CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 16-Jul-2014
Day Change Summary
Previous Current
15-Jul-2014 16-Jul-2014 Change Change % Previous Week
Open 1.3629 1.3573 -0.0056 -0.4% 1.3613
High 1.3634 1.3576 -0.0058 -0.4% 1.3657
Low 1.3571 1.3530 -0.0041 -0.3% 1.3588
Close 1.3577 1.3532 -0.0045 -0.3% 1.3618
Range 0.0063 0.0046 -0.0017 -27.0% 0.0069
ATR 0.0048 0.0048 0.0000 -0.1% 0.0000
Volume 331 576 245 74.0% 4,873
Daily Pivots for day following 16-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3684 1.3654 1.3557
R3 1.3638 1.3608 1.3545
R2 1.3592 1.3592 1.3540
R1 1.3562 1.3562 1.3536 1.3554
PP 1.3546 1.3546 1.3546 1.3542
S1 1.3516 1.3516 1.3528 1.3508
S2 1.3500 1.3500 1.3524
S3 1.3454 1.3470 1.3519
S4 1.3408 1.3424 1.3507
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 1.3656 1.3530 0.0126 0.9% 0.0048 0.4% 2% False True 335
10 1.3692 1.3530 0.0162 1.2% 0.0044 0.3% 1% False True 656
20 1.3709 1.3530 0.0179 1.3% 0.0046 0.3% 1% False True 510
40 1.3709 1.3510 0.0199 1.5% 0.0048 0.4% 11% False False 493
60 1.3980 1.3510 0.0470 3.5% 0.0046 0.3% 5% False False 342
80 1.3980 1.3510 0.0470 3.5% 0.0043 0.3% 5% False False 264
100 1.3980 1.3510 0.0470 3.5% 0.0039 0.3% 5% False False 214
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3772
2.618 1.3696
1.618 1.3650
1.000 1.3622
0.618 1.3604
HIGH 1.3576
0.618 1.3558
0.500 1.3553
0.382 1.3548
LOW 1.3530
0.618 1.3502
1.000 1.3484
1.618 1.3456
2.618 1.3410
4.250 1.3335
Fisher Pivots for day following 16-Jul-2014
Pivot 1 day 3 day
R1 1.3553 1.3589
PP 1.3546 1.3570
S1 1.3539 1.3551

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

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