CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 24-Dec-2013
Day Change Summary
Previous Current
23-Dec-2013 24-Dec-2013 Change Change % Previous Week
Open 1.3693 1.3662 -0.0031 -0.2% 1.3759
High 1.3693 1.3683 -0.0010 -0.1% 1.3775
Low 1.3693 1.3662 -0.0031 -0.2% 1.3660
Close 1.3693 1.3683 -0.0010 -0.1% 1.3676
Range 0.0000 0.0021 0.0021 0.0115
ATR 0.0046 0.0045 -0.0001 -2.3% 0.0000
Volume 3 3 0 0.0% 59
Daily Pivots for day following 24-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.3739 1.3732 1.3695
R3 1.3718 1.3711 1.3689
R2 1.3697 1.3697 1.3687
R1 1.3690 1.3690 1.3685 1.3694
PP 1.3676 1.3676 1.3676 1.3678
S1 1.3669 1.3669 1.3681 1.3673
S2 1.3655 1.3655 1.3679
S3 1.3634 1.3648 1.3677
S4 1.3613 1.3627 1.3671
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.4049 1.3977 1.3739
R3 1.3934 1.3862 1.3708
R2 1.3819 1.3819 1.3697
R1 1.3747 1.3747 1.3687 1.3726
PP 1.3704 1.3704 1.3704 1.3693
S1 1.3632 1.3632 1.3665 1.3611
S2 1.3589 1.3589 1.3655
S3 1.3474 1.3517 1.3644
S4 1.3359 1.3402 1.3613
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3775 1.3660 0.0115 0.8% 0.0029 0.2% 20% False False 8
10 1.3792 1.3660 0.0132 1.0% 0.0022 0.2% 17% False False 11
20 1.3792 1.3546 0.0246 1.8% 0.0029 0.2% 56% False False 7
40 1.3792 1.3318 0.0474 3.5% 0.0026 0.2% 77% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3772
2.618 1.3738
1.618 1.3717
1.000 1.3704
0.618 1.3696
HIGH 1.3683
0.618 1.3675
0.500 1.3673
0.382 1.3670
LOW 1.3662
0.618 1.3649
1.000 1.3641
1.618 1.3628
2.618 1.3607
4.250 1.3573
Fisher Pivots for day following 24-Dec-2013
Pivot 1 day 3 day
R1 1.3680 1.3681
PP 1.3676 1.3679
S1 1.3673 1.3678

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

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