CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 20-Aug-2014
Day Change Summary
Previous Current
19-Aug-2014 20-Aug-2014 Change Change % Previous Week
Open 1.3369 1.3328 -0.0041 -0.3% 1.3415
High 1.3370 1.3330 -0.0040 -0.3% 1.3420
Low 1.3322 1.3264 -0.0058 -0.4% 1.3345
Close 1.3327 1.3271 -0.0056 -0.4% 1.3406
Range 0.0048 0.0066 0.0018 37.5% 0.0075
ATR 0.0048 0.0050 0.0001 2.6% 0.0000
Volume 4,343 2,067 -2,276 -52.4% 5,952
Daily Pivots for day following 20-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3486 1.3445 1.3307
R3 1.3420 1.3379 1.3289
R2 1.3354 1.3354 1.3283
R1 1.3313 1.3313 1.3277 1.3301
PP 1.3288 1.3288 1.3288 1.3282
S1 1.3247 1.3247 1.3265 1.3235
S2 1.3222 1.3222 1.3259
S3 1.3156 1.3181 1.3253
S4 1.3090 1.3115 1.3235
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3615 1.3586 1.3447
R3 1.3540 1.3511 1.3427
R2 1.3465 1.3465 1.3420
R1 1.3436 1.3436 1.3413 1.3413
PP 1.3390 1.3390 1.3390 1.3379
S1 1.3361 1.3361 1.3399 1.3338
S2 1.3315 1.3315 1.3392
S3 1.3240 1.3286 1.3385
S4 1.3165 1.3211 1.3365
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3419 1.3264 0.0155 1.2% 0.0054 0.4% 5% False True 2,135
10 1.3440 1.3264 0.0176 1.3% 0.0055 0.4% 4% False True 1,497
20 1.3490 1.3264 0.0226 1.7% 0.0049 0.4% 3% False True 1,748
40 1.3709 1.3264 0.0445 3.4% 0.0045 0.3% 2% False True 1,163
60 1.3709 1.3264 0.0445 3.4% 0.0048 0.4% 2% False True 871
80 1.3980 1.3264 0.0716 5.4% 0.0047 0.4% 1% False True 728
100 1.3980 1.3264 0.0716 5.4% 0.0044 0.3% 1% False True 588
120 1.3980 1.3264 0.0716 5.4% 0.0041 0.3% 1% False True 492
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3611
2.618 1.3503
1.618 1.3437
1.000 1.3396
0.618 1.3371
HIGH 1.3330
0.618 1.3305
0.500 1.3297
0.382 1.3289
LOW 1.3264
0.618 1.3223
1.000 1.3198
1.618 1.3157
2.618 1.3091
4.250 1.2984
Fisher Pivots for day following 20-Aug-2014
Pivot 1 day 3 day
R1 1.3297 1.3335
PP 1.3288 1.3314
S1 1.3280 1.3292

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

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