CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 15-May-2014
Day Change Summary
Previous Current
14-May-2014 15-May-2014 Change Change % Previous Week
Open 1.3707 1.3662 -0.0045 -0.3% 1.3870
High 1.3735 1.3729 -0.0006 0.0% 1.3980
Low 1.3705 1.3650 -0.0055 -0.4% 1.3744
Close 1.3706 1.3717 0.0011 0.1% 1.3744
Range 0.0030 0.0079 0.0049 163.3% 0.0236
ATR 0.0048 0.0051 0.0002 4.5% 0.0000
Volume 53 67 14 26.4% 297
Daily Pivots for day following 15-May-2014
Classic Woodie Camarilla DeMark
R4 1.3936 1.3905 1.3760
R3 1.3857 1.3826 1.3739
R2 1.3778 1.3778 1.3731
R1 1.3747 1.3747 1.3724 1.3763
PP 1.3699 1.3699 1.3699 1.3706
S1 1.3668 1.3668 1.3710 1.3684
S2 1.3620 1.3620 1.3703
S3 1.3541 1.3589 1.3695
S4 1.3462 1.3510 1.3674
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 1.3833 1.3650 0.0183 1.3% 0.0051 0.4% 37% False True 80
10 1.3980 1.3650 0.0330 2.4% 0.0050 0.4% 20% False True 55
20 1.3980 1.3650 0.0330 2.4% 0.0041 0.3% 20% False True 32
40 1.3980 1.3650 0.0330 2.4% 0.0037 0.3% 20% False True 31
60 1.3980 1.3650 0.0330 2.4% 0.0033 0.2% 20% False True 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4065
2.618 1.3936
1.618 1.3857
1.000 1.3808
0.618 1.3778
HIGH 1.3729
0.618 1.3699
0.500 1.3690
0.382 1.3680
LOW 1.3650
0.618 1.3601
1.000 1.3571
1.618 1.3522
2.618 1.3443
4.250 1.3314
Fisher Pivots for day following 15-May-2014
Pivot 1 day 3 day
R1 1.3708 1.3712
PP 1.3699 1.3706
S1 1.3690 1.3701

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

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