CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 26-Mar-2014
Day Change Summary
Previous Current
25-Mar-2014 26-Mar-2014 Change Change % Previous Week
Open 1.3814 1.3817 0.0003 0.0% 1.3891
High 1.3826 1.3817 -0.0009 -0.1% 1.3933
Low 1.3759 1.3790 0.0031 0.2% 1.3761
Close 1.3826 1.3790 -0.0036 -0.3% 1.3791
Range 0.0067 0.0027 -0.0040 -59.7% 0.0172
ATR 0.0051 0.0050 -0.0001 -2.1% 0.0000
Volume 56 6 -50 -89.3% 45
Daily Pivots for day following 26-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.3880 1.3862 1.3805
R3 1.3853 1.3835 1.3797
R2 1.3826 1.3826 1.3795
R1 1.3808 1.3808 1.3792 1.3804
PP 1.3799 1.3799 1.3799 1.3797
S1 1.3781 1.3781 1.3788 1.3777
S2 1.3772 1.3772 1.3785
S3 1.3745 1.3754 1.3783
S4 1.3718 1.3727 1.3775
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 1.3839 1.3759 0.0080 0.6% 0.0044 0.3% 39% False False 17
10 1.3947 1.3759 0.0188 1.4% 0.0042 0.3% 16% False False 11
20 1.3947 1.3689 0.0258 1.9% 0.0026 0.2% 39% False False 12
40 1.3947 1.3493 0.0454 3.3% 0.0029 0.2% 65% False False 28
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3932
2.618 1.3888
1.618 1.3861
1.000 1.3844
0.618 1.3834
HIGH 1.3817
0.618 1.3807
0.500 1.3804
0.382 1.3800
LOW 1.3790
0.618 1.3773
1.000 1.3763
1.618 1.3746
2.618 1.3719
4.250 1.3675
Fisher Pivots for day following 26-Mar-2014
Pivot 1 day 3 day
R1 1.3804 1.3799
PP 1.3799 1.3796
S1 1.3795 1.3793

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

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