CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 05-Sep-2014
Day Change Summary
Previous Current
04-Sep-2014 05-Sep-2014 Change Change % Previous Week
Open 1.3157 1.2948 -0.0209 -1.6% 1.3140
High 1.3163 1.3005 -0.0158 -1.2% 1.3170
Low 1.2932 1.2934 0.0002 0.0% 1.2932
Close 1.2948 1.2969 0.0021 0.2% 1.2969
Range 0.0231 0.0071 -0.0160 -69.3% 0.0238
ATR 0.0064 0.0064 0.0001 0.8% 0.0000
Volume 39,514 27,592 -11,922 -30.2% 86,065
Daily Pivots for day following 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.3182 1.3147 1.3008
R3 1.3111 1.3076 1.2989
R2 1.3040 1.3040 1.2982
R1 1.3005 1.3005 1.2976 1.3023
PP 1.2969 1.2969 1.2969 1.2978
S1 1.2934 1.2934 1.2962 1.2952
S2 1.2898 1.2898 1.2956
S3 1.2827 1.2863 1.2949
S4 1.2756 1.2792 1.2930
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.3738 1.3591 1.3100
R3 1.3500 1.3353 1.3034
R2 1.3262 1.3262 1.3013
R1 1.3115 1.3115 1.2991 1.3070
PP 1.3024 1.3024 1.3024 1.3001
S1 1.2877 1.2877 1.2947 1.2832
S2 1.2786 1.2786 1.2925
S3 1.2548 1.2639 1.2904
S4 1.2310 1.2401 1.2838
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3205 1.2932 0.0273 2.1% 0.0088 0.7% 14% False False 18,625
10 1.3304 1.2932 0.0372 2.9% 0.0070 0.5% 10% False False 10,988
20 1.3440 1.2932 0.0508 3.9% 0.0063 0.5% 7% False False 6,291
40 1.3648 1.2932 0.0716 5.5% 0.0052 0.4% 5% False False 3,779
60 1.3709 1.2932 0.0777 6.0% 0.0050 0.4% 5% False False 2,697
80 1.3735 1.2932 0.0803 6.2% 0.0050 0.4% 5% False False 2,122
100 1.3980 1.2932 0.1048 8.1% 0.0048 0.4% 4% False False 1,703
120 1.3980 1.2932 0.1048 8.1% 0.0045 0.3% 4% False False 1,424
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 False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3307
2.618 1.3191
1.618 1.3120
1.000 1.3076
0.618 1.3049
HIGH 1.3005
0.618 1.2978
0.500 1.2970
0.382 1.2961
LOW 1.2934
0.618 1.2890
1.000 1.2863
1.618 1.2819
2.618 1.2748
4.250 1.2632
Fisher Pivots for day following 05-Sep-2014
Pivot 1 day 3 day
R1 1.2970 1.3051
PP 1.2969 1.3024
S1 1.2969 1.2996

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

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