CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 07-Mar-2014
Day Change Summary
Previous Current
06-Mar-2014 07-Mar-2014 Change Change % Previous Week
Open 1.3862 1.3888 0.0026 0.2% 1.3748
High 1.3862 1.3888 0.0026 0.2% 1.3888
Low 1.3862 1.3869 0.0007 0.1% 1.3736
Close 1.3862 1.3869 0.0007 0.1% 1.3869
Range 0.0000 0.0019 0.0019 0.0152
ATR 0.0050 0.0048 -0.0002 -3.4% 0.0000
Volume 2 70 68 3,400.0% 108
Daily Pivots for day following 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.3932 1.3920 1.3879
R3 1.3913 1.3901 1.3874
R2 1.3894 1.3894 1.3872
R1 1.3882 1.3882 1.3871 1.3879
PP 1.3875 1.3875 1.3875 1.3874
S1 1.3863 1.3863 1.3867 1.3860
S2 1.3856 1.3856 1.3866
S3 1.3837 1.3844 1.3864
S4 1.3818 1.3825 1.3859
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.4287 1.4230 1.3953
R3 1.4135 1.4078 1.3911
R2 1.3983 1.3983 1.3897
R1 1.3926 1.3926 1.3883 1.3955
PP 1.3831 1.3831 1.3831 1.3845
S1 1.3774 1.3774 1.3855 1.3803
S2 1.3679 1.3679 1.3841
S3 1.3527 1.3622 1.3827
S4 1.3375 1.3470 1.3785
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3888 1.3736 0.0152 1.1% 0.0006 0.0% 88% True False 21
10 1.3888 1.3688 0.0200 1.4% 0.0021 0.1% 91% True False 21
20 1.3888 1.3567 0.0321 2.3% 0.0024 0.2% 94% True False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3969
2.618 1.3938
1.618 1.3919
1.000 1.3907
0.618 1.3900
HIGH 1.3888
0.618 1.3881
0.500 1.3879
0.382 1.3876
LOW 1.3869
0.618 1.3857
1.000 1.3850
1.618 1.3838
2.618 1.3819
4.250 1.3788
Fisher Pivots for day following 07-Mar-2014
Pivot 1 day 3 day
R1 1.3879 1.3850
PP 1.3875 1.3831
S1 1.3872 1.3812

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

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