CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 21-Apr-2014
Day Change Summary
Previous Current
17-Apr-2014 21-Apr-2014 Change Change % Previous Week
Open 1.3834 1.3790 -0.0044 -0.3% 1.3813
High 1.3859 1.3791 -0.0068 -0.5% 1.3859
Low 1.3813 1.3790 -0.0023 -0.2% 1.3795
Close 1.3814 1.3791 -0.0023 -0.2% 1.3814
Range 0.0046 0.0001 -0.0045 -97.8% 0.0064
ATR 0.0045 0.0044 -0.0002 -3.3% 0.0000
Volume 5 16 11 220.0% 85
Daily Pivots for day following 21-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.3794 1.3793 1.3792
R3 1.3793 1.3792 1.3791
R2 1.3792 1.3792 1.3791
R1 1.3791 1.3791 1.3791 1.3792
PP 1.3791 1.3791 1.3791 1.3791
S1 1.3790 1.3790 1.3791 1.3791
S2 1.3790 1.3790 1.3791
S3 1.3789 1.3789 1.3791
S4 1.3788 1.3788 1.3790
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.4015 1.3978 1.3849
R3 1.3951 1.3914 1.3832
R2 1.3887 1.3887 1.3826
R1 1.3850 1.3850 1.3820 1.3869
PP 1.3823 1.3823 1.3823 1.3832
S1 1.3786 1.3786 1.3808 1.3805
S2 1.3759 1.3759 1.3802
S3 1.3695 1.3722 1.3796
S4 1.3631 1.3658 1.3779
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3859 1.3790 0.0069 0.5% 0.0020 0.1% 1% False True 20
10 1.3900 1.3708 0.0192 1.4% 0.0027 0.2% 43% False False 19
20 1.3900 1.3689 0.0211 1.5% 0.0033 0.2% 48% False False 31
40 1.3947 1.3688 0.0259 1.9% 0.0028 0.2% 40% False False 22
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0003
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3795
2.618 1.3794
1.618 1.3793
1.000 1.3792
0.618 1.3792
HIGH 1.3791
0.618 1.3791
0.500 1.3791
0.382 1.3790
LOW 1.3790
0.618 1.3789
1.000 1.3789
1.618 1.3788
2.618 1.3787
4.250 1.3786
Fisher Pivots for day following 21-Apr-2014
Pivot 1 day 3 day
R1 1.3791 1.3825
PP 1.3791 1.3813
S1 1.3791 1.3802

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

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