CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 29-Aug-2014
Day Change Summary
Previous Current
28-Aug-2014 29-Aug-2014 Change Change % Previous Week
Open 1.3201 1.3189 -0.0012 -0.1% 1.3210
High 1.3229 1.3205 -0.0024 -0.2% 1.3229
Low 1.3170 1.3143 -0.0027 -0.2% 1.3143
Close 1.3193 1.3143 -0.0050 -0.4% 1.3143
Range 0.0059 0.0062 0.0003 5.1% 0.0086
ATR 0.0052 0.0053 0.0001 1.3% 0.0000
Volume 4,506 7,064 2,558 56.8% 21,401
Daily Pivots for day following 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3350 1.3308 1.3177
R3 1.3288 1.3246 1.3160
R2 1.3226 1.3226 1.3154
R1 1.3184 1.3184 1.3149 1.3174
PP 1.3164 1.3164 1.3164 1.3159
S1 1.3122 1.3122 1.3137 1.3112
S2 1.3102 1.3102 1.3132
S3 1.3040 1.3060 1.3126
S4 1.2978 1.2998 1.3109
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3430 1.3372 1.3190
R3 1.3344 1.3286 1.3167
R2 1.3258 1.3258 1.3159
R1 1.3200 1.3200 1.3151 1.3186
PP 1.3172 1.3172 1.3172 1.3165
S1 1.3114 1.3114 1.3135 1.3100
S2 1.3086 1.3086 1.3127
S3 1.3000 1.3028 1.3119
S4 1.2914 1.2942 1.3096
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3229 1.3143 0.0086 0.7% 0.0050 0.4% 0% False True 4,280
10 1.3406 1.3143 0.0263 2.0% 0.0053 0.4% 0% False True 3,307
20 1.3440 1.3143 0.0297 2.3% 0.0053 0.4% 0% False True 2,212
40 1.3657 1.3143 0.0514 3.9% 0.0046 0.4% 0% False True 1,741
60 1.3709 1.3143 0.0566 4.3% 0.0048 0.4% 0% False True 1,287
80 1.3980 1.3143 0.0837 6.4% 0.0049 0.4% 0% False True 1,049
100 1.3980 1.3143 0.0837 6.4% 0.0045 0.3% 0% False True 843
120 1.3980 1.3143 0.0837 6.4% 0.0043 0.3% 0% False True 707
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 0.0013
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3469
2.618 1.3367
1.618 1.3305
1.000 1.3267
0.618 1.3243
HIGH 1.3205
0.618 1.3181
0.500 1.3174
0.382 1.3167
LOW 1.3143
0.618 1.3105
1.000 1.3081
1.618 1.3043
2.618 1.2981
4.250 1.2880
Fisher Pivots for day following 29-Aug-2014
Pivot 1 day 3 day
R1 1.3174 1.3186
PP 1.3164 1.3172
S1 1.3153 1.3157

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

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