CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 28-Feb-2014
Day Change Summary
Previous Current
27-Feb-2014 28-Feb-2014 Change Change % Previous Week
Open 1.3689 1.3810 0.0121 0.9% 1.3770
High 1.3716 1.3825 0.0109 0.8% 1.3825
Low 1.3689 1.3810 0.0121 0.9% 1.3688
Close 1.3716 1.3825 0.0109 0.8% 1.3825
Range 0.0027 0.0015 -0.0012 -44.4% 0.0137
ATR 0.0043 0.0048 0.0005 10.9% 0.0000
Volume 1 6 5 500.0% 107
Daily Pivots for day following 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.3865 1.3860 1.3833
R3 1.3850 1.3845 1.3829
R2 1.3835 1.3835 1.3828
R1 1.3830 1.3830 1.3826 1.3833
PP 1.3820 1.3820 1.3820 1.3821
S1 1.3815 1.3815 1.3824 1.3818
S2 1.3805 1.3805 1.3822
S3 1.3790 1.3800 1.3821
S4 1.3775 1.3785 1.3817
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.4190 1.4145 1.3900
R3 1.4053 1.4008 1.3863
R2 1.3916 1.3916 1.3850
R1 1.3871 1.3871 1.3838 1.3894
PP 1.3779 1.3779 1.3779 1.3791
S1 1.3734 1.3734 1.3812 1.3757
S2 1.3642 1.3642 1.3800
S3 1.3505 1.3597 1.3787
S4 1.3368 1.3460 1.3750
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3825 1.3688 0.0137 1.0% 0.0036 0.3% 100% True False 21
10 1.3825 1.3688 0.0137 1.0% 0.0029 0.2% 100% True False 21
20 1.3825 1.3493 0.0332 2.4% 0.0032 0.2% 100% True False 43
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0002
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.3889
2.618 1.3864
1.618 1.3849
1.000 1.3840
0.618 1.3834
HIGH 1.3825
0.618 1.3819
0.500 1.3818
0.382 1.3816
LOW 1.3810
0.618 1.3801
1.000 1.3795
1.618 1.3786
2.618 1.3771
4.250 1.3746
Fisher Pivots for day following 28-Feb-2014
Pivot 1 day 3 day
R1 1.3823 1.3802
PP 1.3820 1.3779
S1 1.3818 1.3757

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

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