CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 28-Mar-2014
Day Change Summary
Previous Current
27-Mar-2014 28-Mar-2014 Change Change % Previous Week
Open 1.3739 1.3739 0.0000 0.0% 1.3789
High 1.3747 1.3751 0.0004 0.0% 1.3839
Low 1.3739 1.3739 0.0000 0.0% 1.3739
Close 1.3747 1.3751 0.0004 0.0% 1.3751
Range 0.0008 0.0012 0.0004 50.0% 0.0100
ATR 0.0050 0.0047 -0.0003 -5.4% 0.0000
Volume 17 81 64 376.5% 162
Daily Pivots for day following 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.3783 1.3779 1.3758
R3 1.3771 1.3767 1.3754
R2 1.3759 1.3759 1.3753
R1 1.3755 1.3755 1.3752 1.3757
PP 1.3747 1.3747 1.3747 1.3748
S1 1.3743 1.3743 1.3750 1.3745
S2 1.3735 1.3735 1.3749
S3 1.3723 1.3731 1.3748
S4 1.3711 1.3719 1.3744
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.4076 1.4014 1.3806
R3 1.3976 1.3914 1.3779
R2 1.3876 1.3876 1.3769
R1 1.3814 1.3814 1.3760 1.3795
PP 1.3776 1.3776 1.3776 1.3767
S1 1.3714 1.3714 1.3742 1.3695
S2 1.3676 1.3676 1.3733
S3 1.3576 1.3614 1.3724
S4 1.3476 1.3514 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 1.3739 0.0100 0.7% 0.0037 0.3% 12% False True 32
10 1.3933 1.3739 0.0194 1.4% 0.0030 0.2% 6% False True 20
20 1.3947 1.3736 0.0211 1.5% 0.0025 0.2% 7% False False 17
40 1.3947 1.3493 0.0454 3.3% 0.0028 0.2% 57% False False 30
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3802
2.618 1.3782
1.618 1.3770
1.000 1.3763
0.618 1.3758
HIGH 1.3751
0.618 1.3746
0.500 1.3745
0.382 1.3744
LOW 1.3739
0.618 1.3732
1.000 1.3727
1.618 1.3720
2.618 1.3708
4.250 1.3688
Fisher Pivots for day following 28-Mar-2014
Pivot 1 day 3 day
R1 1.3749 1.3778
PP 1.3747 1.3769
S1 1.3745 1.3760

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

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