CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 18-Feb-2014
Day Change Summary
Previous Current
14-Feb-2014 18-Feb-2014 Change Change % Previous Week
Open 1.3705 1.3732 0.0027 0.2% 1.3645
High 1.3705 1.3764 0.0059 0.4% 1.3705
Low 1.3705 1.3732 0.0027 0.2% 1.3567
Close 1.3705 1.3762 0.0057 0.4% 1.3705
Range 0.0000 0.0032 0.0032 0.0138
ATR 0.0045 0.0046 0.0001 2.2% 0.0000
Volume 14 14 0 0.0% 106
Daily Pivots for day following 18-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.3849 1.3837 1.3780
R3 1.3817 1.3805 1.3771
R2 1.3785 1.3785 1.3768
R1 1.3773 1.3773 1.3765 1.3779
PP 1.3753 1.3753 1.3753 1.3756
S1 1.3741 1.3741 1.3759 1.3747
S2 1.3721 1.3721 1.3756
S3 1.3689 1.3709 1.3753
S4 1.3657 1.3677 1.3744
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 1.3764 1.3567 0.0197 1.4% 0.0028 0.2% 99% True False 22
10 1.3764 1.3505 0.0259 1.9% 0.0032 0.2% 99% True False 17
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 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3900
2.618 1.3848
1.618 1.3816
1.000 1.3796
0.618 1.3784
HIGH 1.3764
0.618 1.3752
0.500 1.3748
0.382 1.3744
LOW 1.3732
0.618 1.3712
1.000 1.3700
1.618 1.3680
2.618 1.3648
4.250 1.3596
Fisher Pivots for day following 18-Feb-2014
Pivot 1 day 3 day
R1 1.3757 1.3747
PP 1.3753 1.3731
S1 1.3748 1.3716

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

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