CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 12-Aug-2014
Day Change Summary
Previous Current
11-Aug-2014 12-Aug-2014 Change Change % Previous Week
Open 1.3409 1.3387 -0.0022 -0.2% 1.3430
High 1.3410 1.3388 -0.0022 -0.2% 1.3435
Low 1.3382 1.3338 -0.0044 -0.3% 1.3335
Close 1.3384 1.3369 -0.0015 -0.1% 1.3413
Range 0.0028 0.0050 0.0022 78.6% 0.0100
ATR 0.0049 0.0049 0.0000 0.1% 0.0000
Volume 90,749 125,719 34,970 38.5% 895,504
Daily Pivots for day following 12-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3515 1.3492 1.3397
R3 1.3465 1.3442 1.3383
R2 1.3415 1.3415 1.3378
R1 1.3392 1.3392 1.3374 1.3379
PP 1.3365 1.3365 1.3365 1.3358
S1 1.3342 1.3342 1.3364 1.3329
S2 1.3315 1.3315 1.3360
S3 1.3265 1.3292 1.3355
S4 1.3215 1.3242 1.3342
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% 0.0056 0.4% 34% False False 164,874
10 1.3447 1.3335 0.0112 0.8% 0.0051 0.4% 30% False False 169,410
20 1.3574 1.3335 0.0239 1.8% 0.0046 0.3% 14% False False 151,129
40 1.3705 1.3335 0.0370 2.8% 0.0049 0.4% 9% False False 144,187
60 1.3734 1.3335 0.0399 3.0% 0.0052 0.4% 9% False False 109,534
80 1.3986 1.3335 0.0651 4.9% 0.0054 0.4% 5% False False 82,449
100 1.3986 1.3335 0.0651 4.9% 0.0055 0.4% 5% False False 66,043
120 1.3986 1.3335 0.0651 4.9% 0.0056 0.4% 5% False False 55,069
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3601
2.618 1.3519
1.618 1.3469
1.000 1.3438
0.618 1.3419
HIGH 1.3388
0.618 1.3369
0.500 1.3363
0.382 1.3357
LOW 1.3338
0.618 1.3307
1.000 1.3288
1.618 1.3257
2.618 1.3207
4.250 1.3126
Fisher Pivots for day following 12-Aug-2014
Pivot 1 day 3 day
R1 1.3367 1.3387
PP 1.3365 1.3381
S1 1.3363 1.3375

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

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