CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 05-May-2014
Day Change Summary
Previous Current
02-May-2014 05-May-2014 Change Change % Previous Week
Open 1.3828 1.3870 0.0042 0.3% 1.3838
High 1.3867 1.3877 0.0010 0.1% 1.3879
Low 1.3811 1.3869 0.0058 0.4% 1.3775
Close 1.3867 1.3873 0.0006 0.0% 1.3867
Range 0.0056 0.0008 -0.0048 -85.7% 0.0104
ATR 0.0043 0.0040 -0.0002 -5.5% 0.0000
Volume 55 32 -23 -41.8% 90
Daily Pivots for day following 05-May-2014
Classic Woodie Camarilla DeMark
R4 1.3897 1.3893 1.3877
R3 1.3889 1.3885 1.3875
R2 1.3881 1.3881 1.3874
R1 1.3877 1.3877 1.3874 1.3879
PP 1.3873 1.3873 1.3873 1.3874
S1 1.3869 1.3869 1.3872 1.3871
S2 1.3865 1.3865 1.3872
S3 1.3857 1.3861 1.3871
S4 1.3849 1.3853 1.3869
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 1.4152 1.4114 1.3924
R3 1.4048 1.4010 1.3896
R2 1.3944 1.3944 1.3886
R1 1.3906 1.3906 1.3877 1.3925
PP 1.3840 1.3840 1.3840 1.3850
S1 1.3802 1.3802 1.3857 1.3821
S2 1.3736 1.3736 1.3848
S3 1.3632 1.3698 1.3838
S4 1.3528 1.3594 1.3810
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 0.7% 0.0044 0.3% 94% False False 22
10 1.3879 1.3775 0.0104 0.7% 0.0035 0.3% 94% False False 16
20 1.3900 1.3708 0.0192 1.4% 0.0031 0.2% 86% False False 17
40 1.3947 1.3689 0.0258 1.9% 0.0032 0.2% 71% False False 21
60 1.3947 1.3567 0.0380 2.7% 0.0029 0.2% 81% False False 21
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 False
Stretch 0.0003
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.3911
2.618 1.3898
1.618 1.3890
1.000 1.3885
0.618 1.3882
HIGH 1.3877
0.618 1.3874
0.500 1.3873
0.382 1.3872
LOW 1.3869
0.618 1.3864
1.000 1.3861
1.618 1.3856
2.618 1.3848
4.250 1.3835
Fisher Pivots for day following 05-May-2014
Pivot 1 day 3 day
R1 1.3873 1.3864
PP 1.3873 1.3854
S1 1.3873 1.3845

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

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