CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 29-Apr-2014
Day Change Summary
Previous Current
28-Apr-2014 29-Apr-2014 Change Change % Previous Week
Open 1.3838 1.3854 0.0016 0.1% 1.3790
High 1.3848 1.3854 0.0006 0.0% 1.3849
Low 1.3838 1.3806 -0.0032 -0.2% 1.3788
Close 1.3848 1.3807 -0.0041 -0.3% 1.3830
Range 0.0010 0.0048 0.0038 380.0% 0.0061
ATR 0.0039 0.0040 0.0001 1.6% 0.0000
Volume 9 3 -6 -66.7% 55
Daily Pivots for day following 29-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.3966 1.3935 1.3833
R3 1.3918 1.3887 1.3820
R2 1.3870 1.3870 1.3816
R1 1.3839 1.3839 1.3811 1.3831
PP 1.3822 1.3822 1.3822 1.3818
S1 1.3791 1.3791 1.3803 1.3783
S2 1.3774 1.3774 1.3798
S3 1.3726 1.3743 1.3794
S4 1.3678 1.3695 1.3781
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 1.3854 1.3788 0.0066 0.5% 0.0033 0.2% 29% True False 9
10 1.3859 1.3788 0.0071 0.5% 0.0027 0.2% 27% False False 14
20 1.3900 1.3689 0.0211 1.5% 0.0029 0.2% 56% False False 21
40 1.3947 1.3689 0.0258 1.9% 0.0028 0.2% 46% False False 20
60 1.3947 1.3496 0.0451 3.3% 0.0029 0.2% 69% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.4058
2.618 1.3980
1.618 1.3932
1.000 1.3902
0.618 1.3884
HIGH 1.3854
0.618 1.3836
0.500 1.3830
0.382 1.3824
LOW 1.3806
0.618 1.3776
1.000 1.3758
1.618 1.3728
2.618 1.3680
4.250 1.3602
Fisher Pivots for day following 29-Apr-2014
Pivot 1 day 3 day
R1 1.3830 1.3830
PP 1.3822 1.3822
S1 1.3815 1.3815

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

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