CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 07-Apr-2014
Day Change Summary
Previous Current
04-Apr-2014 07-Apr-2014 Change Change % Previous Week
Open 1.3705 1.3708 0.0003 0.0% 1.3745
High 1.3705 1.3742 0.0037 0.3% 1.3801
Low 1.3689 1.3708 0.0019 0.1% 1.3689
Close 1.3699 1.3736 0.0037 0.3% 1.3699
Range 0.0016 0.0034 0.0018 112.5% 0.0112
ATR 0.0046 0.0046 0.0000 -0.5% 0.0000
Volume 16 50 34 212.5% 266
Daily Pivots for day following 07-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.3831 1.3817 1.3755
R3 1.3797 1.3783 1.3745
R2 1.3763 1.3763 1.3742
R1 1.3749 1.3749 1.3739 1.3756
PP 1.3729 1.3729 1.3729 1.3732
S1 1.3715 1.3715 1.3733 1.3722
S2 1.3695 1.3695 1.3730
S3 1.3661 1.3681 1.3727
S4 1.3627 1.3647 1.3717
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.4066 1.3994 1.3761
R3 1.3954 1.3882 1.3730
R2 1.3842 1.3842 1.3720
R1 1.3770 1.3770 1.3709 1.3750
PP 1.3730 1.3730 1.3730 1.3720
S1 1.3658 1.3658 1.3689 1.3638
S2 1.3618 1.3618 1.3678
S3 1.3506 1.3546 1.3668
S4 1.3394 1.3434 1.3637
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3801 1.3689 0.0112 0.8% 0.0037 0.3% 42% False False 47
10 1.3826 1.3689 0.0137 1.0% 0.0035 0.3% 34% False False 47
20 1.3947 1.3689 0.0258 1.9% 0.0034 0.3% 18% False False 26
40 1.3947 1.3567 0.0380 2.8% 0.0028 0.2% 44% False False 23
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3887
2.618 1.3831
1.618 1.3797
1.000 1.3776
0.618 1.3763
HIGH 1.3742
0.618 1.3729
0.500 1.3725
0.382 1.3721
LOW 1.3708
0.618 1.3687
1.000 1.3674
1.618 1.3653
2.618 1.3619
4.250 1.3564
Fisher Pivots for day following 07-Apr-2014
Pivot 1 day 3 day
R1 1.3732 1.3737
PP 1.3729 1.3736
S1 1.3725 1.3736

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

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