CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 03-Sep-2014
Day Change Summary
Previous Current
02-Sep-2014 03-Sep-2014 Change Change % Previous Week
Open 1.3140 1.3141 0.0001 0.0% 1.3210
High 1.3156 1.3170 0.0014 0.1% 1.3229
Low 1.3119 1.3132 0.0013 0.1% 1.3143
Close 1.3135 1.3154 0.0019 0.1% 1.3143
Range 0.0037 0.0038 0.0001 2.7% 0.0086
ATR 0.0052 0.0051 -0.0001 -1.9% 0.0000
Volume 9,768 9,191 -577 -5.9% 21,401
Daily Pivots for day following 03-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.3266 1.3248 1.3175
R3 1.3228 1.3210 1.3164
R2 1.3190 1.3190 1.3161
R1 1.3172 1.3172 1.3157 1.3181
PP 1.3152 1.3152 1.3152 1.3157
S1 1.3134 1.3134 1.3151 1.3143
S2 1.3114 1.3114 1.3147
S3 1.3076 1.3096 1.3144
S4 1.3038 1.3058 1.3133
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 1.3119 0.0110 0.8% 0.0051 0.4% 32% False False 6,687
10 1.3330 1.3119 0.0211 1.6% 0.0051 0.4% 17% False False 4,689
20 1.3440 1.3119 0.0321 2.4% 0.0052 0.4% 11% False False 3,078
40 1.3657 1.3119 0.0538 4.1% 0.0047 0.4% 7% False False 2,120
60 1.3709 1.3119 0.0590 4.5% 0.0047 0.4% 6% False False 1,586
80 1.3753 1.3119 0.0634 4.8% 0.0047 0.4% 6% False False 1,284
100 1.3980 1.3119 0.0861 6.5% 0.0045 0.3% 4% False False 1,032
120 1.3980 1.3119 0.0861 6.5% 0.0043 0.3% 4% False False 865
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3332
2.618 1.3269
1.618 1.3231
1.000 1.3208
0.618 1.3193
HIGH 1.3170
0.618 1.3155
0.500 1.3151
0.382 1.3147
LOW 1.3132
0.618 1.3109
1.000 1.3094
1.618 1.3071
2.618 1.3033
4.250 1.2971
Fisher Pivots for day following 03-Sep-2014
Pivot 1 day 3 day
R1 1.3153 1.3162
PP 1.3152 1.3159
S1 1.3151 1.3157

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

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