CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 05-May-2014
Day Change Summary
Previous Current
02-May-2014 05-May-2014 Change Change % Previous Week
Open 1.3862 1.3870 0.0008 0.1% 1.3819
High 1.3875 1.3881 0.0006 0.0% 1.3885
Low 1.3810 1.3866 0.0056 0.4% 1.3768
Close 1.3868 1.3874 0.0006 0.0% 1.3868
Range 0.0065 0.0015 -0.0050 -76.9% 0.0117
ATR 0.0057 0.0054 -0.0003 -5.3% 0.0000
Volume 114 476 362 317.5% 4,866
Daily Pivots for day following 05-May-2014
Classic Woodie Camarilla DeMark
R4 1.3919 1.3911 1.3882
R3 1.3904 1.3896 1.3878
R2 1.3889 1.3889 1.3877
R1 1.3881 1.3881 1.3875 1.3885
PP 1.3874 1.3874 1.3874 1.3876
S1 1.3866 1.3866 1.3873 1.3870
S2 1.3859 1.3859 1.3871
S3 1.3844 1.3851 1.3870
S4 1.3829 1.3836 1.3866
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% 0.0056 0.4% 91% False False 1,034
10 1.3885 1.3768 0.0117 0.8% 0.0049 0.4% 91% False False 668
20 1.3901 1.3693 0.0208 1.5% 0.0050 0.4% 87% False False 579
40 1.3965 1.3669 0.0296 2.1% 0.0058 0.4% 69% False False 427
60 1.3965 1.3568 0.0397 2.9% 0.0054 0.4% 77% False False 329
80 1.3965 1.3488 0.0477 3.4% 0.0051 0.4% 81% False False 315
100 1.3965 1.3488 0.0477 3.4% 0.0045 0.3% 81% False False 253
120 1.3965 1.3414 0.0551 4.0% 0.0041 0.3% 83% False False 212
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 0.0011
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 1.3945
2.618 1.3920
1.618 1.3905
1.000 1.3896
0.618 1.3890
HIGH 1.3881
0.618 1.3875
0.500 1.3874
0.382 1.3872
LOW 1.3866
0.618 1.3857
1.000 1.3851
1.618 1.3842
2.618 1.3827
4.250 1.3802
Fisher Pivots for day following 05-May-2014
Pivot 1 day 3 day
R1 1.3874 1.3865
PP 1.3874 1.3856
S1 1.3874 1.3848

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

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