CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 04-Apr-2014
Day Change Summary
Previous Current
03-Apr-2014 04-Apr-2014 Change Change % Previous Week
Open 1.3784 1.3705 -0.0079 -0.6% 1.3745
High 1.3784 1.3705 -0.0079 -0.6% 1.3801
Low 1.3703 1.3689 -0.0014 -0.1% 1.3689
Close 1.3711 1.3699 -0.0012 -0.1% 1.3699
Range 0.0081 0.0016 -0.0065 -80.2% 0.0112
ATR 0.0048 0.0046 -0.0002 -3.9% 0.0000
Volume 10 16 6 60.0% 266
Daily Pivots for day following 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.3746 1.3738 1.3708
R3 1.3730 1.3722 1.3703
R2 1.3714 1.3714 1.3702
R1 1.3706 1.3706 1.3700 1.3702
PP 1.3698 1.3698 1.3698 1.3696
S1 1.3690 1.3690 1.3698 1.3686
S2 1.3682 1.3682 1.3696
S3 1.3666 1.3674 1.3695
S4 1.3650 1.3658 1.3690
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.4066 1.3994 1.3761
R3 1.3954 1.3882 1.3730
R2 1.3842 1.3842 1.3720
R1 1.3770 1.3770 1.3709 1.3750
PP 1.3730 1.3730 1.3730 1.3720
S1 1.3658 1.3658 1.3689 1.3638
S2 1.3618 1.3618 1.3678
S3 1.3506 1.3546 1.3668
S4 1.3394 1.3434 1.3637
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3801 1.3689 0.0112 0.8% 0.0040 0.3% 9% False True 53
10 1.3839 1.3689 0.0150 1.1% 0.0039 0.3% 7% False True 42
20 1.3947 1.3689 0.0258 1.9% 0.0033 0.2% 4% False True 24
40 1.3947 1.3567 0.0380 2.8% 0.0029 0.2% 35% False False 23
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3773
2.618 1.3747
1.618 1.3731
1.000 1.3721
0.618 1.3715
HIGH 1.3705
0.618 1.3699
0.500 1.3697
0.382 1.3695
LOW 1.3689
0.618 1.3679
1.000 1.3673
1.618 1.3663
2.618 1.3647
4.250 1.3621
Fisher Pivots for day following 04-Apr-2014
Pivot 1 day 3 day
R1 1.3698 1.3745
PP 1.3698 1.3730
S1 1.3697 1.3714

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

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