CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 15-Apr-2014
Day Change Summary
Previous Current
14-Apr-2014 15-Apr-2014 Change Change % Previous Week
Open 1.3813 1.3795 -0.0018 -0.1% 1.3708
High 1.3817 1.3810 -0.0007 -0.1% 1.3900
Low 1.3811 1.3795 -0.0016 -0.1% 1.3708
Close 1.3817 1.3807 -0.0010 -0.1% 1.3883
Range 0.0006 0.0015 0.0009 150.0% 0.0192
ATR 0.0048 0.0046 -0.0002 -3.8% 0.0000
Volume 5 11 6 120.0% 93
Daily Pivots for day following 15-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.3849 1.3843 1.3815
R3 1.3834 1.3828 1.3811
R2 1.3819 1.3819 1.3810
R1 1.3813 1.3813 1.3808 1.3816
PP 1.3804 1.3804 1.3804 1.3806
S1 1.3798 1.3798 1.3806 1.3801
S2 1.3789 1.3789 1.3804
S3 1.3774 1.3783 1.3803
S4 1.3759 1.3768 1.3799
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.4406 1.4337 1.3989
R3 1.4214 1.4145 1.3936
R2 1.4022 1.4022 1.3918
R1 1.3953 1.3953 1.3901 1.3988
PP 1.3830 1.3830 1.3830 1.3848
S1 1.3761 1.3761 1.3865 1.3796
S2 1.3638 1.3638 1.3848
S3 1.3446 1.3569 1.3830
S4 1.3254 1.3377 1.3777
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3900 1.3780 0.0120 0.9% 0.0021 0.2% 23% False False 11
10 1.3900 1.3689 0.0211 1.5% 0.0033 0.2% 56% False False 22
20 1.3900 1.3689 0.0211 1.5% 0.0032 0.2% 56% False False 28
40 1.3947 1.3688 0.0259 1.9% 0.0028 0.2% 46% False False 22
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3874
2.618 1.3849
1.618 1.3834
1.000 1.3825
0.618 1.3819
HIGH 1.3810
0.618 1.3804
0.500 1.3803
0.382 1.3801
LOW 1.3795
0.618 1.3786
1.000 1.3780
1.618 1.3771
2.618 1.3756
4.250 1.3731
Fisher Pivots for day following 15-Apr-2014
Pivot 1 day 3 day
R1 1.3806 1.3848
PP 1.3804 1.3834
S1 1.3803 1.3821

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

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