CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 25-Apr-2014
Day Change Summary
Previous Current
24-Apr-2014 25-Apr-2014 Change Change % Previous Week
Open 1.3820 1.3830 0.0010 0.1% 1.3815
High 1.3835 1.3845 0.0010 0.1% 1.3851
Low 1.3787 1.3825 0.0038 0.3% 1.3784
Close 1.3820 1.3831 0.0011 0.1% 1.3831
Range 0.0048 0.0020 -0.0028 -58.3% 0.0067
ATR 0.0056 0.0054 -0.0002 -4.0% 0.0000
Volume 827 285 -542 -65.5% 1,823
Daily Pivots for day following 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.3894 1.3882 1.3842
R3 1.3874 1.3862 1.3837
R2 1.3854 1.3854 1.3835
R1 1.3842 1.3842 1.3833 1.3848
PP 1.3834 1.3834 1.3834 1.3837
S1 1.3822 1.3822 1.3829 1.3828
S2 1.3814 1.3814 1.3827
S3 1.3794 1.3802 1.3826
S4 1.3774 1.3782 1.3820
Weekly Pivots for week ending 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.4023 1.3994 1.3868
R3 1.3956 1.3927 1.3849
R2 1.3889 1.3889 1.3843
R1 1.3860 1.3860 1.3837 1.3875
PP 1.3822 1.3822 1.3822 1.3829
S1 1.3793 1.3793 1.3825 1.3808
S2 1.3755 1.3755 1.3819
S3 1.3688 1.3726 1.3813
S4 1.3621 1.3659 1.3794
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3851 1.3784 0.0067 0.5% 0.0040 0.3% 70% False False 364
10 1.3901 1.3784 0.0117 0.8% 0.0042 0.3% 40% False False 376
20 1.3901 1.3669 0.0232 1.7% 0.0054 0.4% 70% False False 412
40 1.3965 1.3669 0.0296 2.1% 0.0060 0.4% 55% False False 349
60 1.3965 1.3488 0.0477 3.4% 0.0054 0.4% 72% False False 253
80 1.3965 1.3488 0.0477 3.4% 0.0048 0.3% 72% False False 249
100 1.3965 1.3488 0.0477 3.4% 0.0044 0.3% 72% False False 200
120 1.3965 1.3318 0.0647 4.7% 0.0041 0.3% 79% False False 167
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 1.3930
2.618 1.3897
1.618 1.3877
1.000 1.3865
0.618 1.3857
HIGH 1.3845
0.618 1.3837
0.500 1.3835
0.382 1.3833
LOW 1.3825
0.618 1.3813
1.000 1.3805
1.618 1.3793
2.618 1.3773
4.250 1.3740
Fisher Pivots for day following 25-Apr-2014
Pivot 1 day 3 day
R1 1.3835 1.3827
PP 1.3834 1.3823
S1 1.3832 1.3819

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

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