CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 19-Sep-2014
Day Change Summary
Previous Current
18-Sep-2014 19-Sep-2014 Change Change % Previous Week
Open 1.2859 1.2925 0.0066 0.5% 1.2977
High 1.2939 1.2937 -0.0002 0.0% 1.3006
Low 1.2843 1.2835 -0.0008 -0.1% 1.2835
Close 1.2924 1.2844 -0.0080 -0.6% 1.2844
Range 0.0096 0.0102 0.0006 6.3% 0.0171
ATR 0.0074 0.0076 0.0002 2.7% 0.0000
Volume 228,765 218,578 -10,187 -4.5% 1,116,167
Daily Pivots for day following 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.3178 1.3113 1.2900
R3 1.3076 1.3011 1.2872
R2 1.2974 1.2974 1.2863
R1 1.2909 1.2909 1.2853 1.2891
PP 1.2872 1.2872 1.2872 1.2863
S1 1.2807 1.2807 1.2835 1.2789
S2 1.2770 1.2770 1.2825
S3 1.2668 1.2705 1.2816
S4 1.2566 1.2603 1.2788
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.3408 1.3297 1.2938
R3 1.3237 1.3126 1.2891
R2 1.3066 1.3066 1.2875
R1 1.2955 1.2955 1.2860 1.2925
PP 1.2895 1.2895 1.2895 1.2880
S1 1.2784 1.2784 1.2828 1.2754
S2 1.2724 1.2724 1.2813
S3 1.2553 1.2613 1.2797
S4 1.2382 1.2442 1.2750
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3006 1.2835 0.0171 1.3% 0.0093 0.7% 5% False True 223,233
10 1.3006 1.2835 0.0171 1.3% 0.0085 0.7% 5% False True 196,708
20 1.3304 1.2835 0.0469 3.7% 0.0077 0.6% 2% False True 103,848
40 1.3477 1.2835 0.0642 5.0% 0.0063 0.5% 1% False True 52,836
60 1.3709 1.2835 0.0874 6.8% 0.0056 0.4% 1% False True 35,422
80 1.3709 1.2835 0.0874 6.8% 0.0055 0.4% 1% False True 26,638
100 1.3980 1.2835 0.1145 8.9% 0.0053 0.4% 1% False True 21,373
120 1.3980 1.2835 0.1145 8.9% 0.0049 0.4% 1% False True 17,814
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3371
2.618 1.3204
1.618 1.3102
1.000 1.3039
0.618 1.3000
HIGH 1.2937
0.618 1.2898
0.500 1.2886
0.382 1.2874
LOW 1.2835
0.618 1.2772
1.000 1.2733
1.618 1.2670
2.618 1.2568
4.250 1.2402
Fisher Pivots for day following 19-Sep-2014
Pivot 1 day 3 day
R1 1.2886 1.2914
PP 1.2872 1.2891
S1 1.2858 1.2867

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

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