CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 18-Sep-2014
Day Change Summary
Previous Current
17-Sep-2014 18-Sep-2014 Change Change % Previous Week
Open 1.2967 1.2859 -0.0108 -0.8% 1.2966
High 1.2993 1.2939 -0.0054 -0.4% 1.2989
Low 1.2862 1.2843 -0.0019 -0.1% 1.2871
Close 1.2925 1.2924 -0.0001 0.0% 1.2958
Range 0.0131 0.0096 -0.0035 -26.7% 0.0118
ATR 0.0072 0.0074 0.0002 2.3% 0.0000
Volume 298,537 228,765 -69,772 -23.4% 850,913
Daily Pivots for day following 18-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.3190 1.3153 1.2977
R3 1.3094 1.3057 1.2950
R2 1.2998 1.2998 1.2942
R1 1.2961 1.2961 1.2933 1.2980
PP 1.2902 1.2902 1.2902 1.2911
S1 1.2865 1.2865 1.2915 1.2884
S2 1.2806 1.2806 1.2906
S3 1.2710 1.2769 1.2898
S4 1.2614 1.2673 1.2871
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.3293 1.3244 1.3023
R3 1.3175 1.3126 1.2990
R2 1.3057 1.3057 1.2980
R1 1.3008 1.3008 1.2969 1.2974
PP 1.2939 1.2939 1.2939 1.2922
S1 1.2890 1.2890 1.2947 1.2856
S2 1.2821 1.2821 1.2936
S3 1.2703 1.2772 1.2926
S4 1.2585 1.2654 1.2893
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3006 1.2843 0.0163 1.3% 0.0087 0.7% 50% False True 234,320
10 1.3006 1.2843 0.0163 1.3% 0.0082 0.6% 50% False True 177,609
20 1.3304 1.2843 0.0461 3.6% 0.0075 0.6% 18% False True 93,021
40 1.3490 1.2843 0.0647 5.0% 0.0062 0.5% 13% False True 47,385
60 1.3709 1.2843 0.0866 6.7% 0.0055 0.4% 9% False True 31,783
80 1.3709 1.2843 0.0866 6.7% 0.0054 0.4% 9% False True 23,909
100 1.3980 1.2843 0.1137 8.8% 0.0053 0.4% 7% False True 19,187
120 1.3980 1.2843 0.1137 8.8% 0.0049 0.4% 7% False True 15,993
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3347
2.618 1.3190
1.618 1.3094
1.000 1.3035
0.618 1.2998
HIGH 1.2939
0.618 1.2902
0.500 1.2891
0.382 1.2880
LOW 1.2843
0.618 1.2784
1.000 1.2747
1.618 1.2688
2.618 1.2592
4.250 1.2435
Fisher Pivots for day following 18-Sep-2014
Pivot 1 day 3 day
R1 1.2913 1.2925
PP 1.2902 1.2924
S1 1.2891 1.2924

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

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