CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 05-Mar-2014
Day Change Summary
Previous Current
04-Mar-2014 05-Mar-2014 Change Change % Previous Week
Open 1.3740 1.3736 -0.0004 0.0% 1.3770
High 1.3740 1.3736 -0.0004 0.0% 1.3825
Low 1.3740 1.3736 -0.0004 0.0% 1.3688
Close 1.3740 1.3736 -0.0004 0.0% 1.3825
Range
ATR 0.0047 0.0044 -0.0003 -6.5% 0.0000
Volume 2 2 0 0.0% 107
Daily Pivots for day following 05-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.3736 1.3736 1.3736
R3 1.3736 1.3736 1.3736
R2 1.3736 1.3736 1.3736
R1 1.3736 1.3736 1.3736 1.3736
PP 1.3736 1.3736 1.3736 1.3736
S1 1.3736 1.3736 1.3736 1.3736
S2 1.3736 1.3736 1.3736
S3 1.3736 1.3736 1.3736
S4 1.3736 1.3736 1.3736
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 1.3689 0.0136 1.0% 0.0010 0.1% 35% False False 8
10 1.3825 1.3688 0.0137 1.0% 0.0025 0.2% 35% False False 17
20 1.3825 1.3505 0.0320 2.3% 0.0028 0.2% 72% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Fibonacci Retracements and Extensions
4.250 1.3736
2.618 1.3736
1.618 1.3736
1.000 1.3736
0.618 1.3736
HIGH 1.3736
0.618 1.3736
0.500 1.3736
0.382 1.3736
LOW 1.3736
0.618 1.3736
1.000 1.3736
1.618 1.3736
2.618 1.3736
4.250 1.3736
Fisher Pivots for day following 05-Mar-2014
Pivot 1 day 3 day
R1 1.3736 1.3742
PP 1.3736 1.3740
S1 1.3736 1.3738

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

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