CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 01-May-2014
Day Change Summary
Previous Current
30-Apr-2014 01-May-2014 Change Change % Previous Week
Open 1.3775 1.3879 0.0104 0.8% 1.3790
High 1.3867 1.3879 0.0012 0.1% 1.3849
Low 1.3775 1.3861 0.0086 0.6% 1.3788
Close 1.3867 1.3861 -0.0006 0.0% 1.3830
Range 0.0092 0.0018 -0.0074 -80.4% 0.0061
ATR 0.0043 0.0042 -0.0002 -4.2% 0.0000
Volume 10 13 3 30.0% 55
Daily Pivots for day following 01-May-2014
Classic Woodie Camarilla DeMark
R4 1.3921 1.3909 1.3871
R3 1.3903 1.3891 1.3866
R2 1.3885 1.3885 1.3864
R1 1.3873 1.3873 1.3863 1.3870
PP 1.3867 1.3867 1.3867 1.3866
S1 1.3855 1.3855 1.3859 1.3852
S2 1.3849 1.3849 1.3858
S3 1.3831 1.3837 1.3856
S4 1.3813 1.3819 1.3851
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 1.3879 1.3775 0.0104 0.8% 0.0037 0.3% 83% True False 8
10 1.3879 1.3775 0.0104 0.8% 0.0033 0.2% 83% True False 9
20 1.3900 1.3689 0.0211 1.5% 0.0032 0.2% 82% False False 14
40 1.3947 1.3689 0.0258 1.9% 0.0031 0.2% 67% False False 20
60 1.3947 1.3505 0.0442 3.2% 0.0030 0.2% 81% False False 20
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 False
Bear Hook False
Bull Hook True
Stretch 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3956
2.618 1.3926
1.618 1.3908
1.000 1.3897
0.618 1.3890
HIGH 1.3879
0.618 1.3872
0.500 1.3870
0.382 1.3868
LOW 1.3861
0.618 1.3850
1.000 1.3843
1.618 1.3832
2.618 1.3814
4.250 1.3785
Fisher Pivots for day following 01-May-2014
Pivot 1 day 3 day
R1 1.3870 1.3850
PP 1.3867 1.3838
S1 1.3864 1.3827

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

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