CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 23-Jul-2014
Day Change Summary
Previous Current
22-Jul-2014 23-Jul-2014 Change Change % Previous Week
Open 1.3534 1.3471 -0.0063 -0.5% 1.3613
High 1.3534 1.3478 -0.0056 -0.4% 1.3648
Low 1.3468 1.3462 -0.0006 0.0% 1.3501
Close 1.3473 1.3464 -0.0009 -0.1% 1.3533
Range 0.0066 0.0016 -0.0050 -75.8% 0.0147
ATR 0.0046 0.0044 -0.0002 -4.7% 0.0000
Volume 107 1,257 1,150 1,074.8% 2,021
Daily Pivots for day following 23-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3516 1.3506 1.3473
R3 1.3500 1.3490 1.3468
R2 1.3484 1.3484 1.3467
R1 1.3474 1.3474 1.3465 1.3471
PP 1.3468 1.3468 1.3468 1.3467
S1 1.3458 1.3458 1.3463 1.3455
S2 1.3452 1.3452 1.3461
S3 1.3436 1.3442 1.3460
S4 1.3420 1.3426 1.3455
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 1.3555 1.3462 0.0093 0.7% 0.0035 0.3% 2% False True 572
10 1.3656 1.3462 0.0194 1.4% 0.0042 0.3% 1% False True 454
20 1.3709 1.3462 0.0247 1.8% 0.0042 0.3% 1% False True 578
40 1.3709 1.3462 0.0247 1.8% 0.0047 0.4% 1% False True 433
60 1.3980 1.3462 0.0518 3.8% 0.0047 0.3% 0% False True 388
80 1.3980 1.3462 0.0518 3.8% 0.0042 0.3% 0% False True 298
100 1.3980 1.3462 0.0518 3.8% 0.0039 0.3% 0% False True 241
120 1.3980 1.3462 0.0518 3.8% 0.0038 0.3% 0% False True 208
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 0.0006
Narrowest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 1.3546
2.618 1.3520
1.618 1.3504
1.000 1.3494
0.618 1.3488
HIGH 1.3478
0.618 1.3472
0.500 1.3470
0.382 1.3468
LOW 1.3462
0.618 1.3452
1.000 1.3446
1.618 1.3436
2.618 1.3420
4.250 1.3394
Fisher Pivots for day following 23-Jul-2014
Pivot 1 day 3 day
R1 1.3470 1.3509
PP 1.3468 1.3494
S1 1.3466 1.3479

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

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