CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 27-Aug-2014
Day Change Summary
Previous Current
26-Aug-2014 27-Aug-2014 Change Change % Previous Week
Open 1.3197 1.3179 -0.0018 -0.1% 1.3402
High 1.3222 1.3218 -0.0004 0.0% 1.3406
Low 1.3173 1.3161 -0.0012 -0.1% 1.3230
Close 1.3181 1.3204 0.0023 0.2% 1.3249
Range 0.0049 0.0057 0.0008 16.3% 0.0176
ATR 0.0051 0.0052 0.0000 0.8% 0.0000
Volume 5,065 2,906 -2,159 -42.6% 11,672
Daily Pivots for day following 27-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3365 1.3342 1.3235
R3 1.3308 1.3285 1.3220
R2 1.3251 1.3251 1.3214
R1 1.3228 1.3228 1.3209 1.3240
PP 1.3194 1.3194 1.3194 1.3200
S1 1.3171 1.3171 1.3199 1.3183
S2 1.3137 1.3137 1.3194
S3 1.3080 1.3114 1.3188
S4 1.3023 1.3057 1.3173
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 1.3304 1.3161 0.0143 1.1% 0.0050 0.4% 30% False True 2,860
10 1.3419 1.3161 0.0258 2.0% 0.0052 0.4% 17% False True 2,497
20 1.3451 1.3161 0.0290 2.2% 0.0051 0.4% 15% False True 2,112
40 1.3692 1.3161 0.0531 4.0% 0.0046 0.3% 8% False True 1,467
60 1.3709 1.3161 0.0548 4.2% 0.0049 0.4% 8% False True 1,098
80 1.3980 1.3161 0.0819 6.2% 0.0048 0.4% 5% False True 906
100 1.3980 1.3161 0.0819 6.2% 0.0044 0.3% 5% False True 728
120 1.3980 1.3161 0.0819 6.2% 0.0042 0.3% 5% False True 611
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3460
2.618 1.3367
1.618 1.3310
1.000 1.3275
0.618 1.3253
HIGH 1.3218
0.618 1.3196
0.500 1.3190
0.382 1.3183
LOW 1.3161
0.618 1.3126
1.000 1.3104
1.618 1.3069
2.618 1.3012
4.250 1.2919
Fisher Pivots for day following 27-Aug-2014
Pivot 1 day 3 day
R1 1.3199 1.3200
PP 1.3194 1.3196
S1 1.3190 1.3192

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

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