CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 12-May-2014
Day Change Summary
Previous Current
09-May-2014 12-May-2014 Change Change % Previous Week
Open 1.3829 1.3753 -0.0076 -0.5% 1.3870
High 1.3833 1.3753 -0.0080 -0.6% 1.3980
Low 1.3744 1.3753 0.0009 0.1% 1.3744
Close 1.3744 1.3753 0.0009 0.1% 1.3744
Range 0.0089 0.0000 -0.0089 -100.0% 0.0236
ATR 0.0052 0.0049 -0.0003 -5.9% 0.0000
Volume 198 41 -157 -79.3% 297
Daily Pivots for day following 12-May-2014
Classic Woodie Camarilla DeMark
R4 1.3753 1.3753 1.3753
R3 1.3753 1.3753 1.3753
R2 1.3753 1.3753 1.3753
R1 1.3753 1.3753 1.3753 1.3753
PP 1.3753 1.3753 1.3753 1.3753
S1 1.3753 1.3753 1.3753 1.3753
S2 1.3753 1.3753 1.3753
S3 1.3753 1.3753 1.3753
S4 1.3753 1.3753 1.3753
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% 0.0053 0.4% 4% False False 61
10 1.3980 1.3744 0.0236 1.7% 0.0049 0.4% 4% False False 41
20 1.3980 1.3744 0.0236 1.7% 0.0036 0.3% 4% False False 28
40 1.3980 1.3689 0.0291 2.1% 0.0035 0.3% 22% False False 28
60 1.3980 1.3688 0.0292 2.1% 0.0031 0.2% 22% False False 24
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 0.0007
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.3753
2.618 1.3753
1.618 1.3753
1.000 1.3753
0.618 1.3753
HIGH 1.3753
0.618 1.3753
0.500 1.3753
0.382 1.3753
LOW 1.3753
0.618 1.3753
1.000 1.3753
1.618 1.3753
2.618 1.3753
4.250 1.3753
Fisher Pivots for day following 12-May-2014
Pivot 1 day 3 day
R1 1.3753 1.3862
PP 1.3753 1.3826
S1 1.3753 1.3789

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

View Archives - Comment on this page... - Back to Index of Symbols