CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 08-Sep-2014
Day Change Summary
Previous Current
05-Sep-2014 08-Sep-2014 Change Change % Previous Week
Open 1.2948 1.2966 0.0018 0.1% 1.3140
High 1.3005 1.2970 -0.0035 -0.3% 1.3170
Low 1.2934 1.2893 -0.0041 -0.3% 1.2932
Close 1.2969 1.2918 -0.0051 -0.4% 1.2969
Range 0.0071 0.0077 0.0006 8.5% 0.0238
ATR 0.0064 0.0065 0.0001 1.4% 0.0000
Volume 27,592 68,398 40,806 147.9% 86,065
Daily Pivots for day following 08-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.3158 1.3115 1.2960
R3 1.3081 1.3038 1.2939
R2 1.3004 1.3004 1.2932
R1 1.2961 1.2961 1.2925 1.2944
PP 1.2927 1.2927 1.2927 1.2919
S1 1.2884 1.2884 1.2911 1.2867
S2 1.2850 1.2850 1.2904
S3 1.2773 1.2807 1.2897
S4 1.2696 1.2730 1.2876
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.3738 1.3591 1.3100
R3 1.3500 1.3353 1.3034
R2 1.3262 1.3262 1.3013
R1 1.3115 1.3115 1.2991 1.3070
PP 1.3024 1.3024 1.3024 1.3001
S1 1.2877 1.2877 1.2947 1.2832
S2 1.2786 1.2786 1.2925
S3 1.2548 1.2639 1.2904
S4 1.2310 1.2401 1.2838
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3170 1.2893 0.0277 2.1% 0.0091 0.7% 9% False True 30,892
10 1.3229 1.2893 0.0336 2.6% 0.0071 0.5% 7% False True 17,586
20 1.3420 1.2893 0.0527 4.1% 0.0062 0.5% 5% False True 9,674
40 1.3648 1.2893 0.0755 5.8% 0.0053 0.4% 3% False True 5,481
60 1.3709 1.2893 0.0816 6.3% 0.0051 0.4% 3% False True 3,831
80 1.3735 1.2893 0.0842 6.5% 0.0050 0.4% 3% False True 2,976
100 1.3980 1.2893 0.1087 8.4% 0.0048 0.4% 2% False True 2,387
120 1.3980 1.2893 0.1087 8.4% 0.0045 0.4% 2% False True 1,994
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3297
2.618 1.3172
1.618 1.3095
1.000 1.3047
0.618 1.3018
HIGH 1.2970
0.618 1.2941
0.500 1.2932
0.382 1.2922
LOW 1.2893
0.618 1.2845
1.000 1.2816
1.618 1.2768
2.618 1.2691
4.250 1.2566
Fisher Pivots for day following 08-Sep-2014
Pivot 1 day 3 day
R1 1.2932 1.3028
PP 1.2927 1.2991
S1 1.2923 1.2955

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

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