CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 21-Mar-2014
Day Change Summary
Previous Current
20-Mar-2014 21-Mar-2014 Change Change % Previous Week
Open 1.3796 1.3808 0.0012 0.1% 1.3891
High 1.3796 1.3808 0.0012 0.1% 1.3933
Low 1.3761 1.3791 0.0030 0.2% 1.3761
Close 1.3779 1.3791 0.0012 0.1% 1.3791
Range 0.0035 0.0017 -0.0018 -51.4% 0.0172
ATR 0.0048 0.0047 -0.0001 -2.9% 0.0000
Volume 5 20 15 300.0% 45
Daily Pivots for day following 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.3848 1.3836 1.3800
R3 1.3831 1.3819 1.3796
R2 1.3814 1.3814 1.3794
R1 1.3802 1.3802 1.3793 1.3800
PP 1.3797 1.3797 1.3797 1.3795
S1 1.3785 1.3785 1.3789 1.3783
S2 1.3780 1.3780 1.3788
S3 1.3763 1.3768 1.3786
S4 1.3746 1.3751 1.3782
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.4344 1.4240 1.3886
R3 1.4172 1.4068 1.3838
R2 1.4000 1.4000 1.3823
R1 1.3896 1.3896 1.3807 1.3862
PP 1.3828 1.3828 1.3828 1.3812
S1 1.3724 1.3724 1.3775 1.3690
S2 1.3656 1.3656 1.3759
S3 1.3484 1.3552 1.3744
S4 1.3312 1.3380 1.3696
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3933 1.3761 0.0172 1.2% 0.0023 0.2% 17% False False 9
10 1.3947 1.3761 0.0186 1.3% 0.0028 0.2% 16% False False 7
20 1.3947 1.3688 0.0259 1.9% 0.0024 0.2% 40% False False 14
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 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3880
2.618 1.3853
1.618 1.3836
1.000 1.3825
0.618 1.3819
HIGH 1.3808
0.618 1.3802
0.500 1.3800
0.382 1.3797
LOW 1.3791
0.618 1.3780
1.000 1.3774
1.618 1.3763
2.618 1.3746
4.250 1.3719
Fisher Pivots for day following 21-Mar-2014
Pivot 1 day 3 day
R1 1.3800 1.3802
PP 1.3797 1.3798
S1 1.3794 1.3795

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

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