CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 28-Apr-2014
Day Change Summary
Previous Current
25-Apr-2014 28-Apr-2014 Change Change % Previous Week
Open 1.3843 1.3838 -0.0005 0.0% 1.3790
High 1.3843 1.3848 0.0005 0.0% 1.3849
Low 1.3825 1.3838 0.0013 0.1% 1.3788
Close 1.3830 1.3848 0.0018 0.1% 1.3830
Range 0.0018 0.0010 -0.0008 -44.4% 0.0061
ATR 0.0041 0.0039 -0.0002 -4.0% 0.0000
Volume 7 9 2 28.6% 55
Daily Pivots for day following 28-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.3875 1.3871 1.3854
R3 1.3865 1.3861 1.3851
R2 1.3855 1.3855 1.3850
R1 1.3851 1.3851 1.3849 1.3853
PP 1.3845 1.3845 1.3845 1.3846
S1 1.3841 1.3841 1.3847 1.3843
S2 1.3835 1.3835 1.3846
S3 1.3825 1.3831 1.3845
S4 1.3815 1.3821 1.3843
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% 0.0025 0.2% 98% False False 9
10 1.3859 1.3788 0.0071 0.5% 0.0023 0.2% 85% False False 14
20 1.3900 1.3689 0.0211 1.5% 0.0030 0.2% 75% False False 25
40 1.3947 1.3689 0.0258 1.9% 0.0027 0.2% 62% False False 21
60 1.3947 1.3493 0.0454 3.3% 0.0029 0.2% 78% False False 28
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3891
2.618 1.3874
1.618 1.3864
1.000 1.3858
0.618 1.3854
HIGH 1.3848
0.618 1.3844
0.500 1.3843
0.382 1.3842
LOW 1.3838
0.618 1.3832
1.000 1.3828
1.618 1.3822
2.618 1.3812
4.250 1.3796
Fisher Pivots for day following 28-Apr-2014
Pivot 1 day 3 day
R1 1.3846 1.3838
PP 1.3845 1.3828
S1 1.3843 1.3818

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

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