CME Euro FX (E) Future September 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 1.3767 1.3733 -0.0034 -0.2% 1.3742
High 1.3771 1.3733 -0.0038 -0.3% 1.3823
Low 1.3735 1.3733 -0.0002 0.0% 1.3648
Close 1.3737 1.3733 -0.0004 0.0% 1.3823
Range 0.0036 0.0000 -0.0036 -100.0% 0.0175
ATR 0.0056 0.0052 -0.0004 -6.6% 0.0000
Volume 715 624 -91 -12.7% 180
Daily Pivots for day following 05-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.3733 1.3733 1.3733
R3 1.3733 1.3733 1.3733
R2 1.3733 1.3733 1.3733
R1 1.3733 1.3733 1.3733 1.3733
PP 1.3733 1.3733 1.3733 1.3733
S1 1.3733 1.3733 1.3733 1.3733
S2 1.3733 1.3733 1.3733
S3 1.3733 1.3733 1.3733
S4 1.3733 1.3733 1.3733
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.4290 1.4231 1.3919
R3 1.4115 1.4056 1.3871
R2 1.3940 1.3940 1.3855
R1 1.3881 1.3881 1.3839 1.3911
PP 1.3765 1.3765 1.3765 1.3779
S1 1.3706 1.3706 1.3807 1.3736
S2 1.3590 1.3590 1.3791
S3 1.3415 1.3531 1.3775
S4 1.3240 1.3356 1.3727
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3823 1.3648 0.0175 1.3% 0.0056 0.4% 49% False False 304
10 1.3823 1.3648 0.0175 1.3% 0.0043 0.3% 49% False False 168
20 1.3823 1.3490 0.0333 2.4% 0.0042 0.3% 73% False False 98
40 1.3823 1.3488 0.0335 2.4% 0.0040 0.3% 73% False False 184
60 1.3823 1.3488 0.0335 2.4% 0.0034 0.2% 73% False False 125
80 1.3823 1.3318 0.0505 3.7% 0.0033 0.2% 82% False False 95
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0002
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1.3733
2.618 1.3733
1.618 1.3733
1.000 1.3733
0.618 1.3733
HIGH 1.3733
0.618 1.3733
0.500 1.3733
0.382 1.3733
LOW 1.3733
0.618 1.3733
1.000 1.3733
1.618 1.3733
2.618 1.3733
4.250 1.3733
Fisher Pivots for day following 05-Mar-2014
Pivot 1 day 3 day
R1 1.3733 1.3762
PP 1.3733 1.3752
S1 1.3733 1.3743

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

View Archives - Comment on this page... - Back to Index of Symbols