CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 18-Mar-2014
Day Change Summary
Previous Current
17-Mar-2014 18-Mar-2014 Change Change % Previous Week
Open 1.3891 1.3927 0.0036 0.3% 1.3880
High 1.3933 1.3929 -0.0004 0.0% 1.3947
Low 1.3891 1.3926 0.0035 0.3% 1.3860
Close 1.3920 1.3929 0.0009 0.1% 1.3905
Range 0.0042 0.0003 -0.0039 -92.9% 0.0087
ATR 0.0045 0.0042 -0.0003 -5.7% 0.0000
Volume 6 3 -3 -50.0% 25
Daily Pivots for day following 18-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.3937 1.3936 1.3931
R3 1.3934 1.3933 1.3930
R2 1.3931 1.3931 1.3930
R1 1.3930 1.3930 1.3929 1.3931
PP 1.3928 1.3928 1.3928 1.3928
S1 1.3927 1.3927 1.3929 1.3928
S2 1.3925 1.3925 1.3928
S3 1.3922 1.3924 1.3928
S4 1.3919 1.3921 1.3927
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.4165 1.4122 1.3953
R3 1.4078 1.4035 1.3929
R2 1.3991 1.3991 1.3921
R1 1.3948 1.3948 1.3913 1.3970
PP 1.3904 1.3904 1.3904 1.3915
S1 1.3861 1.3861 1.3897 1.3883
S2 1.3817 1.3817 1.3889
S3 1.3730 1.3774 1.3881
S4 1.3643 1.3687 1.3857
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3947 1.3860 0.0087 0.6% 0.0039 0.3% 79% False False 3
10 1.3947 1.3736 0.0211 1.5% 0.0022 0.2% 91% False False 10
20 1.3947 1.3688 0.0259 1.9% 0.0024 0.2% 93% False False 16
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3942
2.618 1.3937
1.618 1.3934
1.000 1.3932
0.618 1.3931
HIGH 1.3929
0.618 1.3928
0.500 1.3928
0.382 1.3927
LOW 1.3926
0.618 1.3924
1.000 1.3923
1.618 1.3921
2.618 1.3918
4.250 1.3913
Fisher Pivots for day following 18-Mar-2014
Pivot 1 day 3 day
R1 1.3929 1.3919
PP 1.3928 1.3908
S1 1.3928 1.3898

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

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