CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 22-Aug-2014
Day Change Summary
Previous Current
21-Aug-2014 22-Aug-2014 Change Change % Previous Week
Open 1.3266 1.3289 0.0023 0.2% 1.3402
High 1.3296 1.3304 0.0008 0.1% 1.3406
Low 1.3250 1.3230 -0.0020 -0.2% 1.3230
Close 1.3288 1.3249 -0.0039 -0.3% 1.3249
Range 0.0046 0.0074 0.0028 60.9% 0.0176
ATR 0.0049 0.0051 0.0002 3.6% 0.0000
Volume 2,050 2,421 371 18.1% 11,672
Daily Pivots for day following 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3483 1.3440 1.3290
R3 1.3409 1.3366 1.3269
R2 1.3335 1.3335 1.3263
R1 1.3292 1.3292 1.3256 1.3277
PP 1.3261 1.3261 1.3261 1.3253
S1 1.3218 1.3218 1.3242 1.3203
S2 1.3187 1.3187 1.3235
S3 1.3113 1.3144 1.3229
S4 1.3039 1.3070 1.3208
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3823 1.3712 1.3346
R3 1.3647 1.3536 1.3297
R2 1.3471 1.3471 1.3281
R1 1.3360 1.3360 1.3265 1.3328
PP 1.3295 1.3295 1.3295 1.3279
S1 1.3184 1.3184 1.3233 1.3152
S2 1.3119 1.3119 1.3217
S3 1.2943 1.3008 1.3201
S4 1.2767 1.2832 1.3152
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3406 1.3230 0.0176 1.3% 0.0056 0.4% 11% False True 2,334
10 1.3420 1.3230 0.0190 1.4% 0.0053 0.4% 10% False True 1,762
20 1.3451 1.3230 0.0221 1.7% 0.0050 0.4% 9% False True 1,737
40 1.3709 1.3230 0.0479 3.6% 0.0046 0.3% 4% False True 1,259
60 1.3709 1.3230 0.0479 3.6% 0.0049 0.4% 4% False True 939
80 1.3980 1.3230 0.0750 5.7% 0.0047 0.4% 3% False True 784
100 1.3980 1.3230 0.0750 5.7% 0.0044 0.3% 3% False True 631
120 1.3980 1.3230 0.0750 5.7% 0.0041 0.3% 3% False True 529
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.3619
2.618 1.3498
1.618 1.3424
1.000 1.3378
0.618 1.3350
HIGH 1.3304
0.618 1.3276
0.500 1.3267
0.382 1.3258
LOW 1.3230
0.618 1.3184
1.000 1.3156
1.618 1.3110
2.618 1.3036
4.250 1.2916
Fisher Pivots for day following 22-Aug-2014
Pivot 1 day 3 day
R1 1.3267 1.3280
PP 1.3261 1.3270
S1 1.3255 1.3259

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

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