CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 31-Dec-2013
Day Change Summary
Previous Current
30-Dec-2013 31-Dec-2013 Change Change % Previous Week
Open 1.3820 1.3780 -0.0040 -0.3% 1.3693
High 1.3820 1.3792 -0.0028 -0.2% 1.3805
Low 1.3807 1.3780 -0.0027 -0.2% 1.3662
Close 1.3807 1.3792 -0.0015 -0.1% 1.3738
Range 0.0013 0.0012 -0.0001 -7.7% 0.0143
ATR 0.0050 0.0048 -0.0002 -3.3% 0.0000
Volume 4 2 -2 -50.0% 12
Daily Pivots for day following 31-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.3824 1.3820 1.3799
R3 1.3812 1.3808 1.3795
R2 1.3800 1.3800 1.3794
R1 1.3796 1.3796 1.3793 1.3798
PP 1.3788 1.3788 1.3788 1.3789
S1 1.3784 1.3784 1.3791 1.3786
S2 1.3776 1.3776 1.3790
S3 1.3764 1.3772 1.3789
S4 1.3752 1.3760 1.3785
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.4164 1.4094 1.3817
R3 1.4021 1.3951 1.3777
R2 1.3878 1.3878 1.3764
R1 1.3808 1.3808 1.3751 1.3843
PP 1.3735 1.3735 1.3735 1.3753
S1 1.3665 1.3665 1.3725 1.3700
S2 1.3592 1.3592 1.3712
S3 1.3449 1.3522 1.3699
S4 1.3306 1.3379 1.3659
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3820 1.3662 0.0158 1.1% 0.0023 0.2% 82% False False 3
10 1.3820 1.3660 0.0160 1.2% 0.0024 0.2% 83% False False 6
20 1.3820 1.3546 0.0274 2.0% 0.0030 0.2% 90% False False 7
40 1.3820 1.3318 0.0502 3.6% 0.0025 0.2% 94% False False 5
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3843
2.618 1.3823
1.618 1.3811
1.000 1.3804
0.618 1.3799
HIGH 1.3792
0.618 1.3787
0.500 1.3786
0.382 1.3785
LOW 1.3780
0.618 1.3773
1.000 1.3768
1.618 1.3761
2.618 1.3749
4.250 1.3729
Fisher Pivots for day following 31-Dec-2013
Pivot 1 day 3 day
R1 1.3790 1.3788
PP 1.3788 1.3783
S1 1.3786 1.3779

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

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