CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 03-Mar-2014
Day Change Summary
Previous Current
28-Feb-2014 03-Mar-2014 Change Change % Previous Week
Open 1.3810 1.3748 -0.0062 -0.4% 1.3770
High 1.3825 1.3748 -0.0077 -0.6% 1.3825
Low 1.3810 1.3739 -0.0071 -0.5% 1.3688
Close 1.3825 1.3739 -0.0086 -0.6% 1.3825
Range 0.0015 0.0009 -0.0006 -40.0% 0.0137
ATR 0.0048 0.0051 0.0003 5.7% 0.0000
Volume 6 32 26 433.3% 107
Daily Pivots for day following 03-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.3769 1.3763 1.3744
R3 1.3760 1.3754 1.3741
R2 1.3751 1.3751 1.3741
R1 1.3745 1.3745 1.3740 1.3744
PP 1.3742 1.3742 1.3742 1.3741
S1 1.3736 1.3736 1.3738 1.3735
S2 1.3733 1.3733 1.3737
S3 1.3724 1.3727 1.3737
S4 1.3715 1.3718 1.3734
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.4190 1.4145 1.3900
R3 1.4053 1.4008 1.3863
R2 1.3916 1.3916 1.3850
R1 1.3871 1.3871 1.3838 1.3894
PP 1.3779 1.3779 1.3779 1.3791
S1 1.3734 1.3734 1.3812 1.3757
S2 1.3642 1.3642 1.3800
S3 1.3505 1.3597 1.3787
S4 1.3368 1.3460 1.3750
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3825 1.3688 0.0137 1.0% 0.0027 0.2% 37% False False 27
10 1.3825 1.3688 0.0137 1.0% 0.0030 0.2% 37% False False 22
20 1.3825 1.3496 0.0329 2.4% 0.0031 0.2% 74% False False 22
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0002
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.3786
2.618 1.3772
1.618 1.3763
1.000 1.3757
0.618 1.3754
HIGH 1.3748
0.618 1.3745
0.500 1.3744
0.382 1.3742
LOW 1.3739
0.618 1.3733
1.000 1.3730
1.618 1.3724
2.618 1.3715
4.250 1.3701
Fisher Pivots for day following 03-Mar-2014
Pivot 1 day 3 day
R1 1.3744 1.3757
PP 1.3742 1.3751
S1 1.3741 1.3745

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

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