CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 24-Jul-2014
Day Change Summary
Previous Current
23-Jul-2014 24-Jul-2014 Change Change % Previous Week
Open 1.3471 1.3466 -0.0005 0.0% 1.3613
High 1.3478 1.3490 0.0012 0.1% 1.3648
Low 1.3462 1.3443 -0.0019 -0.1% 1.3501
Close 1.3464 1.3469 0.0005 0.0% 1.3533
Range 0.0016 0.0047 0.0031 193.8% 0.0147
ATR 0.0044 0.0044 0.0000 0.5% 0.0000
Volume 1,257 519 -738 -58.7% 2,021
Daily Pivots for day following 24-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3608 1.3586 1.3495
R3 1.3561 1.3539 1.3482
R2 1.3514 1.3514 1.3478
R1 1.3492 1.3492 1.3473 1.3503
PP 1.3467 1.3467 1.3467 1.3473
S1 1.3445 1.3445 1.3465 1.3456
S2 1.3420 1.3420 1.3460
S3 1.3373 1.3398 1.3456
S4 1.3326 1.3351 1.3443
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 1.3443 0.0112 0.8% 0.0041 0.3% 23% False True 549
10 1.3648 1.3443 0.0205 1.5% 0.0040 0.3% 13% False True 481
20 1.3709 1.3443 0.0266 2.0% 0.0042 0.3% 10% False True 593
40 1.3709 1.3443 0.0266 2.0% 0.0048 0.4% 10% False True 441
60 1.3980 1.3443 0.0537 4.0% 0.0047 0.3% 5% False True 397
80 1.3980 1.3443 0.0537 4.0% 0.0042 0.3% 5% False True 303
100 1.3980 1.3443 0.0537 4.0% 0.0039 0.3% 5% False True 246
120 1.3980 1.3443 0.0537 4.0% 0.0038 0.3% 5% False True 209
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3690
2.618 1.3613
1.618 1.3566
1.000 1.3537
0.618 1.3519
HIGH 1.3490
0.618 1.3472
0.500 1.3467
0.382 1.3461
LOW 1.3443
0.618 1.3414
1.000 1.3396
1.618 1.3367
2.618 1.3320
4.250 1.3243
Fisher Pivots for day following 24-Jul-2014
Pivot 1 day 3 day
R1 1.3468 1.3489
PP 1.3467 1.3482
S1 1.3467 1.3476

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

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