CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 07-May-2014
Day Change Summary
Previous Current
06-May-2014 07-May-2014 Change Change % Previous Week
Open 1.3900 1.3910 0.0010 0.1% 1.3838
High 1.3940 1.3912 -0.0028 -0.2% 1.3879
Low 1.3900 1.3910 0.0010 0.1% 1.3775
Close 1.3929 1.3912 -0.0017 -0.1% 1.3867
Range 0.0040 0.0002 -0.0038 -95.0% 0.0104
ATR 0.0042 0.0041 -0.0002 -3.9% 0.0000
Volume 35 30 -5 -14.3% 90
Daily Pivots for day following 07-May-2014
Classic Woodie Camarilla DeMark
R4 1.3917 1.3917 1.3913
R3 1.3915 1.3915 1.3913
R2 1.3913 1.3913 1.3912
R1 1.3913 1.3913 1.3912 1.3913
PP 1.3911 1.3911 1.3911 1.3912
S1 1.3911 1.3911 1.3912 1.3911
S2 1.3909 1.3909 1.3912
S3 1.3907 1.3909 1.3911
S4 1.3905 1.3907 1.3911
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 1.3811 0.0129 0.9% 0.0025 0.2% 78% False False 33
10 1.3940 1.3775 0.0165 1.2% 0.0034 0.2% 83% False False 21
20 1.3940 1.3775 0.0165 1.2% 0.0029 0.2% 83% False False 18
40 1.3947 1.3689 0.0258 1.9% 0.0033 0.2% 86% False False 22
60 1.3947 1.3567 0.0380 2.7% 0.0029 0.2% 91% False False 22
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.3921
2.618 1.3917
1.618 1.3915
1.000 1.3914
0.618 1.3913
HIGH 1.3912
0.618 1.3911
0.500 1.3911
0.382 1.3911
LOW 1.3910
0.618 1.3909
1.000 1.3908
1.618 1.3907
2.618 1.3905
4.250 1.3902
Fisher Pivots for day following 07-May-2014
Pivot 1 day 3 day
R1 1.3912 1.3910
PP 1.3911 1.3907
S1 1.3911 1.3905

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

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