CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 14-Aug-2014
Day Change Summary
Previous Current
13-Aug-2014 14-Aug-2014 Change Change % Previous Week
Open 1.3374 1.3369 -0.0005 0.0% 1.3427
High 1.3420 1.3414 -0.0006 0.0% 1.3440
Low 1.3350 1.3356 0.0006 0.0% 1.3343
Close 1.3375 1.3373 -0.0002 0.0% 1.3418
Range 0.0070 0.0058 -0.0012 -17.1% 0.0097
ATR 0.0048 0.0048 0.0001 1.5% 0.0000
Volume 887 1,154 267 30.1% 5,221
Daily Pivots for day following 14-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3555 1.3522 1.3405
R3 1.3497 1.3464 1.3389
R2 1.3439 1.3439 1.3384
R1 1.3406 1.3406 1.3378 1.3423
PP 1.3381 1.3381 1.3381 1.3389
S1 1.3348 1.3348 1.3368 1.3365
S2 1.3323 1.3323 1.3362
S3 1.3265 1.3290 1.3357
S4 1.3207 1.3232 1.3341
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3691 1.3652 1.3471
R3 1.3594 1.3555 1.3445
R2 1.3497 1.3497 1.3436
R1 1.3458 1.3458 1.3427 1.3429
PP 1.3400 1.3400 1.3400 1.3386
S1 1.3361 1.3361 1.3409 1.3332
S2 1.3303 1.3303 1.3400
S3 1.3206 1.3264 1.3391
S4 1.3109 1.3167 1.3365
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3440 1.3345 0.0095 0.7% 0.0058 0.4% 29% False False 874
10 1.3451 1.3343 0.0108 0.8% 0.0054 0.4% 28% False False 1,241
20 1.3555 1.3343 0.0212 1.6% 0.0046 0.3% 14% False False 1,383
40 1.3709 1.3343 0.0366 2.7% 0.0045 0.3% 8% False False 960
60 1.3709 1.3343 0.0366 2.7% 0.0047 0.4% 8% False False 800
80 1.3980 1.3343 0.0637 4.8% 0.0046 0.3% 5% False False 610
100 1.3980 1.3343 0.0637 4.8% 0.0043 0.3% 5% False False 494
120 1.3980 1.3343 0.0637 4.8% 0.0040 0.3% 5% False False 414
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3661
2.618 1.3566
1.618 1.3508
1.000 1.3472
0.618 1.3450
HIGH 1.3414
0.618 1.3392
0.500 1.3385
0.382 1.3378
LOW 1.3356
0.618 1.3320
1.000 1.3298
1.618 1.3262
2.618 1.3204
4.250 1.3110
Fisher Pivots for day following 14-Aug-2014
Pivot 1 day 3 day
R1 1.3385 1.3383
PP 1.3381 1.3379
S1 1.3377 1.3376

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

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