CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 25-Jul-2014
Day Change Summary
Previous Current
24-Jul-2014 25-Jul-2014 Change Change % Previous Week
Open 1.3466 1.3471 0.0005 0.0% 1.3537
High 1.3490 1.3477 -0.0013 -0.1% 1.3555
Low 1.3443 1.3429 -0.0014 -0.1% 1.3429
Close 1.3469 1.3437 -0.0032 -0.2% 1.3437
Range 0.0047 0.0048 0.0001 2.1% 0.0126
ATR 0.0044 0.0044 0.0000 0.6% 0.0000
Volume 519 4,171 3,652 703.7% 6,621
Daily Pivots for day following 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3592 1.3562 1.3463
R3 1.3544 1.3514 1.3450
R2 1.3496 1.3496 1.3446
R1 1.3466 1.3466 1.3441 1.3457
PP 1.3448 1.3448 1.3448 1.3443
S1 1.3418 1.3418 1.3433 1.3409
S2 1.3400 1.3400 1.3428
S3 1.3352 1.3370 1.3424
S4 1.3304 1.3322 1.3411
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3852 1.3770 1.3506
R3 1.3726 1.3644 1.3472
R2 1.3600 1.3600 1.3460
R1 1.3518 1.3518 1.3449 1.3496
PP 1.3474 1.3474 1.3474 1.3463
S1 1.3392 1.3392 1.3425 1.3370
S2 1.3348 1.3348 1.3414
S3 1.3222 1.3266 1.3402
S4 1.3096 1.3140 1.3368
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3555 1.3429 0.0126 0.9% 0.0042 0.3% 6% False True 1,324
10 1.3648 1.3429 0.0219 1.6% 0.0042 0.3% 4% False True 864
20 1.3709 1.3429 0.0280 2.1% 0.0041 0.3% 3% False True 782
40 1.3709 1.3429 0.0280 2.1% 0.0048 0.4% 3% False True 540
60 1.3980 1.3429 0.0551 4.1% 0.0046 0.3% 1% False True 466
80 1.3980 1.3429 0.0551 4.1% 0.0043 0.3% 1% False True 354
100 1.3980 1.3429 0.0551 4.1% 0.0040 0.3% 1% False True 288
120 1.3980 1.3429 0.0551 4.1% 0.0038 0.3% 1% False True 243
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3681
2.618 1.3603
1.618 1.3555
1.000 1.3525
0.618 1.3507
HIGH 1.3477
0.618 1.3459
0.500 1.3453
0.382 1.3447
LOW 1.3429
0.618 1.3399
1.000 1.3381
1.618 1.3351
2.618 1.3303
4.250 1.3225
Fisher Pivots for day following 25-Jul-2014
Pivot 1 day 3 day
R1 1.3453 1.3460
PP 1.3448 1.3452
S1 1.3442 1.3445

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

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