CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 15-Jul-2014
Day Change Summary
Previous Current
14-Jul-2014 15-Jul-2014 Change Change % Previous Week
Open 1.3613 1.3629 0.0016 0.1% 1.3613
High 1.3648 1.3634 -0.0014 -0.1% 1.3657
Low 1.3606 1.3571 -0.0035 -0.3% 1.3588
Close 1.3628 1.3577 -0.0051 -0.4% 1.3618
Range 0.0042 0.0063 0.0021 50.0% 0.0069
ATR 0.0047 0.0048 0.0001 2.5% 0.0000
Volume 182 331 149 81.9% 4,873
Daily Pivots for day following 15-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3783 1.3743 1.3612
R3 1.3720 1.3680 1.3594
R2 1.3657 1.3657 1.3589
R1 1.3617 1.3617 1.3583 1.3606
PP 1.3594 1.3594 1.3594 1.3588
S1 1.3554 1.3554 1.3571 1.3543
S2 1.3531 1.3531 1.3565
S3 1.3468 1.3491 1.3560
S4 1.3405 1.3428 1.3542
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3828 1.3792 1.3656
R3 1.3759 1.3723 1.3637
R2 1.3690 1.3690 1.3631
R1 1.3654 1.3654 1.3624 1.3672
PP 1.3621 1.3621 1.3621 1.3630
S1 1.3585 1.3585 1.3612 1.3603
S2 1.3552 1.3552 1.3605
S3 1.3483 1.3516 1.3599
S4 1.3414 1.3447 1.3580
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3657 1.3571 0.0086 0.6% 0.0047 0.3% 7% False True 317
10 1.3709 1.3571 0.0138 1.0% 0.0042 0.3% 4% False True 692
20 1.3709 1.3550 0.0159 1.2% 0.0045 0.3% 17% False False 488
40 1.3735 1.3510 0.0225 1.7% 0.0048 0.4% 30% False False 479
60 1.3980 1.3510 0.0470 3.5% 0.0045 0.3% 14% False False 332
80 1.3980 1.3510 0.0470 3.5% 0.0042 0.3% 14% False False 257
100 1.3980 1.3510 0.0470 3.5% 0.0039 0.3% 14% False False 208
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3902
2.618 1.3799
1.618 1.3736
1.000 1.3697
0.618 1.3673
HIGH 1.3634
0.618 1.3610
0.500 1.3603
0.382 1.3595
LOW 1.3571
0.618 1.3532
1.000 1.3508
1.618 1.3469
2.618 1.3406
4.250 1.3303
Fisher Pivots for day following 15-Jul-2014
Pivot 1 day 3 day
R1 1.3603 1.3610
PP 1.3594 1.3599
S1 1.3586 1.3588

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

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