CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 30-Apr-2014
Day Change Summary
Previous Current
29-Apr-2014 30-Apr-2014 Change Change % Previous Week
Open 1.3851 1.3806 -0.0045 -0.3% 1.3815
High 1.3870 1.3874 0.0004 0.0% 1.3851
Low 1.3802 1.3768 -0.0034 -0.2% 1.3784
Close 1.3807 1.3868 0.0061 0.4% 1.3831
Range 0.0068 0.0106 0.0038 55.9% 0.0067
ATR 0.0055 0.0059 0.0004 6.6% 0.0000
Volume 322 3,571 3,249 1,009.0% 1,823
Daily Pivots for day following 30-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.4155 1.4117 1.3926
R3 1.4049 1.4011 1.3897
R2 1.3943 1.3943 1.3887
R1 1.3905 1.3905 1.3878 1.3924
PP 1.3837 1.3837 1.3837 1.3846
S1 1.3799 1.3799 1.3858 1.3818
S2 1.3731 1.3731 1.3849
S3 1.3625 1.3693 1.3839
S4 1.3519 1.3587 1.3810
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 1.3874 1.3768 0.0106 0.8% 0.0060 0.4% 94% True True 1,034
10 1.3874 1.3768 0.0106 0.8% 0.0052 0.4% 94% True True 650
20 1.3901 1.3669 0.0232 1.7% 0.0056 0.4% 86% False False 553
40 1.3965 1.3669 0.0296 2.1% 0.0061 0.4% 67% False False 430
60 1.3965 1.3490 0.0475 3.4% 0.0055 0.4% 80% False False 309
80 1.3965 1.3488 0.0477 3.4% 0.0051 0.4% 80% False False 299
100 1.3965 1.3488 0.0477 3.4% 0.0046 0.3% 80% False False 241
120 1.3965 1.3318 0.0647 4.7% 0.0042 0.3% 85% False False 201
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 1.4325
2.618 1.4152
1.618 1.4046
1.000 1.3980
0.618 1.3940
HIGH 1.3874
0.618 1.3834
0.500 1.3821
0.382 1.3808
LOW 1.3768
0.618 1.3702
1.000 1.3662
1.618 1.3596
2.618 1.3490
4.250 1.3318
Fisher Pivots for day following 30-Apr-2014
Pivot 1 day 3 day
R1 1.3852 1.3852
PP 1.3837 1.3837
S1 1.3821 1.3821

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

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