CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 17-Jul-2014
Day Change Summary
Previous Current
16-Jul-2014 17-Jul-2014 Change Change % Previous Week
Open 1.3573 1.3536 -0.0037 -0.3% 1.3613
High 1.3576 1.3546 -0.0030 -0.2% 1.3657
Low 1.3530 1.3525 -0.0005 0.0% 1.3588
Close 1.3532 1.3535 0.0003 0.0% 1.3618
Range 0.0046 0.0021 -0.0025 -54.3% 0.0069
ATR 0.0048 0.0046 -0.0002 -4.0% 0.0000
Volume 576 637 61 10.6% 4,873
Daily Pivots for day following 17-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3598 1.3588 1.3547
R3 1.3577 1.3567 1.3541
R2 1.3556 1.3556 1.3539
R1 1.3546 1.3546 1.3537 1.3541
PP 1.3535 1.3535 1.3535 1.3533
S1 1.3525 1.3525 1.3533 1.3520
S2 1.3514 1.3514 1.3531
S3 1.3493 1.3504 1.3529
S4 1.3472 1.3483 1.3523
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 1.3648 1.3525 0.0123 0.9% 0.0040 0.3% 8% False True 414
10 1.3674 1.3525 0.0149 1.1% 0.0042 0.3% 7% False True 683
20 1.3709 1.3525 0.0184 1.4% 0.0044 0.3% 5% False True 536
40 1.3709 1.3510 0.0199 1.5% 0.0048 0.4% 13% False False 508
60 1.3980 1.3510 0.0470 3.5% 0.0046 0.3% 5% False False 352
80 1.3980 1.3510 0.0470 3.5% 0.0042 0.3% 5% False False 272
100 1.3980 1.3510 0.0470 3.5% 0.0039 0.3% 5% False False 220
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0008
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.3635
2.618 1.3601
1.618 1.3580
1.000 1.3567
0.618 1.3559
HIGH 1.3546
0.618 1.3538
0.500 1.3536
0.382 1.3533
LOW 1.3525
0.618 1.3512
1.000 1.3504
1.618 1.3491
2.618 1.3470
4.250 1.3436
Fisher Pivots for day following 17-Jul-2014
Pivot 1 day 3 day
R1 1.3536 1.3580
PP 1.3535 1.3565
S1 1.3535 1.3550

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

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