CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 30-Apr-2014
Day Change Summary
Previous Current
29-Apr-2014 30-Apr-2014 Change Change % Previous Week
Open 1.3854 1.3775 -0.0079 -0.6% 1.3790
High 1.3854 1.3867 0.0013 0.1% 1.3849
Low 1.3806 1.3775 -0.0031 -0.2% 1.3788
Close 1.3807 1.3867 0.0060 0.4% 1.3830
Range 0.0048 0.0092 0.0044 91.7% 0.0061
ATR 0.0040 0.0043 0.0004 9.4% 0.0000
Volume 3 10 7 233.3% 55
Daily Pivots for day following 30-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.4112 1.4082 1.3918
R3 1.4020 1.3990 1.3892
R2 1.3928 1.3928 1.3884
R1 1.3898 1.3898 1.3875 1.3913
PP 1.3836 1.3836 1.3836 1.3844
S1 1.3806 1.3806 1.3859 1.3821
S2 1.3744 1.3744 1.3850
S3 1.3652 1.3714 1.3842
S4 1.3560 1.3622 1.3816
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 1.3867 1.3775 0.0092 0.7% 0.0043 0.3% 100% True True 10
10 1.3867 1.3775 0.0092 0.7% 0.0035 0.2% 100% True True 14
20 1.3900 1.3689 0.0211 1.5% 0.0034 0.2% 84% False False 18
40 1.3947 1.3689 0.0258 1.9% 0.0030 0.2% 69% False False 20
60 1.3947 1.3505 0.0442 3.2% 0.0030 0.2% 82% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 1.4258
2.618 1.4108
1.618 1.4016
1.000 1.3959
0.618 1.3924
HIGH 1.3867
0.618 1.3832
0.500 1.3821
0.382 1.3810
LOW 1.3775
0.618 1.3718
1.000 1.3683
1.618 1.3626
2.618 1.3534
4.250 1.3384
Fisher Pivots for day following 30-Apr-2014
Pivot 1 day 3 day
R1 1.3852 1.3852
PP 1.3836 1.3836
S1 1.3821 1.3821

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

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