CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 27-Dec-2013
Day Change Summary
Previous Current
26-Dec-2013 27-Dec-2013 Change Change % Previous Week
Open 1.3696 1.3805 0.0109 0.8% 1.3693
High 1.3696 1.3805 0.0109 0.8% 1.3805
Low 1.3696 1.3738 0.0042 0.3% 1.3662
Close 1.3696 1.3738 0.0042 0.3% 1.3738
Range 0.0000 0.0067 0.0067 0.0143
ATR 0.0043 0.0047 0.0005 11.2% 0.0000
Volume 3 3 0 0.0% 12
Daily Pivots for day following 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.3961 1.3917 1.3775
R3 1.3894 1.3850 1.3756
R2 1.3827 1.3827 1.3750
R1 1.3783 1.3783 1.3744 1.3772
PP 1.3760 1.3760 1.3760 1.3755
S1 1.3716 1.3716 1.3732 1.3705
S2 1.3693 1.3693 1.3726
S3 1.3626 1.3649 1.3720
S4 1.3559 1.3582 1.3701
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.4164 1.4094 1.3817
R3 1.4021 1.3951 1.3777
R2 1.3878 1.3878 1.3764
R1 1.3808 1.3808 1.3751 1.3843
PP 1.3735 1.3735 1.3735 1.3753
S1 1.3665 1.3665 1.3725 1.3700
S2 1.3592 1.3592 1.3712
S3 1.3449 1.3522 1.3699
S4 1.3306 1.3379 1.3659
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3805 1.3662 0.0143 1.0% 0.0019 0.1% 53% True False 4
10 1.3805 1.3660 0.0145 1.1% 0.0023 0.2% 54% True False 7
20 1.3805 1.3546 0.0259 1.9% 0.0030 0.2% 74% True False 7
40 1.3805 1.3318 0.0487 3.5% 0.0028 0.2% 86% True False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.4090
2.618 1.3980
1.618 1.3913
1.000 1.3872
0.618 1.3846
HIGH 1.3805
0.618 1.3779
0.500 1.3772
0.382 1.3764
LOW 1.3738
0.618 1.3697
1.000 1.3671
1.618 1.3630
2.618 1.3563
4.250 1.3453
Fisher Pivots for day following 27-Dec-2013
Pivot 1 day 3 day
R1 1.3772 1.3737
PP 1.3760 1.3735
S1 1.3749 1.3734

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

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