CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 13-May-2014
Day Change Summary
Previous Current
12-May-2014 13-May-2014 Change Change % Previous Week
Open 1.3753 1.3750 -0.0003 0.0% 1.3870
High 1.3753 1.3752 -0.0001 0.0% 1.3980
Low 1.3753 1.3695 -0.0058 -0.4% 1.3744
Close 1.3753 1.3697 -0.0056 -0.4% 1.3744
Range 0.0000 0.0057 0.0057 0.0236
ATR 0.0049 0.0049 0.0001 1.4% 0.0000
Volume 41 41 0 0.0% 297
Daily Pivots for day following 13-May-2014
Classic Woodie Camarilla DeMark
R4 1.3886 1.3848 1.3728
R3 1.3829 1.3791 1.3713
R2 1.3772 1.3772 1.3707
R1 1.3734 1.3734 1.3702 1.3725
PP 1.3715 1.3715 1.3715 1.3710
S1 1.3677 1.3677 1.3692 1.3668
S2 1.3658 1.3658 1.3687
S3 1.3601 1.3620 1.3681
S4 1.3544 1.3563 1.3666
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 1.4531 1.4373 1.3874
R3 1.4295 1.4137 1.3809
R2 1.4059 1.4059 1.3787
R1 1.3901 1.3901 1.3766 1.3862
PP 1.3823 1.3823 1.3823 1.3803
S1 1.3665 1.3665 1.3722 1.3626
S2 1.3587 1.3587 1.3701
S3 1.3351 1.3429 1.3679
S4 1.3115 1.3193 1.3614
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3980 1.3695 0.0285 2.1% 0.0057 0.4% 1% False True 62
10 1.3980 1.3695 0.0285 2.1% 0.0050 0.4% 1% False True 45
20 1.3980 1.3695 0.0285 2.1% 0.0038 0.3% 1% False True 30
40 1.3980 1.3689 0.0291 2.1% 0.0035 0.3% 3% False False 29
60 1.3980 1.3688 0.0292 2.1% 0.0032 0.2% 3% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3994
2.618 1.3901
1.618 1.3844
1.000 1.3809
0.618 1.3787
HIGH 1.3752
0.618 1.3730
0.500 1.3724
0.382 1.3717
LOW 1.3695
0.618 1.3660
1.000 1.3638
1.618 1.3603
2.618 1.3546
4.250 1.3453
Fisher Pivots for day following 13-May-2014
Pivot 1 day 3 day
R1 1.3724 1.3764
PP 1.3715 1.3742
S1 1.3706 1.3719

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

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