CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 13-Feb-2014
Day Change Summary
Previous Current
12-Feb-2014 13-Feb-2014 Change Change % Previous Week
Open 1.3638 1.3680 0.0042 0.3% 1.3499
High 1.3638 1.3680 0.0042 0.3% 1.3633
Low 1.3567 1.3667 0.0100 0.7% 1.3496
Close 1.3599 1.3680 0.0081 0.6% 1.3633
Range 0.0071 0.0013 -0.0058 -81.7% 0.0137
ATR
Volume 1 77 76 7,600.0% 106
Daily Pivots for day following 13-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.3715 1.3710 1.3687
R3 1.3702 1.3697 1.3684
R2 1.3689 1.3689 1.3682
R1 1.3684 1.3684 1.3681 1.3687
PP 1.3676 1.3676 1.3676 1.3677
S1 1.3671 1.3671 1.3679 1.3674
S2 1.3663 1.3663 1.3678
S3 1.3650 1.3658 1.3676
S4 1.3637 1.3645 1.3673
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 1.3680 1.3567 0.0113 0.8% 0.0033 0.2% 100% True False 23
10 1.3680 1.3493 0.0187 1.4% 0.0035 0.3% 100% True False 65
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3735
2.618 1.3714
1.618 1.3701
1.000 1.3693
0.618 1.3688
HIGH 1.3680
0.618 1.3675
0.500 1.3674
0.382 1.3672
LOW 1.3667
0.618 1.3659
1.000 1.3654
1.618 1.3646
2.618 1.3633
4.250 1.3612
Fisher Pivots for day following 13-Feb-2014
Pivot 1 day 3 day
R1 1.3678 1.3661
PP 1.3676 1.3642
S1 1.3674 1.3624

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

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