CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 20-Feb-2014
Day Change Summary
Previous Current
19-Feb-2014 20-Feb-2014 Change Change % Previous Week
Open 1.3750 1.3708 -0.0042 -0.3% 1.3645
High 1.3761 1.3729 -0.0032 -0.2% 1.3705
Low 1.3744 1.3691 -0.0053 -0.4% 1.3567
Close 1.3749 1.3725 -0.0024 -0.2% 1.3705
Range 0.0017 0.0038 0.0021 123.5% 0.0138
ATR 0.0044 0.0045 0.0001 2.2% 0.0000
Volume 43 12 -31 -72.1% 106
Daily Pivots for day following 20-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.3829 1.3815 1.3746
R3 1.3791 1.3777 1.3735
R2 1.3753 1.3753 1.3732
R1 1.3739 1.3739 1.3728 1.3746
PP 1.3715 1.3715 1.3715 1.3719
S1 1.3701 1.3701 1.3722 1.3708
S2 1.3677 1.3677 1.3718
S3 1.3639 1.3663 1.3715
S4 1.3601 1.3625 1.3704
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.4073 1.4027 1.3781
R3 1.3935 1.3889 1.3743
R2 1.3797 1.3797 1.3730
R1 1.3751 1.3751 1.3718 1.3774
PP 1.3659 1.3659 1.3659 1.3671
S1 1.3613 1.3613 1.3692 1.3636
S2 1.3521 1.3521 1.3680
S3 1.3383 1.3475 1.3667
S4 1.3245 1.3337 1.3629
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3764 1.3667 0.0097 0.7% 0.0020 0.1% 60% False False 32
10 1.3764 1.3529 0.0235 1.7% 0.0032 0.2% 83% False False 21
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 0.0002
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3891
2.618 1.3828
1.618 1.3790
1.000 1.3767
0.618 1.3752
HIGH 1.3729
0.618 1.3714
0.500 1.3710
0.382 1.3706
LOW 1.3691
0.618 1.3668
1.000 1.3653
1.618 1.3630
2.618 1.3592
4.250 1.3530
Fisher Pivots for day following 20-Feb-2014
Pivot 1 day 3 day
R1 1.3720 1.3728
PP 1.3715 1.3727
S1 1.3710 1.3726

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

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