CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 06-Mar-2014
Day Change Summary
Previous Current
05-Mar-2014 06-Mar-2014 Change Change % Previous Week
Open 1.3736 1.3862 0.0126 0.9% 1.3770
High 1.3736 1.3862 0.0126 0.9% 1.3825
Low 1.3736 1.3862 0.0126 0.9% 1.3688
Close 1.3736 1.3862 0.0126 0.9% 1.3825
Range
ATR 0.0044 0.0050 0.0006 13.3% 0.0000
Volume 2 2 0 0.0% 107
Daily Pivots for day following 06-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.3862 1.3862 1.3862
R3 1.3862 1.3862 1.3862
R2 1.3862 1.3862 1.3862
R1 1.3862 1.3862 1.3862 1.3862
PP 1.3862 1.3862 1.3862 1.3862
S1 1.3862 1.3862 1.3862 1.3862
S2 1.3862 1.3862 1.3862
S3 1.3862 1.3862 1.3862
S4 1.3862 1.3862 1.3862
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 1.3862 1.3736 0.0126 0.9% 0.0005 0.0% 100% True False 8
10 1.3862 1.3688 0.0174 1.3% 0.0021 0.2% 100% True False 16
20 1.3862 1.3529 0.0333 2.4% 0.0026 0.2% 100% True 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.3862
2.618 1.3862
1.618 1.3862
1.000 1.3862
0.618 1.3862
HIGH 1.3862
0.618 1.3862
0.500 1.3862
0.382 1.3862
LOW 1.3862
0.618 1.3862
1.000 1.3862
1.618 1.3862
2.618 1.3862
4.250 1.3862
Fisher Pivots for day following 06-Mar-2014
Pivot 1 day 3 day
R1 1.3862 1.3841
PP 1.3862 1.3820
S1 1.3862 1.3799

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

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