CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 02-Apr-2014
Day Change Summary
Previous Current
01-Apr-2014 02-Apr-2014 Change Change % Previous Week
Open 1.3791 1.3801 0.0010 0.1% 1.3789
High 1.3791 1.3801 0.0010 0.1% 1.3839
Low 1.3787 1.3753 -0.0034 -0.2% 1.3739
Close 1.3789 1.3761 -0.0028 -0.2% 1.3751
Range 0.0004 0.0048 0.0044 1,100.0% 0.0100
ATR 0.0045 0.0046 0.0000 0.4% 0.0000
Volume 75 88 13 17.3% 162
Daily Pivots for day following 02-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.3916 1.3886 1.3787
R3 1.3868 1.3838 1.3774
R2 1.3820 1.3820 1.3770
R1 1.3790 1.3790 1.3765 1.3781
PP 1.3772 1.3772 1.3772 1.3767
S1 1.3742 1.3742 1.3757 1.3733
S2 1.3724 1.3724 1.3752
S3 1.3676 1.3694 1.3748
S4 1.3628 1.3646 1.3735
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 1.3801 1.3739 0.0062 0.5% 0.0025 0.2% 35% True False 67
10 1.3839 1.3739 0.0100 0.7% 0.0034 0.2% 22% False False 42
20 1.3947 1.3739 0.0208 1.5% 0.0029 0.2% 11% False False 27
40 1.3947 1.3505 0.0442 3.2% 0.0029 0.2% 58% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4005
2.618 1.3927
1.618 1.3879
1.000 1.3849
0.618 1.3831
HIGH 1.3801
0.618 1.3783
0.500 1.3777
0.382 1.3771
LOW 1.3753
0.618 1.3723
1.000 1.3705
1.618 1.3675
2.618 1.3627
4.250 1.3549
Fisher Pivots for day following 02-Apr-2014
Pivot 1 day 3 day
R1 1.3777 1.3773
PP 1.3772 1.3769
S1 1.3766 1.3765

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

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