CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 25-Apr-2014
Day Change Summary
Previous Current
24-Apr-2014 25-Apr-2014 Change Change % Previous Week
Open 1.3833 1.3843 0.0010 0.1% 1.3790
High 1.3833 1.3843 0.0010 0.1% 1.3849
Low 1.3788 1.3825 0.0037 0.3% 1.3788
Close 1.3819 1.3830 0.0011 0.1% 1.3830
Range 0.0045 0.0018 -0.0027 -60.0% 0.0061
ATR 0.0042 0.0041 -0.0001 -3.1% 0.0000
Volume 21 7 -14 -66.7% 55
Daily Pivots for day following 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.3887 1.3876 1.3840
R3 1.3869 1.3858 1.3835
R2 1.3851 1.3851 1.3833
R1 1.3840 1.3840 1.3832 1.3837
PP 1.3833 1.3833 1.3833 1.3831
S1 1.3822 1.3822 1.3828 1.3819
S2 1.3815 1.3815 1.3827
S3 1.3797 1.3804 1.3825
S4 1.3779 1.3786 1.3820
Weekly Pivots for week ending 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.4005 1.3979 1.3864
R3 1.3944 1.3918 1.3847
R2 1.3883 1.3883 1.3841
R1 1.3857 1.3857 1.3836 1.3870
PP 1.3822 1.3822 1.3822 1.3829
S1 1.3796 1.3796 1.3824 1.3809
S2 1.3761 1.3761 1.3819
S3 1.3700 1.3735 1.3813
S4 1.3639 1.3674 1.3796
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3849 1.3788 0.0061 0.4% 0.0023 0.2% 69% False False 11
10 1.3900 1.3788 0.0112 0.8% 0.0023 0.2% 38% False False 14
20 1.3900 1.3689 0.0211 1.5% 0.0030 0.2% 67% False False 29
40 1.3947 1.3689 0.0258 1.9% 0.0027 0.2% 55% False False 21
60 1.3947 1.3493 0.0454 3.3% 0.0030 0.2% 74% False False 28
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 True
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3920
2.618 1.3890
1.618 1.3872
1.000 1.3861
0.618 1.3854
HIGH 1.3843
0.618 1.3836
0.500 1.3834
0.382 1.3832
LOW 1.3825
0.618 1.3814
1.000 1.3807
1.618 1.3796
2.618 1.3778
4.250 1.3749
Fisher Pivots for day following 25-Apr-2014
Pivot 1 day 3 day
R1 1.3834 1.3826
PP 1.3833 1.3822
S1 1.3831 1.3819

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

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