CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 27-Feb-2014
Day Change Summary
Previous Current
26-Feb-2014 27-Feb-2014 Change Change % Previous Week
Open 1.3749 1.3689 -0.0060 -0.4% 1.3732
High 1.3749 1.3716 -0.0033 -0.2% 1.3764
Low 1.3688 1.3689 0.0001 0.0% 1.3691
Close 1.3688 1.3716 0.0028 0.2% 1.3749
Range 0.0061 0.0027 -0.0034 -55.7% 0.0073
ATR 0.0044 0.0043 -0.0001 -2.6% 0.0000
Volume 60 1 -59 -98.3% 89
Daily Pivots for day following 27-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.3788 1.3779 1.3731
R3 1.3761 1.3752 1.3723
R2 1.3734 1.3734 1.3721
R1 1.3725 1.3725 1.3718 1.3730
PP 1.3707 1.3707 1.3707 1.3709
S1 1.3698 1.3698 1.3714 1.3703
S2 1.3680 1.3680 1.3711
S3 1.3653 1.3671 1.3709
S4 1.3626 1.3644 1.3701
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.3954 1.3924 1.3789
R3 1.3881 1.3851 1.3769
R2 1.3808 1.3808 1.3762
R1 1.3778 1.3778 1.3756 1.3793
PP 1.3735 1.3735 1.3735 1.3742
S1 1.3705 1.3705 1.3742 1.3720
S2 1.3662 1.3662 1.3736
S3 1.3589 1.3632 1.3729
S4 1.3516 1.3559 1.3709
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3770 1.3688 0.0082 0.6% 0.0037 0.3% 34% False False 24
10 1.3770 1.3667 0.0103 0.8% 0.0028 0.2% 48% False False 28
20 1.3770 1.3493 0.0277 2.0% 0.0034 0.2% 81% False False 43
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3831
2.618 1.3787
1.618 1.3760
1.000 1.3743
0.618 1.3733
HIGH 1.3716
0.618 1.3706
0.500 1.3703
0.382 1.3699
LOW 1.3689
0.618 1.3672
1.000 1.3662
1.618 1.3645
2.618 1.3618
4.250 1.3574
Fisher Pivots for day following 27-Feb-2014
Pivot 1 day 3 day
R1 1.3712 1.3719
PP 1.3707 1.3718
S1 1.3703 1.3717

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

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