CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 19-Dec-2013
Day Change Summary
Previous Current
18-Dec-2013 19-Dec-2013 Change Change % Previous Week
Open 1.3733 1.3680 -0.0053 -0.4% 1.3711
High 1.3775 1.3680 -0.0095 -0.7% 1.3792
Low 1.3680 1.3660 -0.0020 -0.1% 1.3711
Close 1.3760 1.3660 -0.0100 -0.7% 1.3734
Range 0.0095 0.0020 -0.0075 -78.9% 0.0081
ATR 0.0047 0.0051 0.0004 8.1% 0.0000
Volume 17 7 -10 -58.8% 53
Daily Pivots for day following 19-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.3727 1.3713 1.3671
R3 1.3707 1.3693 1.3666
R2 1.3687 1.3687 1.3664
R1 1.3673 1.3673 1.3662 1.3670
PP 1.3667 1.3667 1.3667 1.3665
S1 1.3653 1.3653 1.3658 1.3650
S2 1.3647 1.3647 1.3656
S3 1.3627 1.3633 1.3655
S4 1.3607 1.3613 1.3649
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.3989 1.3942 1.3779
R3 1.3908 1.3861 1.3756
R2 1.3827 1.3827 1.3749
R1 1.3780 1.3780 1.3741 1.3804
PP 1.3746 1.3746 1.3746 1.3757
S1 1.3699 1.3699 1.3727 1.3723
S2 1.3665 1.3665 1.3719
S3 1.3584 1.3618 1.3712
S4 1.3503 1.3537 1.3689
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3775 1.3660 0.0115 0.8% 0.0026 0.2% 0% False True 11
10 1.3792 1.3660 0.0132 1.0% 0.0030 0.2% 0% False True 10
20 1.3792 1.3469 0.0323 2.4% 0.0029 0.2% 59% False False 6
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3765
2.618 1.3732
1.618 1.3712
1.000 1.3700
0.618 1.3692
HIGH 1.3680
0.618 1.3672
0.500 1.3670
0.382 1.3668
LOW 1.3660
0.618 1.3648
1.000 1.3640
1.618 1.3628
2.618 1.3608
4.250 1.3575
Fisher Pivots for day following 19-Dec-2013
Pivot 1 day 3 day
R1 1.3670 1.3718
PP 1.3667 1.3698
S1 1.3663 1.3679

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

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