CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 16-Apr-2014
Day Change Summary
Previous Current
15-Apr-2014 16-Apr-2014 Change Change % Previous Week
Open 1.3795 1.3843 0.0048 0.3% 1.3708
High 1.3810 1.3843 0.0033 0.2% 1.3900
Low 1.3795 1.3809 0.0014 0.1% 1.3708
Close 1.3807 1.3817 0.0010 0.1% 1.3883
Range 0.0015 0.0034 0.0019 126.7% 0.0192
ATR 0.0046 0.0045 -0.0001 -1.5% 0.0000
Volume 11 64 53 481.8% 93
Daily Pivots for day following 16-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.3925 1.3905 1.3836
R3 1.3891 1.3871 1.3826
R2 1.3857 1.3857 1.3823
R1 1.3837 1.3837 1.3820 1.3830
PP 1.3823 1.3823 1.3823 1.3820
S1 1.3803 1.3803 1.3814 1.3796
S2 1.3789 1.3789 1.3811
S3 1.3755 1.3769 1.3808
S4 1.3721 1.3735 1.3798
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 1.3795 0.0105 0.8% 0.0014 0.1% 21% False False 21
10 1.3900 1.3689 0.0211 1.5% 0.0032 0.2% 61% False False 19
20 1.3900 1.3689 0.0211 1.5% 0.0033 0.2% 61% False False 31
40 1.3947 1.3688 0.0259 1.9% 0.0029 0.2% 50% False False 22
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3988
2.618 1.3932
1.618 1.3898
1.000 1.3877
0.618 1.3864
HIGH 1.3843
0.618 1.3830
0.500 1.3826
0.382 1.3822
LOW 1.3809
0.618 1.3788
1.000 1.3775
1.618 1.3754
2.618 1.3720
4.250 1.3665
Fisher Pivots for day following 16-Apr-2014
Pivot 1 day 3 day
R1 1.3826 1.3819
PP 1.3823 1.3818
S1 1.3820 1.3818

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

View Archives - Comment on this page... - Back to Index of Symbols