CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 14-Feb-2014
Day Change Summary
Previous Current
13-Feb-2014 14-Feb-2014 Change Change % Previous Week
Open 1.3680 1.3705 0.0025 0.2% 1.3645
High 1.3680 1.3705 0.0025 0.2% 1.3705
Low 1.3667 1.3705 0.0038 0.3% 1.3567
Close 1.3680 1.3705 0.0025 0.2% 1.3705
Range 0.0013 0.0000 -0.0013 -100.0% 0.0138
ATR 0.0000 0.0045 0.0045 0.0000
Volume 77 14 -63 -81.8% 106
Daily Pivots for day following 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.3705 1.3705 1.3705
R3 1.3705 1.3705 1.3705
R2 1.3705 1.3705 1.3705
R1 1.3705 1.3705 1.3705 1.3705
PP 1.3705 1.3705 1.3705 1.3705
S1 1.3705 1.3705 1.3705 1.3705
S2 1.3705 1.3705 1.3705
S3 1.3705 1.3705 1.3705
S4 1.3705 1.3705 1.3705
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.4073 1.4027 1.3781
R3 1.3935 1.3889 1.3743
R2 1.3797 1.3797 1.3730
R1 1.3751 1.3751 1.3718 1.3774
PP 1.3659 1.3659 1.3659 1.3671
S1 1.3613 1.3613 1.3692 1.3636
S2 1.3521 1.3521 1.3680
S3 1.3383 1.3475 1.3667
S4 1.3245 1.3337 1.3629
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3705 1.3567 0.0138 1.0% 0.0021 0.2% 100% True False 21
10 1.3705 1.3496 0.0209 1.5% 0.0033 0.2% 100% True False 21
Crabel Price Patterns
NR True
NR4 True
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 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3705
2.618 1.3705
1.618 1.3705
1.000 1.3705
0.618 1.3705
HIGH 1.3705
0.618 1.3705
0.500 1.3705
0.382 1.3705
LOW 1.3705
0.618 1.3705
1.000 1.3705
1.618 1.3705
2.618 1.3705
4.250 1.3705
Fisher Pivots for day following 14-Feb-2014
Pivot 1 day 3 day
R1 1.3705 1.3682
PP 1.3705 1.3659
S1 1.3705 1.3636

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

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