CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 17-Dec-2013
Day Change Summary
Previous Current
16-Dec-2013 17-Dec-2013 Change Change % Previous Week
Open 1.3759 1.3767 0.0008 0.1% 1.3711
High 1.3774 1.3767 -0.0007 -0.1% 1.3792
Low 1.3758 1.3767 0.0009 0.1% 1.3711
Close 1.3762 1.3767 0.0005 0.0% 1.3734
Range 0.0016 0.0000 -0.0016 -100.0% 0.0081
ATR 0.0046 0.0043 -0.0003 -6.4% 0.0000
Volume 8 17 9 112.5% 53
Daily Pivots for day following 17-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.3767 1.3767 1.3767
R3 1.3767 1.3767 1.3767
R2 1.3767 1.3767 1.3767
R1 1.3767 1.3767 1.3767 1.3767
PP 1.3767 1.3767 1.3767 1.3767
S1 1.3767 1.3767 1.3767 1.3767
S2 1.3767 1.3767 1.3767
S3 1.3767 1.3767 1.3767
S4 1.3767 1.3767 1.3767
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.3989 1.3942 1.3779
R3 1.3908 1.3861 1.3756
R2 1.3827 1.3827 1.3749
R1 1.3780 1.3780 1.3741 1.3804
PP 1.3746 1.3746 1.3746 1.3757
S1 1.3699 1.3699 1.3727 1.3723
S2 1.3665 1.3665 1.3719
S3 1.3584 1.3618 1.3712
S4 1.3503 1.3537 1.3689
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3792 1.3734 0.0058 0.4% 0.0015 0.1% 57% False False 14
10 1.3792 1.3576 0.0216 1.6% 0.0031 0.2% 88% False False 9
20 1.3792 1.3429 0.0363 2.6% 0.0023 0.2% 93% False False 5
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3767
2.618 1.3767
1.618 1.3767
1.000 1.3767
0.618 1.3767
HIGH 1.3767
0.618 1.3767
0.500 1.3767
0.382 1.3767
LOW 1.3767
0.618 1.3767
1.000 1.3767
1.618 1.3767
2.618 1.3767
4.250 1.3767
Fisher Pivots for day following 17-Dec-2013
Pivot 1 day 3 day
R1 1.3767 1.3763
PP 1.3767 1.3758
S1 1.3767 1.3754

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

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