CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 26-Aug-2014
Day Change Summary
Previous Current
25-Aug-2014 26-Aug-2014 Change Change % Previous Week
Open 1.3210 1.3197 -0.0013 -0.1% 1.3402
High 1.3218 1.3222 0.0004 0.0% 1.3406
Low 1.3193 1.3173 -0.0020 -0.2% 1.3230
Close 1.3201 1.3181 -0.0020 -0.2% 1.3249
Range 0.0025 0.0049 0.0024 96.0% 0.0176
ATR 0.0051 0.0051 0.0000 -0.3% 0.0000
Volume 1,860 5,065 3,205 172.3% 11,672
Daily Pivots for day following 26-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3339 1.3309 1.3208
R3 1.3290 1.3260 1.3194
R2 1.3241 1.3241 1.3190
R1 1.3211 1.3211 1.3185 1.3202
PP 1.3192 1.3192 1.3192 1.3187
S1 1.3162 1.3162 1.3177 1.3153
S2 1.3143 1.3143 1.3172
S3 1.3094 1.3113 1.3168
S4 1.3045 1.3064 1.3154
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 1.3330 1.3173 0.0157 1.2% 0.0052 0.4% 5% False True 2,692
10 1.3420 1.3173 0.0247 1.9% 0.0053 0.4% 3% False True 2,295
20 1.3451 1.3173 0.0278 2.1% 0.0051 0.4% 3% False True 2,006
40 1.3709 1.3173 0.0536 4.1% 0.0045 0.3% 1% False True 1,418
60 1.3709 1.3173 0.0536 4.1% 0.0049 0.4% 1% False True 1,050
80 1.3980 1.3173 0.0807 6.1% 0.0047 0.4% 1% False True 870
100 1.3980 1.3173 0.0807 6.1% 0.0044 0.3% 1% False True 699
120 1.3980 1.3173 0.0807 6.1% 0.0042 0.3% 1% False True 587
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3430
2.618 1.3350
1.618 1.3301
1.000 1.3271
0.618 1.3252
HIGH 1.3222
0.618 1.3203
0.500 1.3198
0.382 1.3192
LOW 1.3173
0.618 1.3143
1.000 1.3124
1.618 1.3094
2.618 1.3045
4.250 1.2965
Fisher Pivots for day following 26-Aug-2014
Pivot 1 day 3 day
R1 1.3198 1.3239
PP 1.3192 1.3219
S1 1.3187 1.3200

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

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