CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 21-Feb-2014
Day Change Summary
Previous Current
20-Feb-2014 21-Feb-2014 Change Change % Previous Week
Open 1.3708 1.3753 0.0045 0.3% 1.3732
High 1.3729 1.3753 0.0024 0.2% 1.3764
Low 1.3691 1.3732 0.0041 0.3% 1.3691
Close 1.3725 1.3749 0.0024 0.2% 1.3749
Range 0.0038 0.0021 -0.0017 -44.7% 0.0073
ATR 0.0045 0.0044 -0.0001 -2.7% 0.0000
Volume 12 20 8 66.7% 89
Daily Pivots for day following 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.3808 1.3799 1.3761
R3 1.3787 1.3778 1.3755
R2 1.3766 1.3766 1.3753
R1 1.3757 1.3757 1.3751 1.3751
PP 1.3745 1.3745 1.3745 1.3742
S1 1.3736 1.3736 1.3747 1.3730
S2 1.3724 1.3724 1.3745
S3 1.3703 1.3715 1.3743
S4 1.3682 1.3694 1.3737
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.3954 1.3924 1.3789
R3 1.3881 1.3851 1.3769
R2 1.3808 1.3808 1.3762
R1 1.3778 1.3778 1.3756 1.3793
PP 1.3735 1.3735 1.3735 1.3742
S1 1.3705 1.3705 1.3742 1.3720
S2 1.3662 1.3662 1.3736
S3 1.3589 1.3632 1.3729
S4 1.3516 1.3559 1.3709
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3764 1.3691 0.0073 0.5% 0.0022 0.2% 79% False False 20
10 1.3764 1.3567 0.0197 1.4% 0.0027 0.2% 92% False False 21
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3842
2.618 1.3808
1.618 1.3787
1.000 1.3774
0.618 1.3766
HIGH 1.3753
0.618 1.3745
0.500 1.3743
0.382 1.3740
LOW 1.3732
0.618 1.3719
1.000 1.3711
1.618 1.3698
2.618 1.3677
4.250 1.3643
Fisher Pivots for day following 21-Feb-2014
Pivot 1 day 3 day
R1 1.3747 1.3741
PP 1.3745 1.3734
S1 1.3743 1.3726

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

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