.3488 0.0477 3.5% 0.0048 0.3% 70% False False 245
100 1.3965 1.3488 0.0477 3.5% 0.0044 0.3% 70% False False 197
120 1.3965 1.3318 0.0647 4.7% 0.0041 0.3% 78% False False 165
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4039
2.618 1.3961
1.618 1.3913
1.000 1.3883
0.618 1.3865
HIGH 1.3835
0.618 1.3817
0.500 1.3811
0.382 1.3805
LOW 1.3787
0.618 1.3757
1.000 1.3739
1.618 1.3709
2.618 1.3661
4.250 1.3583
Fisher Pivots for day following 24-Apr-2014
Pivot 1 day 3 day
R1 1.3817 1.3820
PP 1.3814 1.3819
S1 1.3811 1.3819

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

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