CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 31-Jul-2014
Day Change Summary
Previous Current
30-Jul-2014 31-Jul-2014 Change Change % Previous Week
Open 1.3411 1.3396 -0.0015 -0.1% 1.3531
High 1.3417 1.3403 -0.0014 -0.1% 1.3552
Low 1.3369 1.3373 0.0004 0.0% 1.3422
Close 1.3393 1.3392 -0.0001 0.0% 1.3433
Range 0.0048 0.0030 -0.0018 -37.5% 0.0130
ATR 0.0046 0.0045 -0.0001 -2.5% 0.0000
Volume 197,099 167,085 -30,014 -15.2% 702,670
Daily Pivots for day following 31-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3479 1.3466 1.3409
R3 1.3449 1.3436 1.3400
R2 1.3419 1.3419 1.3398
R1 1.3406 1.3406 1.3395 1.3398
PP 1.3389 1.3389 1.3389 1.3385
S1 1.3376 1.3376 1.3389 1.3368
S2 1.3359 1.3359 1.3387
S3 1.3329 1.3346 1.3384
S4 1.3299 1.3316 1.3376
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3859 1.3776 1.3505
R3 1.3729 1.3646 1.3469
R2 1.3599 1.3599 1.3457
R1 1.3516 1.3516 1.3445 1.3493
PP 1.3469 1.3469 1.3469 1.3457
S1 1.3386 1.3386 1.3421 1.3363
S2 1.3339 1.3339 1.3409
S3 1.3209 1.3256 1.3397
S4 1.3079 1.3126 1.3362
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3477 1.3369 0.0108 0.8% 0.0038 0.3% 21% False False 144,009
10 1.3552 1.3369 0.0183 1.4% 0.0041 0.3% 13% False False 144,133
20 1.3668 1.3369 0.0299 2.2% 0.0044 0.3% 8% False False 139,727
40 1.3705 1.3369 0.0336 2.5% 0.0053 0.4% 7% False False 129,788
60 1.3986 1.3369 0.0617 4.6% 0.0054 0.4% 4% False False 87,644
80 1.3986 1.3369 0.0617 4.6% 0.0053 0.4% 4% False False 65,871
100 1.3986 1.3369 0.0617 4.6% 0.0056 0.4% 4% False False 52,757
120 1.3986 1.3369 0.0617 4.6% 0.0054 0.4% 4% False False 43,988
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3531
2.618 1.3482
1.618 1.3452
1.000 1.3433
0.618 1.3422
HIGH 1.3403
0.618 1.3392
0.500 1.3388
0.382 1.3384
LOW 1.3373
0.618 1.3354
1.000 1.3343
1.618 1.3324
2.618 1.3294
4.250 1.3246
Fisher Pivots for day following 31-Jul-2014
Pivot 1 day 3 day
R1 1.3391 1.3408
PP 1.3389 1.3402
S1 1.3388 1.3397

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

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