CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 06-May-2014
Day Change Summary
Previous Current
05-May-2014 06-May-2014 Change Change % Previous Week
Open 1.3870 1.3900 0.0030 0.2% 1.3838
High 1.3877 1.3940 0.0063 0.5% 1.3879
Low 1.3869 1.3900 0.0031 0.2% 1.3775
Close 1.3873 1.3929 0.0056 0.4% 1.3867
Range 0.0008 0.0040 0.0032 400.0% 0.0104
ATR 0.0040 0.0042 0.0002 4.7% 0.0000
Volume 32 35 3 9.4% 90
Daily Pivots for day following 06-May-2014
Classic Woodie Camarilla DeMark
R4 1.4043 1.4026 1.3951
R3 1.4003 1.3986 1.3940
R2 1.3963 1.3963 1.3936
R1 1.3946 1.3946 1.3933 1.3955
PP 1.3923 1.3923 1.3923 1.3927
S1 1.3906 1.3906 1.3925 1.3915
S2 1.3883 1.3883 1.3922
S3 1.3843 1.3866 1.3918
S4 1.3803 1.3826 1.3907
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 1.4152 1.4114 1.3924
R3 1.4048 1.4010 1.3896
R2 1.3944 1.3944 1.3886
R1 1.3906 1.3906 1.3877 1.3925
PP 1.3840 1.3840 1.3840 1.3850
S1 1.3802 1.3802 1.3857 1.3821
S2 1.3736 1.3736 1.3848
S3 1.3632 1.3698 1.3838
S4 1.3528 1.3594 1.3810
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3940 1.3775 0.0165 1.2% 0.0043 0.3% 93% True False 29
10 1.3940 1.3775 0.0165 1.2% 0.0038 0.3% 93% True False 19
20 1.3940 1.3754 0.0186 1.3% 0.0031 0.2% 94% True False 17
40 1.3947 1.3689 0.0258 1.9% 0.0033 0.2% 93% False False 21
60 1.3947 1.3567 0.0380 2.7% 0.0029 0.2% 95% False False 21
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4110
2.618 1.4045
1.618 1.4005
1.000 1.3980
0.618 1.3965
HIGH 1.3940
0.618 1.3925
0.500 1.3920
0.382 1.3915
LOW 1.3900
0.618 1.3875
1.000 1.3860
1.618 1.3835
2.618 1.3795
4.250 1.3730
Fisher Pivots for day following 06-May-2014
Pivot 1 day 3 day
R1 1.3926 1.3911
PP 1.3923 1.3893
S1 1.3920 1.3876

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

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