CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 10-Apr-2014
Day Change Summary
Previous Current
09-Apr-2014 10-Apr-2014 Change Change % Previous Week
Open 1.3790 1.3887 0.0097 0.7% 1.3745
High 1.3848 1.3887 0.0039 0.3% 1.3801
Low 1.3780 1.3887 0.0107 0.8% 1.3689
Close 1.3848 1.3887 0.0039 0.3% 1.3699
Range 0.0068 0.0000 -0.0068 -100.0% 0.0112
ATR 0.0049 0.0048 -0.0001 -1.4% 0.0000
Volume 15 20 5 33.3% 266
Daily Pivots for day following 10-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.3887 1.3887 1.3887
R3 1.3887 1.3887 1.3887
R2 1.3887 1.3887 1.3887
R1 1.3887 1.3887 1.3887 1.3887
PP 1.3887 1.3887 1.3887 1.3887
S1 1.3887 1.3887 1.3887 1.3887
S2 1.3887 1.3887 1.3887
S3 1.3887 1.3887 1.3887
S4 1.3887 1.3887 1.3887
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 1.3887 1.3689 0.0198 1.4% 0.0032 0.2% 100% True False 20
10 1.3887 1.3689 0.0198 1.4% 0.0036 0.3% 100% True False 43
20 1.3933 1.3689 0.0244 1.8% 0.0035 0.3% 81% False False 28
40 1.3947 1.3667 0.0280 2.0% 0.0028 0.2% 79% False False 24
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0001
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1.3887
2.618 1.3887
1.618 1.3887
1.000 1.3887
0.618 1.3887
HIGH 1.3887
0.618 1.3887
0.500 1.3887
0.382 1.3887
LOW 1.3887
0.618 1.3887
1.000 1.3887
1.618 1.3887
2.618 1.3887
4.250 1.3887
Fisher Pivots for day following 10-Apr-2014
Pivot 1 day 3 day
R1 1.3887 1.3865
PP 1.3887 1.3843
S1 1.3887 1.3821

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

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