CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 19-May-2014
Day Change Summary
Previous Current
16-May-2014 19-May-2014 Change Change % Previous Week
Open 1.3719 1.3719 0.0000 0.0% 1.3753
High 1.3719 1.3735 0.0016 0.1% 1.3753
Low 1.3699 1.3708 0.0009 0.1% 1.3650
Close 1.3699 1.3713 0.0014 0.1% 1.3699
Range 0.0020 0.0027 0.0007 35.0% 0.0103
ATR 0.0048 0.0048 -0.0001 -1.8% 0.0000
Volume 120 32 -88 -73.3% 322
Daily Pivots for day following 19-May-2014
Classic Woodie Camarilla DeMark
R4 1.3800 1.3783 1.3728
R3 1.3773 1.3756 1.3720
R2 1.3746 1.3746 1.3718
R1 1.3729 1.3729 1.3715 1.3724
PP 1.3719 1.3719 1.3719 1.3716
S1 1.3702 1.3702 1.3711 1.3697
S2 1.3692 1.3692 1.3708
S3 1.3665 1.3675 1.3706
S4 1.3638 1.3648 1.3698
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 1.4010 1.3957 1.3756
R3 1.3907 1.3854 1.3727
R2 1.3804 1.3804 1.3718
R1 1.3751 1.3751 1.3708 1.3726
PP 1.3701 1.3701 1.3701 1.3688
S1 1.3648 1.3648 1.3690 1.3623
S2 1.3598 1.3598 1.3680
S3 1.3495 1.3545 1.3671
S4 1.3392 1.3442 1.3642
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3752 1.3650 0.0102 0.7% 0.0043 0.3% 62% False False 62
10 1.3980 1.3650 0.0330 2.4% 0.0048 0.4% 19% False False 61
20 1.3980 1.3650 0.0330 2.4% 0.0041 0.3% 19% False False 39
40 1.3980 1.3650 0.0330 2.4% 0.0037 0.3% 19% False False 35
60 1.3980 1.3650 0.0330 2.4% 0.0033 0.2% 19% False False 28
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3850
2.618 1.3806
1.618 1.3779
1.000 1.3762
0.618 1.3752
HIGH 1.3735
0.618 1.3725
0.500 1.3722
0.382 1.3718
LOW 1.3708
0.618 1.3691
1.000 1.3681
1.618 1.3664
2.618 1.3637
4.250 1.3593
Fisher Pivots for day following 19-May-2014
Pivot 1 day 3 day
R1 1.3722 1.3706
PP 1.3719 1.3699
S1 1.3716 1.3693

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

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