CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 21-Jul-2014
Day Change Summary
Previous Current
18-Jul-2014 21-Jul-2014 Change Change % Previous Week
Open 1.3529 1.3531 0.0002 0.0% 1.3611
High 1.3538 1.3552 0.0014 0.1% 1.3644
Low 1.3493 1.3515 0.0022 0.2% 1.3493
Close 1.3528 1.3525 -0.0003 0.0% 1.3528
Range 0.0045 0.0037 -0.0008 -17.8% 0.0151
ATR 0.0050 0.0049 -0.0001 -1.9% 0.0000
Volume 161,533 96,406 -65,127 -40.3% 729,984
Daily Pivots for day following 21-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3642 1.3620 1.3545
R3 1.3605 1.3583 1.3535
R2 1.3568 1.3568 1.3532
R1 1.3546 1.3546 1.3528 1.3539
PP 1.3531 1.3531 1.3531 1.3527
S1 1.3509 1.3509 1.3522 1.3502
S2 1.3494 1.3494 1.3518
S3 1.3457 1.3472 1.3515
S4 1.3420 1.3435 1.3505
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.4008 1.3919 1.3611
R3 1.3857 1.3768 1.3570
R2 1.3706 1.3706 1.3556
R1 1.3617 1.3617 1.3542 1.3586
PP 1.3555 1.3555 1.3555 1.3540
S1 1.3466 1.3466 1.3514 1.3435
S2 1.3404 1.3404 1.3500
S3 1.3253 1.3315 1.3486
S4 1.3102 1.3164 1.3445
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3631 1.3493 0.0138 1.0% 0.0045 0.3% 23% False False 143,943
10 1.3654 1.3493 0.0161 1.2% 0.0044 0.3% 20% False False 132,331
20 1.3705 1.3493 0.0212 1.6% 0.0046 0.3% 15% False False 134,406
40 1.3705 1.3493 0.0212 1.6% 0.0054 0.4% 15% False False 101,324
60 1.3986 1.3493 0.0493 3.6% 0.0056 0.4% 6% False False 68,017
80 1.3986 1.3493 0.0493 3.6% 0.0056 0.4% 6% False False 51,119
100 1.3986 1.3493 0.0493 3.6% 0.0058 0.4% 6% False False 40,948
120 1.3986 1.3488 0.0498 3.7% 0.0055 0.4% 7% False False 34,133
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3709
2.618 1.3649
1.618 1.3612
1.000 1.3589
0.618 1.3575
HIGH 1.3552
0.618 1.3538
0.500 1.3534
0.382 1.3529
LOW 1.3515
0.618 1.3492
1.000 1.3478
1.618 1.3455
2.618 1.3418
4.250 1.3358
Fisher Pivots for day following 21-Jul-2014
Pivot 1 day 3 day
R1 1.3534 1.3524
PP 1.3531 1.3523
S1 1.3528 1.3523

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

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