CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 15-Aug-2014
Day Change Summary
Previous Current
14-Aug-2014 15-Aug-2014 Change Change % Previous Week
Open 1.3365 1.3367 0.0002 0.0% 1.3409
High 1.3410 1.3407 -0.0003 0.0% 1.3417
Low 1.3350 1.3360 0.0010 0.1% 1.3338
Close 1.3368 1.3400 0.0032 0.2% 1.3400
Range 0.0060 0.0047 -0.0013 -21.7% 0.0079
ATR 0.0052 0.0051 0.0000 -0.7% 0.0000
Volume 149,068 162,190 13,122 8.8% 724,271
Daily Pivots for day following 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3530 1.3512 1.3426
R3 1.3483 1.3465 1.3413
R2 1.3436 1.3436 1.3409
R1 1.3418 1.3418 1.3404 1.3427
PP 1.3389 1.3389 1.3389 1.3394
S1 1.3371 1.3371 1.3396 1.3380
S2 1.3342 1.3342 1.3391
S3 1.3295 1.3324 1.3387
S4 1.3248 1.3277 1.3374
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3622 1.3590 1.3443
R3 1.3543 1.3511 1.3422
R2 1.3464 1.3464 1.3414
R1 1.3432 1.3432 1.3407 1.3409
PP 1.3385 1.3385 1.3385 1.3373
S1 1.3353 1.3353 1.3393 1.3330
S2 1.3306 1.3306 1.3386
S3 1.3227 1.3274 1.3378
S4 1.3148 1.3195 1.3357
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3417 1.3338 0.0079 0.6% 0.0052 0.4% 78% False False 144,854
10 1.3435 1.3335 0.0100 0.7% 0.0055 0.4% 65% False False 161,977
20 1.3552 1.3335 0.0217 1.6% 0.0049 0.4% 30% False False 155,876
40 1.3705 1.3335 0.0370 2.8% 0.0048 0.4% 18% False False 146,033
60 1.3705 1.3335 0.0370 2.8% 0.0053 0.4% 18% False False 117,950
80 1.3986 1.3335 0.0651 4.9% 0.0054 0.4% 10% False False 88,787
100 1.3986 1.3335 0.0651 4.9% 0.0054 0.4% 10% False False 71,114
120 1.3986 1.3335 0.0651 4.9% 0.0057 0.4% 10% False False 59,300
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3607
2.618 1.3530
1.618 1.3483
1.000 1.3454
0.618 1.3436
HIGH 1.3407
0.618 1.3389
0.500 1.3384
0.382 1.3378
LOW 1.3360
0.618 1.3331
1.000 1.3313
1.618 1.3284
2.618 1.3237
4.250 1.3160
Fisher Pivots for day following 15-Aug-2014
Pivot 1 day 3 day
R1 1.3395 1.3394
PP 1.3389 1.3387
S1 1.3384 1.3381

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

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