CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 11-Sep-2014
Day Change Summary
Previous Current
10-Sep-2014 11-Sep-2014 Change Change % Previous Week
Open 1.2950 1.2925 -0.0025 -0.2% 1.3140
High 1.2973 1.2962 -0.0011 -0.1% 1.3170
Low 1.2894 1.2907 0.0013 0.1% 1.2932
Close 1.2915 1.2933 0.0018 0.1% 1.2969
Range 0.0079 0.0055 -0.0024 -30.4% 0.0238
ATR 0.0068 0.0067 -0.0001 -1.4% 0.0000
Volume 188,283 180,975 -7,308 -3.9% 86,065
Daily Pivots for day following 11-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.3099 1.3071 1.2963
R3 1.3044 1.3016 1.2948
R2 1.2989 1.2989 1.2943
R1 1.2961 1.2961 1.2938 1.2975
PP 1.2934 1.2934 1.2934 1.2941
S1 1.2906 1.2906 1.2928 1.2920
S2 1.2879 1.2879 1.2923
S3 1.2824 1.2851 1.2918
S4 1.2769 1.2796 1.2903
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 1.3005 1.2871 0.0134 1.0% 0.0076 0.6% 46% False False 120,898
10 1.3229 1.2871 0.0358 2.8% 0.0081 0.6% 17% False False 67,453
20 1.3419 1.2871 0.0548 4.2% 0.0066 0.5% 11% False False 34,975
40 1.3555 1.2871 0.0684 5.3% 0.0055 0.4% 9% False False 18,166
60 1.3709 1.2871 0.0838 6.5% 0.0052 0.4% 7% False False 12,281
80 1.3709 1.2871 0.0838 6.5% 0.0052 0.4% 7% False False 9,330
100 1.3980 1.2871 0.1109 8.6% 0.0050 0.4% 6% False False 7,471
120 1.3980 1.2871 0.1109 8.6% 0.0047 0.4% 6% False False 6,231
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3196
2.618 1.3106
1.618 1.3051
1.000 1.3017
0.618 1.2996
HIGH 1.2962
0.618 1.2941
0.500 1.2935
0.382 1.2928
LOW 1.2907
0.618 1.2873
1.000 1.2852
1.618 1.2818
2.618 1.2763
4.250 1.2673
Fisher Pivots for day following 11-Sep-2014
Pivot 1 day 3 day
R1 1.2935 1.2929
PP 1.2934 1.2926
S1 1.2934 1.2922

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

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