CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 12-Mar-2014
Day Change Summary
Previous Current
11-Mar-2014 12-Mar-2014 Change Change % Previous Week
Open 1.3870 1.3900 0.0030 0.2% 1.3748
High 1.3870 1.3903 0.0033 0.2% 1.3888
Low 1.3870 1.3888 0.0018 0.1% 1.3736
Close 1.3870 1.3903 0.0033 0.2% 1.3869
Range 0.0000 0.0015 0.0015 0.0152
ATR 0.0042 0.0042 -0.0001 -1.6% 0.0000
Volume 4 4 0 0.0% 108
Daily Pivots for day following 12-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.3943 1.3938 1.3911
R3 1.3928 1.3923 1.3907
R2 1.3913 1.3913 1.3906
R1 1.3908 1.3908 1.3904 1.3911
PP 1.3898 1.3898 1.3898 1.3899
S1 1.3893 1.3893 1.3902 1.3896
S2 1.3883 1.3883 1.3900
S3 1.3868 1.3878 1.3899
S4 1.3853 1.3863 1.3895
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.4287 1.4230 1.3953
R3 1.4135 1.4078 1.3911
R2 1.3983 1.3983 1.3897
R1 1.3926 1.3926 1.3883 1.3955
PP 1.3831 1.3831 1.3831 1.3845
S1 1.3774 1.3774 1.3855 1.3803
S2 1.3679 1.3679 1.3841
S3 1.3527 1.3622 1.3827
S4 1.3375 1.3470 1.3785
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3903 1.3862 0.0041 0.3% 0.0009 0.1% 100% True False 18
10 1.3903 1.3689 0.0214 1.5% 0.0010 0.1% 100% True False 13
20 1.3903 1.3567 0.0336 2.4% 0.0021 0.2% 100% True False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3967
2.618 1.3942
1.618 1.3927
1.000 1.3918
0.618 1.3912
HIGH 1.3903
0.618 1.3897
0.500 1.3896
0.382 1.3894
LOW 1.3888
0.618 1.3879
1.000 1.3873
1.618 1.3864
2.618 1.3849
4.250 1.3824
Fisher Pivots for day following 12-Mar-2014
Pivot 1 day 3 day
R1 1.3901 1.3897
PP 1.3898 1.3892
S1 1.3896 1.3886

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

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