CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 02-May-2014
Day Change Summary
Previous Current
01-May-2014 02-May-2014 Change Change % Previous Week
Open 1.3868 1.3862 -0.0006 0.0% 1.3819
High 1.3885 1.3875 -0.0010 -0.1% 1.3885
Low 1.3861 1.3810 -0.0051 -0.4% 1.3768
Close 1.3861 1.3868 0.0007 0.1% 1.3868
Range 0.0024 0.0065 0.0041 170.8% 0.0117
ATR 0.0056 0.0057 0.0001 1.1% 0.0000
Volume 691 114 -577 -83.5% 4,866
Daily Pivots for day following 02-May-2014
Classic Woodie Camarilla DeMark
R4 1.4046 1.4022 1.3904
R3 1.3981 1.3957 1.3886
R2 1.3916 1.3916 1.3880
R1 1.3892 1.3892 1.3874 1.3904
PP 1.3851 1.3851 1.3851 1.3857
S1 1.3827 1.3827 1.3862 1.3839
S2 1.3786 1.3786 1.3856
S3 1.3721 1.3762 1.3850
S4 1.3656 1.3697 1.3832
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 1.4191 1.4147 1.3932
R3 1.4074 1.4030 1.3900
R2 1.3957 1.3957 1.3889
R1 1.3913 1.3913 1.3879 1.3935
PP 1.3840 1.3840 1.3840 1.3852
S1 1.3796 1.3796 1.3857 1.3818
S2 1.3723 1.3723 1.3847
S3 1.3606 1.3679 1.3836
S4 1.3489 1.3562 1.3804
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3885 1.3768 0.0117 0.8% 0.0064 0.5% 85% False False 973
10 1.3885 1.3768 0.0117 0.8% 0.0052 0.4% 85% False False 668
20 1.3901 1.3669 0.0232 1.7% 0.0052 0.4% 86% False False 576
40 1.3965 1.3669 0.0296 2.1% 0.0059 0.4% 67% False False 420
60 1.3965 1.3490 0.0475 3.4% 0.0055 0.4% 80% False False 321
80 1.3965 1.3488 0.0477 3.4% 0.0051 0.4% 80% False False 309
100 1.3965 1.3488 0.0477 3.4% 0.0045 0.3% 80% False False 249
120 1.3965 1.3366 0.0599 4.3% 0.0042 0.3% 84% False False 208
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4151
2.618 1.4045
1.618 1.3980
1.000 1.3940
0.618 1.3915
HIGH 1.3875
0.618 1.3850
0.500 1.3843
0.382 1.3835
LOW 1.3810
0.618 1.3770
1.000 1.3745
1.618 1.3705
2.618 1.3640
4.250 1.3534
Fisher Pivots for day following 02-May-2014
Pivot 1 day 3 day
R1 1.3860 1.3854
PP 1.3851 1.3840
S1 1.3843 1.3827

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

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