CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 18-Feb-2014
Day Change Summary
Previous Current
14-Feb-2014 18-Feb-2014 Change Change % Previous Week
Open 1.3679 1.3697 0.0018 0.1% 1.3620
High 1.3714 1.3770 0.0056 0.4% 1.3714
Low 1.3676 1.3694 0.0018 0.1% 1.3563
Close 1.3701 1.3757 0.0056 0.4% 1.3701
Range 0.0038 0.0076 0.0038 100.0% 0.0151
ATR 0.0074 0.0074 0.0000 0.2% 0.0000
Volume 1,185 658 -527 -44.5% 5,582
Daily Pivots for day following 18-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.3968 1.3939 1.3799
R3 1.3892 1.3863 1.3778
R2 1.3816 1.3816 1.3771
R1 1.3787 1.3787 1.3764 1.3802
PP 1.3740 1.3740 1.3740 1.3748
S1 1.3711 1.3711 1.3750 1.3726
S2 1.3664 1.3664 1.3743
S3 1.3588 1.3635 1.3736
S4 1.3512 1.3559 1.3715
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.4112 1.4058 1.3784
R3 1.3961 1.3907 1.3743
R2 1.3810 1.3810 1.3729
R1 1.3756 1.3756 1.3715 1.3783
PP 1.3659 1.3659 1.3659 1.3673
S1 1.3605 1.3605 1.3687 1.3632
S2 1.3508 1.3508 1.3673
S3 1.3357 1.3454 1.3659
S4 1.3206 1.3303 1.3618
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3770 1.3563 0.0207 1.5% 0.0071 0.5% 94% True False 1,128
10 1.3770 1.3483 0.0287 2.1% 0.0070 0.5% 95% True False 956
20 1.3770 1.3482 0.0288 2.1% 0.0075 0.5% 95% True False 1,517
40 1.3892 1.3482 0.0410 3.0% 0.0073 0.5% 67% False False 900
60 1.3892 1.3405 0.0487 3.5% 0.0069 0.5% 72% False False 672
80 1.3892 1.3302 0.0590 4.3% 0.0064 0.5% 77% False False 507
100 1.3892 1.3302 0.0590 4.3% 0.0056 0.4% 77% False False 406
120 1.3892 1.3131 0.0761 5.5% 0.0051 0.4% 82% False False 339
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4093
2.618 1.3969
1.618 1.3893
1.000 1.3846
0.618 1.3817
HIGH 1.3770
0.618 1.3741
0.500 1.3732
0.382 1.3723
LOW 1.3694
0.618 1.3647
1.000 1.3618
1.618 1.3571
2.618 1.3495
4.250 1.3371
Fisher Pivots for day following 18-Feb-2014
Pivot 1 day 3 day
R1 1.3749 1.3731
PP 1.3740 1.3705
S1 1.3732 1.3679

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

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