CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 02-Jul-2014
Day Change Summary
Previous Current
01-Jul-2014 02-Jul-2014 Change Change % Previous Week
Open 1.3702 1.3692 -0.0010 -0.1% 1.3596
High 1.3709 1.3692 -0.0017 -0.1% 1.3660
Low 1.3688 1.3649 -0.0039 -0.3% 1.3584
Close 1.3688 1.3663 -0.0025 -0.2% 1.3654
Range 0.0021 0.0043 0.0022 104.8% 0.0076
ATR 0.0051 0.0050 -0.0001 -1.1% 0.0000
Volume 941 369 -572 -60.8% 1,515
Daily Pivots for day following 02-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3797 1.3773 1.3687
R3 1.3754 1.3730 1.3675
R2 1.3711 1.3711 1.3671
R1 1.3687 1.3687 1.3667 1.3678
PP 1.3668 1.3668 1.3668 1.3663
S1 1.3644 1.3644 1.3659 1.3635
S2 1.3625 1.3625 1.3655
S3 1.3582 1.3601 1.3651
S4 1.3539 1.3558 1.3639
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.3861 1.3833 1.3696
R3 1.3785 1.3757 1.3675
R2 1.3709 1.3709 1.3668
R1 1.3681 1.3681 1.3661 1.3695
PP 1.3633 1.3633 1.3633 1.3640
S1 1.3605 1.3605 1.3647 1.3619
S2 1.3557 1.3557 1.3640
S3 1.3481 1.3529 1.3633
S4 1.3405 1.3453 1.3612
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3709 1.3588 0.0121 0.9% 0.0043 0.3% 62% False False 459
10 1.3709 1.3574 0.0135 1.0% 0.0045 0.3% 66% False False 390
20 1.3709 1.3510 0.0199 1.5% 0.0055 0.4% 77% False False 374
40 1.3980 1.3510 0.0470 3.4% 0.0049 0.4% 33% False False 353
60 1.3980 1.3510 0.0470 3.4% 0.0043 0.3% 33% False False 241
80 1.3980 1.3510 0.0470 3.4% 0.0041 0.3% 33% False False 187
100 1.3980 1.3510 0.0470 3.4% 0.0037 0.3% 33% False False 154
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3875
2.618 1.3805
1.618 1.3762
1.000 1.3735
0.618 1.3719
HIGH 1.3692
0.618 1.3676
0.500 1.3671
0.382 1.3665
LOW 1.3649
0.618 1.3622
1.000 1.3606
1.618 1.3579
2.618 1.3536
4.250 1.3466
Fisher Pivots for day following 02-Jul-2014
Pivot 1 day 3 day
R1 1.3671 1.3679
PP 1.3668 1.3674
S1 1.3666 1.3668

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

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