CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 22-Apr-2014
Day Change Summary
Previous Current
21-Apr-2014 22-Apr-2014 Change Change % Previous Week
Open 1.3790 1.3791 0.0001 0.0% 1.3813
High 1.3791 1.3798 0.0007 0.1% 1.3859
Low 1.3790 1.3790 0.0000 0.0% 1.3795
Close 1.3791 1.3798 0.0007 0.1% 1.3814
Range 0.0001 0.0008 0.0007 700.0% 0.0064
ATR 0.0044 0.0041 -0.0003 -5.8% 0.0000
Volume 16 3 -13 -81.3% 85
Daily Pivots for day following 22-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.3819 1.3817 1.3802
R3 1.3811 1.3809 1.3800
R2 1.3803 1.3803 1.3799
R1 1.3801 1.3801 1.3799 1.3802
PP 1.3795 1.3795 1.3795 1.3796
S1 1.3793 1.3793 1.3797 1.3794
S2 1.3787 1.3787 1.3797
S3 1.3779 1.3785 1.3796
S4 1.3771 1.3777 1.3794
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% 0.0021 0.2% 12% False True 19
10 1.3900 1.3754 0.0146 1.1% 0.0024 0.2% 30% False False 14
20 1.3900 1.3689 0.0211 1.5% 0.0029 0.2% 52% False False 31
40 1.3947 1.3688 0.0259 1.9% 0.0027 0.2% 42% 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 False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3832
2.618 1.3819
1.618 1.3811
1.000 1.3806
0.618 1.3803
HIGH 1.3798
0.618 1.3795
0.500 1.3794
0.382 1.3793
LOW 1.3790
0.618 1.3785
1.000 1.3782
1.618 1.3777
2.618 1.3769
4.250 1.3756
Fisher Pivots for day following 22-Apr-2014
Pivot 1 day 3 day
R1 1.3797 1.3825
PP 1.3795 1.3816
S1 1.3794 1.3807

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

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