CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 28-Aug-2014
Day Change Summary
Previous Current
27-Aug-2014 28-Aug-2014 Change Change % Previous Week
Open 1.3179 1.3201 0.0022 0.2% 1.3402
High 1.3218 1.3229 0.0011 0.1% 1.3406
Low 1.3161 1.3170 0.0009 0.1% 1.3230
Close 1.3204 1.3193 -0.0011 -0.1% 1.3249
Range 0.0057 0.0059 0.0002 3.5% 0.0176
ATR 0.0052 0.0052 0.0001 1.0% 0.0000
Volume 2,906 4,506 1,600 55.1% 11,672
Daily Pivots for day following 28-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3374 1.3343 1.3225
R3 1.3315 1.3284 1.3209
R2 1.3256 1.3256 1.3204
R1 1.3225 1.3225 1.3198 1.3211
PP 1.3197 1.3197 1.3197 1.3191
S1 1.3166 1.3166 1.3188 1.3152
S2 1.3138 1.3138 1.3182
S3 1.3079 1.3107 1.3177
S4 1.3020 1.3048 1.3161
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3823 1.3712 1.3346
R3 1.3647 1.3536 1.3297
R2 1.3471 1.3471 1.3281
R1 1.3360 1.3360 1.3265 1.3328
PP 1.3295 1.3295 1.3295 1.3279
S1 1.3184 1.3184 1.3233 1.3152
S2 1.3119 1.3119 1.3217
S3 1.2943 1.3008 1.3201
S4 1.2767 1.2832 1.3152
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3304 1.3161 0.0143 1.1% 0.0053 0.4% 22% False False 3,351
10 1.3419 1.3161 0.0258 2.0% 0.0052 0.4% 12% False False 2,833
20 1.3451 1.3161 0.0290 2.2% 0.0053 0.4% 11% False False 2,037
40 1.3674 1.3161 0.0513 3.9% 0.0047 0.4% 6% False False 1,570
60 1.3709 1.3161 0.0548 4.2% 0.0049 0.4% 6% False False 1,171
80 1.3980 1.3161 0.0819 6.2% 0.0048 0.4% 4% False False 962
100 1.3980 1.3161 0.0819 6.2% 0.0044 0.3% 4% False False 773
120 1.3980 1.3161 0.0819 6.2% 0.0043 0.3% 4% False False 648
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3480
2.618 1.3383
1.618 1.3324
1.000 1.3288
0.618 1.3265
HIGH 1.3229
0.618 1.3206
0.500 1.3200
0.382 1.3193
LOW 1.3170
0.618 1.3134
1.000 1.3111
1.618 1.3075
2.618 1.3016
4.250 1.2919
Fisher Pivots for day following 28-Aug-2014
Pivot 1 day 3 day
R1 1.3200 1.3195
PP 1.3197 1.3194
S1 1.3195 1.3194

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

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