CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 11-Mar-2014
Day Change Summary
Previous Current
10-Mar-2014 11-Mar-2014 Change Change % Previous Week
Open 1.3880 1.3870 -0.0010 -0.1% 1.3748
High 1.3880 1.3870 -0.0010 -0.1% 1.3888
Low 1.3869 1.3870 0.0001 0.0% 1.3736
Close 1.3869 1.3870 0.0001 0.0% 1.3869
Range 0.0011 0.0000 -0.0011 -100.0% 0.0152
ATR 0.0045 0.0042 -0.0003 -7.0% 0.0000
Volume 12 4 -8 -66.7% 108
Daily Pivots for day following 11-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.3870 1.3870 1.3870
R3 1.3870 1.3870 1.3870
R2 1.3870 1.3870 1.3870
R1 1.3870 1.3870 1.3870 1.3870
PP 1.3870 1.3870 1.3870 1.3870
S1 1.3870 1.3870 1.3870 1.3870
S2 1.3870 1.3870 1.3870
S3 1.3870 1.3870 1.3870
S4 1.3870 1.3870 1.3870
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% False False 18
10 1.3888 1.3688 0.0200 1.4% 0.0014 0.1% 91% False False 19
20 1.3888 1.3567 0.0321 2.3% 0.0022 0.2% 94% False False 20
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3870
2.618 1.3870
1.618 1.3870
1.000 1.3870
0.618 1.3870
HIGH 1.3870
0.618 1.3870
0.500 1.3870
0.382 1.3870
LOW 1.3870
0.618 1.3870
1.000 1.3870
1.618 1.3870
2.618 1.3870
4.250 1.3870
Fisher Pivots for day following 11-Mar-2014
Pivot 1 day 3 day
R1 1.3870 1.3879
PP 1.3870 1.3876
S1 1.3870 1.3873

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

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