CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 11-Aug-2014
Day Change Summary
Previous Current
08-Aug-2014 11-Aug-2014 Change Change % Previous Week
Open 1.3363 1.3409 0.0046 0.3% 1.3430
High 1.3435 1.3410 -0.0025 -0.2% 1.3435
Low 1.3345 1.3382 0.0037 0.3% 1.3335
Close 1.3413 1.3384 -0.0029 -0.2% 1.3413
Range 0.0090 0.0028 -0.0062 -68.9% 0.0100
ATR 0.0051 0.0049 -0.0001 -2.8% 0.0000
Volume 206,708 90,749 -115,959 -56.1% 895,504
Daily Pivots for day following 11-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3476 1.3458 1.3399
R3 1.3448 1.3430 1.3392
R2 1.3420 1.3420 1.3389
R1 1.3402 1.3402 1.3387 1.3397
PP 1.3392 1.3392 1.3392 1.3390
S1 1.3374 1.3374 1.3381 1.3369
S2 1.3364 1.3364 1.3379
S3 1.3336 1.3346 1.3376
S4 1.3308 1.3318 1.3369
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3694 1.3654 1.3468
R3 1.3594 1.3554 1.3441
R2 1.3494 1.3494 1.3431
R1 1.3454 1.3454 1.3422 1.3424
PP 1.3394 1.3394 1.3394 1.3380
S1 1.3354 1.3354 1.3404 1.3324
S2 1.3294 1.3294 1.3395
S3 1.3194 1.3254 1.3386
S4 1.3094 1.3154 1.3358
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3435 1.3335 0.0100 0.7% 0.0059 0.4% 49% False False 176,743
10 1.3447 1.3335 0.0112 0.8% 0.0051 0.4% 44% False False 170,161
20 1.3631 1.3335 0.0296 2.2% 0.0047 0.4% 17% False False 155,365
40 1.3705 1.3335 0.0370 2.8% 0.0049 0.4% 13% False False 144,331
60 1.3734 1.3335 0.0399 3.0% 0.0052 0.4% 12% False False 107,477
80 1.3986 1.3335 0.0651 4.9% 0.0054 0.4% 8% False False 80,880
100 1.3986 1.3335 0.0651 4.9% 0.0055 0.4% 8% False False 64,788
120 1.3986 1.3335 0.0651 4.9% 0.0056 0.4% 8% False False 54,021
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3529
2.618 1.3483
1.618 1.3455
1.000 1.3438
0.618 1.3427
HIGH 1.3410
0.618 1.3399
0.500 1.3396
0.382 1.3393
LOW 1.3382
0.618 1.3365
1.000 1.3354
1.618 1.3337
2.618 1.3309
4.250 1.3263
Fisher Pivots for day following 11-Aug-2014
Pivot 1 day 3 day
R1 1.3396 1.3387
PP 1.3392 1.3386
S1 1.3388 1.3385

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

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