CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 12-Feb-2014
Day Change Summary
Previous Current
11-Feb-2014 12-Feb-2014 Change Change % Previous Week
Open 1.3664 1.3638 -0.0026 -0.2% 1.3499
High 1.3664 1.3638 -0.0026 -0.2% 1.3633
Low 1.3642 1.3567 -0.0075 -0.5% 1.3496
Close 1.3642 1.3599 -0.0043 -0.3% 1.3633
Range 0.0022 0.0071 0.0049 222.7% 0.0137
ATR
Volume 7 1 -6 -85.7% 106
Daily Pivots for day following 12-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.3814 1.3778 1.3638
R3 1.3743 1.3707 1.3619
R2 1.3672 1.3672 1.3612
R1 1.3636 1.3636 1.3606 1.3619
PP 1.3601 1.3601 1.3601 1.3593
S1 1.3565 1.3565 1.3592 1.3548
S2 1.3530 1.3530 1.3586
S3 1.3459 1.3494 1.3579
S4 1.3388 1.3423 1.3560
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.3998 1.3953 1.3708
R3 1.3861 1.3816 1.3671
R2 1.3724 1.3724 1.3658
R1 1.3679 1.3679 1.3646 1.3702
PP 1.3587 1.3587 1.3587 1.3599
S1 1.3542 1.3542 1.3620 1.3565
S2 1.3450 1.3450 1.3608
S3 1.3313 1.3405 1.3595
S4 1.3176 1.3268 1.3558
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3664 1.3529 0.0135 1.0% 0.0044 0.3% 52% False False 10
10 1.3664 1.3493 0.0171 1.3% 0.0040 0.3% 62% False False 58
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.3940
2.618 1.3824
1.618 1.3753
1.000 1.3709
0.618 1.3682
HIGH 1.3638
0.618 1.3611
0.500 1.3603
0.382 1.3594
LOW 1.3567
0.618 1.3523
1.000 1.3496
1.618 1.3452
2.618 1.3381
4.250 1.3265
Fisher Pivots for day following 12-Feb-2014
Pivot 1 day 3 day
R1 1.3603 1.3616
PP 1.3601 1.3610
S1 1.3600 1.3605

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

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