CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 08-May-2014
Day Change Summary
Previous Current
07-May-2014 08-May-2014 Change Change % Previous Week
Open 1.3910 1.3936 0.0026 0.2% 1.3838
High 1.3912 1.3980 0.0068 0.5% 1.3879
Low 1.3910 1.3844 -0.0066 -0.5% 1.3775
Close 1.3912 1.3851 -0.0061 -0.4% 1.3867
Range 0.0002 0.0136 0.0134 6,700.0% 0.0104
ATR 0.0041 0.0047 0.0007 16.8% 0.0000
Volume 30 2 -28 -93.3% 90
Daily Pivots for day following 08-May-2014
Classic Woodie Camarilla DeMark
R4 1.4300 1.4211 1.3926
R3 1.4164 1.4075 1.3888
R2 1.4028 1.4028 1.3876
R1 1.3939 1.3939 1.3863 1.3916
PP 1.3892 1.3892 1.3892 1.3880
S1 1.3803 1.3803 1.3839 1.3780
S2 1.3756 1.3756 1.3826
S3 1.3620 1.3667 1.3814
S4 1.3484 1.3531 1.3776
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 1.3980 1.3811 0.0169 1.2% 0.0048 0.3% 24% True False 30
10 1.3980 1.3775 0.0205 1.5% 0.0043 0.3% 37% True False 19
20 1.3980 1.3775 0.0205 1.5% 0.0032 0.2% 37% True False 17
40 1.3980 1.3689 0.0291 2.1% 0.0036 0.3% 56% True False 22
60 1.3980 1.3567 0.0413 3.0% 0.0031 0.2% 69% True False 21
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 0.0006
Widest range in 71 trading days
Fibonacci Retracements and Extensions
4.250 1.4558
2.618 1.4336
1.618 1.4200
1.000 1.4116
0.618 1.4064
HIGH 1.3980
0.618 1.3928
0.500 1.3912
0.382 1.3896
LOW 1.3844
0.618 1.3760
1.000 1.3708
1.618 1.3624
2.618 1.3488
4.250 1.3266
Fisher Pivots for day following 08-May-2014
Pivot 1 day 3 day
R1 1.3912 1.3912
PP 1.3892 1.3892
S1 1.3871 1.3871

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

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