CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 02-Sep-2014
Day Change Summary
Previous Current
29-Aug-2014 02-Sep-2014 Change Change % Previous Week
Open 1.3189 1.3140 -0.0049 -0.4% 1.3210
High 1.3205 1.3156 -0.0049 -0.4% 1.3229
Low 1.3143 1.3119 -0.0024 -0.2% 1.3143
Close 1.3143 1.3135 -0.0008 -0.1% 1.3143
Range 0.0062 0.0037 -0.0025 -40.3% 0.0086
ATR 0.0053 0.0052 -0.0001 -2.1% 0.0000
Volume 7,064 9,768 2,704 38.3% 21,401
Daily Pivots for day following 02-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.3248 1.3228 1.3155
R3 1.3211 1.3191 1.3145
R2 1.3174 1.3174 1.3142
R1 1.3154 1.3154 1.3138 1.3146
PP 1.3137 1.3137 1.3137 1.3132
S1 1.3117 1.3117 1.3132 1.3109
S2 1.3100 1.3100 1.3128
S3 1.3063 1.3080 1.3125
S4 1.3026 1.3043 1.3115
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3430 1.3372 1.3190
R3 1.3344 1.3286 1.3167
R2 1.3258 1.3258 1.3159
R1 1.3200 1.3200 1.3151 1.3186
PP 1.3172 1.3172 1.3172 1.3165
S1 1.3114 1.3114 1.3135 1.3100
S2 1.3086 1.3086 1.3127
S3 1.3000 1.3028 1.3119
S4 1.2914 1.2942 1.3096
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3229 1.3119 0.0110 0.8% 0.0053 0.4% 15% False True 5,861
10 1.3370 1.3119 0.0251 1.9% 0.0052 0.4% 6% False True 4,205
20 1.3440 1.3119 0.0321 2.4% 0.0054 0.4% 5% False True 2,629
40 1.3657 1.3119 0.0538 4.1% 0.0047 0.4% 3% False True 1,907
60 1.3709 1.3119 0.0590 4.5% 0.0048 0.4% 3% False True 1,436
80 1.3833 1.3119 0.0714 5.4% 0.0047 0.4% 2% False True 1,172
100 1.3980 1.3119 0.0861 6.6% 0.0044 0.3% 2% False True 941
120 1.3980 1.3119 0.0861 6.6% 0.0043 0.3% 2% False True 788
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3313
2.618 1.3253
1.618 1.3216
1.000 1.3193
0.618 1.3179
HIGH 1.3156
0.618 1.3142
0.500 1.3138
0.382 1.3133
LOW 1.3119
0.618 1.3096
1.000 1.3082
1.618 1.3059
2.618 1.3022
4.250 1.2962
Fisher Pivots for day following 02-Sep-2014
Pivot 1 day 3 day
R1 1.3138 1.3174
PP 1.3137 1.3161
S1 1.3136 1.3148

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

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