CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 24-Sep-2014
Day Change Summary
Previous Current
23-Sep-2014 24-Sep-2014 Change Change % Previous Week
Open 1.2854 1.2855 0.0001 0.0% 1.2977
High 1.2908 1.2871 -0.0037 -0.3% 1.3006
Low 1.2850 1.2781 -0.0069 -0.5% 1.2835
Close 1.2865 1.2787 -0.0078 -0.6% 1.2844
Range 0.0058 0.0090 0.0032 55.2% 0.0171
ATR 0.0074 0.0075 0.0001 1.6% 0.0000
Volume 192,720 203,833 11,113 5.8% 1,116,167
Daily Pivots for day following 24-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.3083 1.3025 1.2837
R3 1.2993 1.2935 1.2812
R2 1.2903 1.2903 1.2804
R1 1.2845 1.2845 1.2795 1.2829
PP 1.2813 1.2813 1.2813 1.2805
S1 1.2755 1.2755 1.2779 1.2739
S2 1.2723 1.2723 1.2771
S3 1.2633 1.2665 1.2762
S4 1.2543 1.2575 1.2738
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 1.2939 1.2781 0.0158 1.2% 0.0079 0.6% 4% False True 205,743
10 1.3006 1.2781 0.0225 1.8% 0.0079 0.6% 3% False True 215,252
20 1.3229 1.2781 0.0448 3.5% 0.0080 0.6% 1% False True 132,449
40 1.3451 1.2781 0.0670 5.2% 0.0065 0.5% 1% False True 67,228
60 1.3709 1.2781 0.0928 7.3% 0.0057 0.4% 1% False True 45,095
80 1.3709 1.2781 0.0928 7.3% 0.0057 0.4% 1% False True 33,900
100 1.3980 1.2781 0.1199 9.4% 0.0054 0.4% 1% False True 27,186
120 1.3980 1.2781 0.1199 9.4% 0.0050 0.4% 1% False True 22,657
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3254
2.618 1.3107
1.618 1.3017
1.000 1.2961
0.618 1.2927
HIGH 1.2871
0.618 1.2837
0.500 1.2826
0.382 1.2815
LOW 1.2781
0.618 1.2725
1.000 1.2691
1.618 1.2635
2.618 1.2545
4.250 1.2399
Fisher Pivots for day following 24-Sep-2014
Pivot 1 day 3 day
R1 1.2826 1.2845
PP 1.2813 1.2825
S1 1.2800 1.2806

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

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