CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 21-Jul-2014
Day Change Summary
Previous Current
18-Jul-2014 21-Jul-2014 Change Change % Previous Week
Open 1.3536 1.3537 0.0001 0.0% 1.3613
High 1.3542 1.3555 0.0013 0.1% 1.3648
Low 1.3501 1.3522 0.0021 0.2% 1.3501
Close 1.3533 1.3530 -0.0003 0.0% 1.3533
Range 0.0041 0.0033 -0.0008 -19.5% 0.0147
ATR 0.0045 0.0045 -0.0001 -2.0% 0.0000
Volume 295 567 272 92.2% 2,021
Daily Pivots for day following 21-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3635 1.3615 1.3548
R3 1.3602 1.3582 1.3539
R2 1.3569 1.3569 1.3536
R1 1.3549 1.3549 1.3533 1.3543
PP 1.3536 1.3536 1.3536 1.3532
S1 1.3516 1.3516 1.3527 1.3510
S2 1.3503 1.3503 1.3524
S3 1.3470 1.3483 1.3521
S4 1.3437 1.3450 1.3512
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.4002 1.3914 1.3614
R3 1.3855 1.3767 1.3573
R2 1.3708 1.3708 1.3560
R1 1.3620 1.3620 1.3546 1.3591
PP 1.3561 1.3561 1.3561 1.3546
S1 1.3473 1.3473 1.3520 1.3444
S2 1.3414 1.3414 1.3506
S3 1.3267 1.3326 1.3493
S4 1.3120 1.3179 1.3452
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3634 1.3501 0.0133 1.0% 0.0041 0.3% 22% False False 481
10 1.3657 1.3501 0.0156 1.2% 0.0040 0.3% 19% False False 434
20 1.3709 1.3501 0.0208 1.5% 0.0042 0.3% 14% False False 539
40 1.3709 1.3501 0.0208 1.5% 0.0047 0.4% 14% False False 477
60 1.3980 1.3501 0.0479 3.5% 0.0046 0.3% 6% False False 366
80 1.3980 1.3501 0.0479 3.5% 0.0042 0.3% 6% False False 282
100 1.3980 1.3501 0.0479 3.5% 0.0039 0.3% 6% False False 228
120 1.3980 1.3493 0.0487 3.6% 0.0038 0.3% 8% False False 197
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3695
2.618 1.3641
1.618 1.3608
1.000 1.3588
0.618 1.3575
HIGH 1.3555
0.618 1.3542
0.500 1.3539
0.382 1.3535
LOW 1.3522
0.618 1.3502
1.000 1.3489
1.618 1.3469
2.618 1.3436
4.250 1.3382
Fisher Pivots for day following 21-Jul-2014
Pivot 1 day 3 day
R1 1.3539 1.3529
PP 1.3536 1.3529
S1 1.3533 1.3528

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

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