CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 09-Jul-2014
Day Change Summary
Previous Current
08-Jul-2014 09-Jul-2014 Change Change % Previous Week
Open 1.3619 1.3629 0.0010 0.1% 1.3655
High 1.3625 1.3657 0.0032 0.2% 1.3709
Low 1.3603 1.3615 0.0012 0.1% 1.3606
Close 1.3620 1.3656 0.0036 0.3% 1.3612
Range 0.0022 0.0042 0.0020 90.9% 0.0103
ATR 0.0048 0.0047 0.0000 -0.9% 0.0000
Volume 686 487 -199 -29.0% 1,812
Daily Pivots for day following 09-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3769 1.3754 1.3679
R3 1.3727 1.3712 1.3668
R2 1.3685 1.3685 1.3664
R1 1.3670 1.3670 1.3660 1.3678
PP 1.3643 1.3643 1.3643 1.3646
S1 1.3628 1.3628 1.3652 1.3636
S2 1.3601 1.3601 1.3648
S3 1.3559 1.3586 1.3644
S4 1.3517 1.3544 1.3633
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 1.3692 1.3588 0.0104 0.8% 0.0041 0.3% 65% False False 977
10 1.3709 1.3588 0.0121 0.9% 0.0042 0.3% 56% False False 703
20 1.3709 1.3518 0.0191 1.4% 0.0046 0.3% 72% False False 527
40 1.3752 1.3510 0.0242 1.8% 0.0048 0.3% 60% False False 459
60 1.3980 1.3510 0.0470 3.4% 0.0044 0.3% 31% False False 315
80 1.3980 1.3510 0.0470 3.4% 0.0041 0.3% 31% False False 243
100 1.3980 1.3510 0.0470 3.4% 0.0038 0.3% 31% False False 198
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3836
2.618 1.3767
1.618 1.3725
1.000 1.3699
0.618 1.3683
HIGH 1.3657
0.618 1.3641
0.500 1.3636
0.382 1.3631
LOW 1.3615
0.618 1.3589
1.000 1.3573
1.618 1.3547
2.618 1.3505
4.250 1.3437
Fisher Pivots for day following 09-Jul-2014
Pivot 1 day 3 day
R1 1.3649 1.3645
PP 1.3643 1.3634
S1 1.3636 1.3623

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

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