CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 04-Mar-2014
Day Change Summary
Previous Current
03-Mar-2014 04-Mar-2014 Change Change % Previous Week
Open 1.3748 1.3740 -0.0008 -0.1% 1.3770
High 1.3748 1.3740 -0.0008 -0.1% 1.3825
Low 1.3739 1.3740 0.0001 0.0% 1.3688
Close 1.3739 1.3740 0.0001 0.0% 1.3825
Range 0.0009 0.0000 -0.0009 -100.0% 0.0137
ATR 0.0051 0.0047 -0.0004 -7.0% 0.0000
Volume 32 2 -30 -93.8% 107
Daily Pivots for day following 04-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.3740 1.3740 1.3740
R3 1.3740 1.3740 1.3740
R2 1.3740 1.3740 1.3740
R1 1.3740 1.3740 1.3740 1.3740
PP 1.3740 1.3740 1.3740 1.3740
S1 1.3740 1.3740 1.3740 1.3740
S2 1.3740 1.3740 1.3740
S3 1.3740 1.3740 1.3740
S4 1.3740 1.3740 1.3740
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% 0.0022 0.2% 38% False False 20
10 1.3825 1.3688 0.0137 1.0% 0.0026 0.2% 38% False False 21
20 1.3825 1.3505 0.0320 2.3% 0.0029 0.2% 73% False False 19
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.3740
2.618 1.3740
1.618 1.3740
1.000 1.3740
0.618 1.3740
HIGH 1.3740
0.618 1.3740
0.500 1.3740
0.382 1.3740
LOW 1.3740
0.618 1.3740
1.000 1.3740
1.618 1.3740
2.618 1.3740
4.250 1.3740
Fisher Pivots for day following 04-Mar-2014
Pivot 1 day 3 day
R1 1.3740 1.3782
PP 1.3740 1.3768
S1 1.3740 1.3754

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

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