CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 25-Feb-2014
Day Change Summary
Previous Current
24-Feb-2014 25-Feb-2014 Change Change % Previous Week
Open 1.3770 1.3721 -0.0049 -0.4% 1.3732
High 1.3770 1.3746 -0.0024 -0.2% 1.3764
Low 1.3720 1.3721 0.0001 0.0% 1.3691
Close 1.3740 1.3746 0.0006 0.0% 1.3749
Range 0.0050 0.0025 -0.0025 -50.0% 0.0073
ATR 0.0044 0.0043 -0.0001 -3.1% 0.0000
Volume 2 38 36 1,800.0% 89
Daily Pivots for day following 25-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.3813 1.3804 1.3760
R3 1.3788 1.3779 1.3753
R2 1.3763 1.3763 1.3751
R1 1.3754 1.3754 1.3748 1.3759
PP 1.3738 1.3738 1.3738 1.3740
S1 1.3729 1.3729 1.3744 1.3734
S2 1.3713 1.3713 1.3741
S3 1.3688 1.3704 1.3739
S4 1.3663 1.3679 1.3732
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.3954 1.3924 1.3789
R3 1.3881 1.3851 1.3769
R2 1.3808 1.3808 1.3762
R1 1.3778 1.3778 1.3756 1.3793
PP 1.3735 1.3735 1.3735 1.3742
S1 1.3705 1.3705 1.3742 1.3720
S2 1.3662 1.3662 1.3736
S3 1.3589 1.3632 1.3729
S4 1.3516 1.3559 1.3709
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3770 1.3691 0.0079 0.6% 0.0030 0.2% 70% False False 23
10 1.3770 1.3567 0.0203 1.5% 0.0029 0.2% 88% False False 22
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3852
2.618 1.3811
1.618 1.3786
1.000 1.3771
0.618 1.3761
HIGH 1.3746
0.618 1.3736
0.500 1.3734
0.382 1.3731
LOW 1.3721
0.618 1.3706
1.000 1.3696
1.618 1.3681
2.618 1.3656
4.250 1.3615
Fisher Pivots for day following 25-Feb-2014
Pivot 1 day 3 day
R1 1.3742 1.3746
PP 1.3738 1.3745
S1 1.3734 1.3745

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

View Archives - Comment on this page... - Back to Index of Symbols