CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 21-Aug-2014
Day Change Summary
Previous Current
20-Aug-2014 21-Aug-2014 Change Change % Previous Week
Open 1.3319 1.3258 -0.0061 -0.5% 1.3409
High 1.3326 1.3290 -0.0036 -0.3% 1.3417
Low 1.3257 1.3243 -0.0014 -0.1% 1.3338
Close 1.3265 1.3282 0.0017 0.1% 1.3400
Range 0.0069 0.0047 -0.0022 -31.9% 0.0079
ATR 0.0052 0.0052 0.0000 -0.7% 0.0000
Volume 176,085 131,932 -44,153 -25.1% 724,271
Daily Pivots for day following 21-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3413 1.3394 1.3308
R3 1.3366 1.3347 1.3295
R2 1.3319 1.3319 1.3291
R1 1.3300 1.3300 1.3286 1.3310
PP 1.3272 1.3272 1.3272 1.3276
S1 1.3253 1.3253 1.3278 1.3263
S2 1.3225 1.3225 1.3273
S3 1.3178 1.3206 1.3269
S4 1.3131 1.3159 1.3256
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 1.3407 1.3243 0.0164 1.2% 0.0052 0.4% 24% False True 146,946
10 1.3435 1.3243 0.0192 1.4% 0.0056 0.4% 20% False True 150,352
20 1.3477 1.3243 0.0234 1.8% 0.0051 0.4% 17% False True 156,515
40 1.3705 1.3243 0.0462 3.5% 0.0048 0.4% 8% False True 146,797
60 1.3705 1.3243 0.0462 3.5% 0.0053 0.4% 8% False True 127,319
80 1.3986 1.3243 0.0743 5.6% 0.0054 0.4% 5% False True 95,924
100 1.3986 1.3243 0.0743 5.6% 0.0054 0.4% 5% False True 76,817
120 1.3986 1.3243 0.0743 5.6% 0.0056 0.4% 5% False True 64,069
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 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 1.3490
2.618 1.3413
1.618 1.3366
1.000 1.3337
0.618 1.3319
HIGH 1.3290
0.618 1.3272
0.500 1.3267
0.382 1.3261
LOW 1.3243
0.618 1.3214
1.000 1.3196
1.618 1.3167
2.618 1.3120
4.250 1.3043
Fisher Pivots for day following 21-Aug-2014
Pivot 1 day 3 day
R1 1.3277 1.3304
PP 1.3272 1.3297
S1 1.3267 1.3289

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

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