CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 29-Jul-2014
Day Change Summary
Previous Current
28-Jul-2014 29-Jul-2014 Change Change % Previous Week
Open 1.3438 1.3445 0.0007 0.1% 1.3537
High 1.3449 1.3450 0.0001 0.0% 1.3555
Low 1.3433 1.3411 -0.0022 -0.2% 1.3429
Close 1.3440 1.3415 -0.0025 -0.2% 1.3437
Range 0.0016 0.0039 0.0023 143.8% 0.0126
ATR 0.0042 0.0042 0.0000 -0.6% 0.0000
Volume 926 612 -314 -33.9% 6,621
Daily Pivots for day following 29-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3542 1.3518 1.3436
R3 1.3503 1.3479 1.3426
R2 1.3464 1.3464 1.3422
R1 1.3440 1.3440 1.3419 1.3433
PP 1.3425 1.3425 1.3425 1.3422
S1 1.3401 1.3401 1.3411 1.3394
S2 1.3386 1.3386 1.3408
S3 1.3347 1.3362 1.3404
S4 1.3308 1.3323 1.3394
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 1.3490 1.3411 0.0079 0.6% 0.0033 0.2% 5% False True 1,497
10 1.3576 1.3411 0.0165 1.2% 0.0037 0.3% 2% False True 966
20 1.3709 1.3411 0.0298 2.2% 0.0040 0.3% 1% False True 829
40 1.3709 1.3411 0.0298 2.2% 0.0048 0.4% 1% False True 572
60 1.3980 1.3411 0.0569 4.2% 0.0046 0.3% 1% False True 491
80 1.3980 1.3411 0.0569 4.2% 0.0042 0.3% 1% False True 372
100 1.3980 1.3411 0.0569 4.2% 0.0040 0.3% 1% False True 303
120 1.3980 1.3411 0.0569 4.2% 0.0038 0.3% 1% False True 256
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 1.3616
2.618 1.3552
1.618 1.3513
1.000 1.3489
0.618 1.3474
HIGH 1.3450
0.618 1.3435
0.500 1.3431
0.382 1.3426
LOW 1.3411
0.618 1.3387
1.000 1.3372
1.618 1.3348
2.618 1.3309
4.250 1.3245
Fisher Pivots for day following 29-Jul-2014
Pivot 1 day 3 day
R1 1.3431 1.3444
PP 1.3425 1.3434
S1 1.3420 1.3425

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

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