CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 16-May-2014
Day Change Summary
Previous Current
15-May-2014 16-May-2014 Change Change % Previous Week
Open 1.3662 1.3719 0.0057 0.4% 1.3753
High 1.3729 1.3719 -0.0010 -0.1% 1.3753
Low 1.3650 1.3699 0.0049 0.4% 1.3650
Close 1.3717 1.3699 -0.0018 -0.1% 1.3699
Range 0.0079 0.0020 -0.0059 -74.7% 0.0103
ATR 0.0051 0.0048 -0.0002 -4.3% 0.0000
Volume 67 120 53 79.1% 322
Daily Pivots for day following 16-May-2014
Classic Woodie Camarilla DeMark
R4 1.3766 1.3752 1.3710
R3 1.3746 1.3732 1.3705
R2 1.3726 1.3726 1.3703
R1 1.3712 1.3712 1.3701 1.3709
PP 1.3706 1.3706 1.3706 1.3704
S1 1.3692 1.3692 1.3697 1.3689
S2 1.3686 1.3686 1.3695
S3 1.3666 1.3672 1.3694
S4 1.3646 1.3652 1.3688
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 1.4010 1.3957 1.3756
R3 1.3907 1.3854 1.3727
R2 1.3804 1.3804 1.3718
R1 1.3751 1.3751 1.3708 1.3726
PP 1.3701 1.3701 1.3701 1.3688
S1 1.3648 1.3648 1.3690 1.3623
S2 1.3598 1.3598 1.3680
S3 1.3495 1.3545 1.3671
S4 1.3392 1.3442 1.3642
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3753 1.3650 0.0103 0.8% 0.0037 0.3% 48% False False 64
10 1.3980 1.3650 0.0330 2.4% 0.0046 0.3% 15% False False 61
20 1.3980 1.3650 0.0330 2.4% 0.0040 0.3% 15% False False 38
40 1.3980 1.3650 0.0330 2.4% 0.0037 0.3% 15% False False 34
60 1.3980 1.3650 0.0330 2.4% 0.0033 0.2% 15% False False 27
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3804
2.618 1.3771
1.618 1.3751
1.000 1.3739
0.618 1.3731
HIGH 1.3719
0.618 1.3711
0.500 1.3709
0.382 1.3707
LOW 1.3699
0.618 1.3687
1.000 1.3679
1.618 1.3667
2.618 1.3647
4.250 1.3614
Fisher Pivots for day following 16-May-2014
Pivot 1 day 3 day
R1 1.3709 1.3697
PP 1.3706 1.3695
S1 1.3702 1.3693

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

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