CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 17-Apr-2014
Day Change Summary
Previous Current
16-Apr-2014 17-Apr-2014 Change Change % Previous Week
Open 1.3843 1.3834 -0.0009 -0.1% 1.3708
High 1.3843 1.3859 0.0016 0.1% 1.3900
Low 1.3809 1.3813 0.0004 0.0% 1.3708
Close 1.3817 1.3814 -0.0003 0.0% 1.3883
Range 0.0034 0.0046 0.0012 35.3% 0.0192
ATR 0.0045 0.0045 0.0000 0.1% 0.0000
Volume 64 5 -59 -92.2% 93
Daily Pivots for day following 17-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.3967 1.3936 1.3839
R3 1.3921 1.3890 1.3827
R2 1.3875 1.3875 1.3822
R1 1.3844 1.3844 1.3818 1.3837
PP 1.3829 1.3829 1.3829 1.3825
S1 1.3798 1.3798 1.3810 1.3791
S2 1.3783 1.3783 1.3806
S3 1.3737 1.3752 1.3801
S4 1.3691 1.3706 1.3789
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% 0.0024 0.2% 18% False False 18
10 1.3900 1.3689 0.0211 1.5% 0.0028 0.2% 59% False False 19
20 1.3900 1.3689 0.0211 1.5% 0.0033 0.2% 59% False False 31
40 1.3947 1.3688 0.0259 1.9% 0.0029 0.2% 49% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.4055
2.618 1.3979
1.618 1.3933
1.000 1.3905
0.618 1.3887
HIGH 1.3859
0.618 1.3841
0.500 1.3836
0.382 1.3831
LOW 1.3813
0.618 1.3785
1.000 1.3767
1.618 1.3739
2.618 1.3693
4.250 1.3618
Fisher Pivots for day following 17-Apr-2014
Pivot 1 day 3 day
R1 1.3836 1.3827
PP 1.3829 1.3823
S1 1.3821 1.3818

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

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