CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 18-Jul-2014
Day Change Summary
Previous Current
17-Jul-2014 18-Jul-2014 Change Change % Previous Week
Open 1.3536 1.3536 0.0000 0.0% 1.3613
High 1.3546 1.3542 -0.0004 0.0% 1.3648
Low 1.3525 1.3501 -0.0024 -0.2% 1.3501
Close 1.3535 1.3533 -0.0002 0.0% 1.3533
Range 0.0021 0.0041 0.0020 95.2% 0.0147
ATR 0.0046 0.0045 0.0000 -0.7% 0.0000
Volume 637 295 -342 -53.7% 2,021
Daily Pivots for day following 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3648 1.3632 1.3556
R3 1.3607 1.3591 1.3544
R2 1.3566 1.3566 1.3541
R1 1.3550 1.3550 1.3537 1.3538
PP 1.3525 1.3525 1.3525 1.3519
S1 1.3509 1.3509 1.3529 1.3497
S2 1.3484 1.3484 1.3525
S3 1.3443 1.3468 1.3522
S4 1.3402 1.3427 1.3510
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.4002 1.3914 1.3614
R3 1.3855 1.3767 1.3573
R2 1.3708 1.3708 1.3560
R1 1.3620 1.3620 1.3546 1.3591
PP 1.3561 1.3561 1.3561 1.3546
S1 1.3473 1.3473 1.3520 1.3444
S2 1.3414 1.3414 1.3506
S3 1.3267 1.3326 1.3493
S4 1.3120 1.3179 1.3452
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3648 1.3501 0.0147 1.1% 0.0043 0.3% 22% False True 404
10 1.3657 1.3501 0.0156 1.2% 0.0040 0.3% 21% False True 689
20 1.3709 1.3501 0.0208 1.5% 0.0043 0.3% 15% False True 528
40 1.3709 1.3501 0.0208 1.5% 0.0048 0.4% 15% False True 465
60 1.3980 1.3501 0.0479 3.5% 0.0046 0.3% 7% False True 357
80 1.3980 1.3501 0.0479 3.5% 0.0042 0.3% 7% False True 275
100 1.3980 1.3501 0.0479 3.5% 0.0039 0.3% 7% False True 223
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 1.3716
2.618 1.3649
1.618 1.3608
1.000 1.3583
0.618 1.3567
HIGH 1.3542
0.618 1.3526
0.500 1.3522
0.382 1.3517
LOW 1.3501
0.618 1.3476
1.000 1.3460
1.618 1.3435
2.618 1.3394
4.250 1.3327
Fisher Pivots for day following 18-Jul-2014
Pivot 1 day 3 day
R1 1.3529 1.3539
PP 1.3525 1.3537
S1 1.3522 1.3535

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

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