CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 09-Apr-2014
Day Change Summary
Previous Current
08-Apr-2014 09-Apr-2014 Change Change % Previous Week
Open 1.3754 1.3790 0.0036 0.3% 1.3745
High 1.3798 1.3848 0.0050 0.4% 1.3801
Low 1.3754 1.3780 0.0026 0.2% 1.3689
Close 1.3792 1.3848 0.0056 0.4% 1.3699
Range 0.0044 0.0068 0.0024 54.5% 0.0112
ATR 0.0047 0.0049 0.0001 3.2% 0.0000
Volume 2 15 13 650.0% 266
Daily Pivots for day following 09-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.4029 1.4007 1.3885
R3 1.3961 1.3939 1.3867
R2 1.3893 1.3893 1.3860
R1 1.3871 1.3871 1.3854 1.3882
PP 1.3825 1.3825 1.3825 1.3831
S1 1.3803 1.3803 1.3842 1.3814
S2 1.3757 1.3757 1.3836
S3 1.3689 1.3735 1.3829
S4 1.3621 1.3667 1.3811
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 1.3848 1.3689 0.0159 1.1% 0.0049 0.4% 100% True False 18
10 1.3848 1.3689 0.0159 1.1% 0.0037 0.3% 100% True False 43
20 1.3947 1.3689 0.0258 1.9% 0.0039 0.3% 62% False False 27
40 1.3947 1.3567 0.0380 2.7% 0.0030 0.2% 74% False False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4137
2.618 1.4026
1.618 1.3958
1.000 1.3916
0.618 1.3890
HIGH 1.3848
0.618 1.3822
0.500 1.3814
0.382 1.3806
LOW 1.3780
0.618 1.3738
1.000 1.3712
1.618 1.3670
2.618 1.3602
4.250 1.3491
Fisher Pivots for day following 09-Apr-2014
Pivot 1 day 3 day
R1 1.3837 1.3825
PP 1.3825 1.3801
S1 1.3814 1.3778

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

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