CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 09-May-2014
Day Change Summary
Previous Current
08-May-2014 09-May-2014 Change Change % Previous Week
Open 1.3936 1.3829 -0.0107 -0.8% 1.3870
High 1.3980 1.3833 -0.0147 -1.1% 1.3980
Low 1.3844 1.3744 -0.0100 -0.7% 1.3744
Close 1.3851 1.3744 -0.0107 -0.8% 1.3744
Range 0.0136 0.0089 -0.0047 -34.6% 0.0236
ATR 0.0047 0.0052 0.0004 9.0% 0.0000
Volume 2 198 196 9,800.0% 297
Daily Pivots for day following 09-May-2014
Classic Woodie Camarilla DeMark
R4 1.4041 1.3981 1.3793
R3 1.3952 1.3892 1.3768
R2 1.3863 1.3863 1.3760
R1 1.3803 1.3803 1.3752 1.3789
PP 1.3774 1.3774 1.3774 1.3766
S1 1.3714 1.3714 1.3736 1.3700
S2 1.3685 1.3685 1.3728
S3 1.3596 1.3625 1.3720
S4 1.3507 1.3536 1.3695
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 1.4531 1.4373 1.3874
R3 1.4295 1.4137 1.3809
R2 1.4059 1.4059 1.3787
R1 1.3901 1.3901 1.3766 1.3862
PP 1.3823 1.3823 1.3823 1.3803
S1 1.3665 1.3665 1.3722 1.3626
S2 1.3587 1.3587 1.3701
S3 1.3351 1.3429 1.3679
S4 1.3115 1.3193 1.3614
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3980 1.3744 0.0236 1.7% 0.0055 0.4% 0% False True 59
10 1.3980 1.3744 0.0236 1.7% 0.0050 0.4% 0% False True 38
20 1.3980 1.3744 0.0236 1.7% 0.0037 0.3% 0% False True 26
40 1.3980 1.3689 0.0291 2.1% 0.0036 0.3% 19% False False 27
60 1.3980 1.3667 0.0313 2.3% 0.0031 0.2% 25% False False 25
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4211
2.618 1.4066
1.618 1.3977
1.000 1.3922
0.618 1.3888
HIGH 1.3833
0.618 1.3799
0.500 1.3789
0.382 1.3778
LOW 1.3744
0.618 1.3689
1.000 1.3655
1.618 1.3600
2.618 1.3511
4.250 1.3366
Fisher Pivots for day following 09-May-2014
Pivot 1 day 3 day
R1 1.3789 1.3862
PP 1.3774 1.3823
S1 1.3759 1.3783

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

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