CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 14-Mar-2014
Day Change Summary
Previous Current
13-Mar-2014 14-Mar-2014 Change Change % Previous Week
Open 1.3947 1.3863 -0.0084 -0.6% 1.3880
High 1.3947 1.3910 -0.0037 -0.3% 1.3947
Low 1.3860 1.3863 0.0003 0.0% 1.3860
Close 1.3860 1.3905 0.0045 0.3% 1.3905
Range 0.0087 0.0047 -0.0040 -46.0% 0.0087
ATR 0.0045 0.0045 0.0000 0.8% 0.0000
Volume 2 3 1 50.0% 25
Daily Pivots for day following 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.4034 1.4016 1.3931
R3 1.3987 1.3969 1.3918
R2 1.3940 1.3940 1.3914
R1 1.3922 1.3922 1.3909 1.3931
PP 1.3893 1.3893 1.3893 1.3897
S1 1.3875 1.3875 1.3901 1.3884
S2 1.3846 1.3846 1.3896
S3 1.3799 1.3828 1.3892
S4 1.3752 1.3781 1.3879
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.4165 1.4122 1.3953
R3 1.4078 1.4035 1.3929
R2 1.3991 1.3991 1.3921
R1 1.3948 1.3948 1.3913 1.3970
PP 1.3904 1.3904 1.3904 1.3915
S1 1.3861 1.3861 1.3897 1.3883
S2 1.3817 1.3817 1.3889
S3 1.3730 1.3774 1.3881
S4 1.3643 1.3687 1.3857
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3947 1.3860 0.0087 0.6% 0.0032 0.2% 52% False False 5
10 1.3947 1.3736 0.0211 1.5% 0.0019 0.1% 80% False False 13
20 1.3947 1.3688 0.0259 1.9% 0.0024 0.2% 84% False False 17
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4110
2.618 1.4033
1.618 1.3986
1.000 1.3957
0.618 1.3939
HIGH 1.3910
0.618 1.3892
0.500 1.3887
0.382 1.3881
LOW 1.3863
0.618 1.3834
1.000 1.3816
1.618 1.3787
2.618 1.3740
4.250 1.3663
Fisher Pivots for day following 14-Mar-2014
Pivot 1 day 3 day
R1 1.3899 1.3905
PP 1.3893 1.3904
S1 1.3887 1.3904

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

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