CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 08-Jul-2014
Day Change Summary
Previous Current
07-Jul-2014 08-Jul-2014 Change Change % Previous Week
Open 1.3613 1.3619 0.0006 0.0% 1.3655
High 1.3619 1.3625 0.0006 0.0% 1.3709
Low 1.3588 1.3603 0.0015 0.1% 1.3606
Close 1.3618 1.3620 0.0002 0.0% 1.3612
Range 0.0031 0.0022 -0.0009 -29.0% 0.0103
ATR 0.0050 0.0048 -0.0002 -4.0% 0.0000
Volume 3,112 686 -2,426 -78.0% 1,812
Daily Pivots for day following 08-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3682 1.3673 1.3632
R3 1.3660 1.3651 1.3626
R2 1.3638 1.3638 1.3624
R1 1.3629 1.3629 1.3622 1.3634
PP 1.3616 1.3616 1.3616 1.3618
S1 1.3607 1.3607 1.3618 1.3612
S2 1.3594 1.3594 1.3616
S3 1.3572 1.3585 1.3614
S4 1.3550 1.3563 1.3608
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3951 1.3885 1.3669
R3 1.3848 1.3782 1.3640
R2 1.3745 1.3745 1.3631
R1 1.3679 1.3679 1.3621 1.3661
PP 1.3642 1.3642 1.3642 1.3633
S1 1.3576 1.3576 1.3603 1.3558
S2 1.3539 1.3539 1.3593
S3 1.3436 1.3473 1.3584
S4 1.3333 1.3370 1.3555
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% 0.0037 0.3% 26% False False 1,068
10 1.3709 1.3588 0.0121 0.9% 0.0042 0.3% 26% False False 682
20 1.3709 1.3518 0.0191 1.4% 0.0047 0.3% 53% False False 518
40 1.3753 1.3510 0.0243 1.8% 0.0047 0.3% 45% False False 448
60 1.3980 1.3510 0.0470 3.5% 0.0043 0.3% 23% False False 307
80 1.3980 1.3510 0.0470 3.5% 0.0041 0.3% 23% False False 237
100 1.3980 1.3510 0.0470 3.5% 0.0037 0.3% 23% False False 194
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3719
2.618 1.3683
1.618 1.3661
1.000 1.3647
0.618 1.3639
HIGH 1.3625
0.618 1.3617
0.500 1.3614
0.382 1.3611
LOW 1.3603
0.618 1.3589
1.000 1.3581
1.618 1.3567
2.618 1.3545
4.250 1.3510
Fisher Pivots for day following 08-Jul-2014
Pivot 1 day 3 day
R1 1.3618 1.3631
PP 1.3616 1.3627
S1 1.3614 1.3624

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

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