CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 11-Apr-2014
Day Change Summary
Previous Current
10-Apr-2014 11-Apr-2014 Change Change % Previous Week
Open 1.3887 1.3900 0.0013 0.1% 1.3708
High 1.3887 1.3900 0.0013 0.1% 1.3900
Low 1.3887 1.3883 -0.0004 0.0% 1.3708
Close 1.3887 1.3883 -0.0004 0.0% 1.3883
Range 0.0000 0.0017 0.0017 0.0192
ATR 0.0048 0.0046 -0.0002 -4.6% 0.0000
Volume 20 6 -14 -70.0% 93
Daily Pivots for day following 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.3940 1.3928 1.3892
R3 1.3923 1.3911 1.3888
R2 1.3906 1.3906 1.3886
R1 1.3894 1.3894 1.3885 1.3892
PP 1.3889 1.3889 1.3889 1.3887
S1 1.3877 1.3877 1.3881 1.3875
S2 1.3872 1.3872 1.3880
S3 1.3855 1.3860 1.3878
S4 1.3838 1.3843 1.3874
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.4406 1.4337 1.3989
R3 1.4214 1.4145 1.3936
R2 1.4022 1.4022 1.3918
R1 1.3953 1.3953 1.3901 1.3988
PP 1.3830 1.3830 1.3830 1.3848
S1 1.3761 1.3761 1.3865 1.3796
S2 1.3638 1.3638 1.3848
S3 1.3446 1.3569 1.3830
S4 1.3254 1.3377 1.3777
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3900 1.3708 0.0192 1.4% 0.0033 0.2% 91% True False 18
10 1.3900 1.3689 0.0211 1.5% 0.0037 0.3% 92% True False 35
20 1.3933 1.3689 0.0244 1.8% 0.0033 0.2% 80% False False 28
40 1.3947 1.3688 0.0259 1.9% 0.0029 0.2% 75% False False 22
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
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 1.3972
2.618 1.3945
1.618 1.3928
1.000 1.3917
0.618 1.3911
HIGH 1.3900
0.618 1.3894
0.500 1.3892
0.382 1.3889
LOW 1.3883
0.618 1.3872
1.000 1.3866
1.618 1.3855
2.618 1.3838
4.250 1.3811
Fisher Pivots for day following 11-Apr-2014
Pivot 1 day 3 day
R1 1.3892 1.3869
PP 1.3889 1.3854
S1 1.3886 1.3840

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

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