CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 15-Dec-2014
Day Change Summary
Previous Current
12-Dec-2014 15-Dec-2014 Change Change % Previous Week
Open 1.2408 1.2473 0.0065 0.5% 1.2288
High 1.2486 1.2474 -0.0012 -0.1% 1.2496
Low 1.2385 1.2416 0.0031 0.3% 1.2248
Close 1.2452 1.2423 -0.0029 -0.2% 1.2452
Range 0.0101 0.0058 -0.0043 -42.6% 0.0248
ATR 0.0110 0.0107 -0.0004 -3.4% 0.0000
Volume 89,881 89,881 0 0.0% 1,356,060
Daily Pivots for day following 15-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.2612 1.2575 1.2455
R3 1.2554 1.2517 1.2439
R2 1.2496 1.2496 1.2434
R1 1.2459 1.2459 1.2428 1.2449
PP 1.2438 1.2438 1.2438 1.2432
S1 1.2401 1.2401 1.2418 1.2391
S2 1.2380 1.2380 1.2412
S3 1.2322 1.2343 1.2407
S4 1.2264 1.2285 1.2391
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.3143 1.3045 1.2588
R3 1.2895 1.2797 1.2520
R2 1.2647 1.2647 1.2497
R1 1.2549 1.2549 1.2475 1.2598
PP 1.2399 1.2399 1.2399 1.2423
S1 1.2301 1.2301 1.2429 1.2350
S2 1.2151 1.2151 1.2407
S3 1.1903 1.2053 1.2384
S4 1.1655 1.1805 1.2316
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2496 1.2293 0.0203 1.6% 0.0106 0.9% 64% False False 247,216
10 1.2496 1.2248 0.0248 2.0% 0.0112 0.9% 71% False False 263,183
20 1.2605 1.2248 0.0357 2.9% 0.0108 0.9% 49% False False 248,018
40 1.2845 1.2248 0.0597 4.8% 0.0104 0.8% 29% False False 235,034
60 1.2908 1.2248 0.0660 5.3% 0.0107 0.9% 27% False False 247,400
80 1.3304 1.2248 0.1056 8.5% 0.0099 0.8% 17% False False 211,512
100 1.3477 1.2248 0.1229 9.9% 0.0089 0.7% 14% False False 169,575
120 1.3709 1.2248 0.1461 11.8% 0.0081 0.7% 12% False False 141,411
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0021
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 1.2721
2.618 1.2626
1.618 1.2568
1.000 1.2532
0.618 1.2510
HIGH 1.2474
0.618 1.2452
0.500 1.2445
0.382 1.2438
LOW 1.2416
0.618 1.2380
1.000 1.2358
1.618 1.2322
2.618 1.2264
4.250 1.2170
Fisher Pivots for day following 15-Dec-2014
Pivot 1 day 3 day
R1 1.2445 1.2434
PP 1.2438 1.2430
S1 1.2430 1.2427

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

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