CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 16-Sep-2014
Day Change Summary
Previous Current
15-Sep-2014 16-Sep-2014 Change Change % Previous Week
Open 1.2977 1.2948 -0.0029 -0.2% 1.2966
High 1.2980 1.3006 0.0026 0.2% 1.2989
Low 1.2918 1.2931 0.0013 0.1% 1.2871
Close 1.2945 1.2969 0.0024 0.2% 1.2958
Range 0.0062 0.0075 0.0013 21.0% 0.0118
ATR 0.0067 0.0068 0.0001 0.8% 0.0000
Volume 157,102 213,185 56,083 35.7% 850,913
Daily Pivots for day following 16-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.3194 1.3156 1.3010
R3 1.3119 1.3081 1.2990
R2 1.3044 1.3044 1.2983
R1 1.3006 1.3006 1.2976 1.3025
PP 1.2969 1.2969 1.2969 1.2978
S1 1.2931 1.2931 1.2962 1.2950
S2 1.2894 1.2894 1.2955
S3 1.2819 1.2856 1.2948
S4 1.2744 1.2781 1.2928
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.3293 1.3244 1.3023
R3 1.3175 1.3126 1.2990
R2 1.3057 1.3057 1.2980
R1 1.3008 1.3008 1.2969 1.2974
PP 1.2939 1.2939 1.2939 1.2922
S1 1.2890 1.2890 1.2947 1.2856
S2 1.2821 1.2821 1.2936
S3 1.2703 1.2772 1.2926
S4 1.2585 1.2654 1.2893
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3006 1.2894 0.0112 0.9% 0.0068 0.5% 67% True False 202,711
10 1.3170 1.2871 0.0299 2.3% 0.0086 0.7% 33% False False 129,749
20 1.3370 1.2871 0.0499 3.8% 0.0069 0.5% 20% False False 66,977
40 1.3534 1.2871 0.0663 5.1% 0.0058 0.4% 15% False False 34,236
60 1.3709 1.2871 0.0838 6.5% 0.0053 0.4% 12% False False 23,004
80 1.3709 1.2871 0.0838 6.5% 0.0053 0.4% 12% False False 17,357
100 1.3980 1.2871 0.1109 8.6% 0.0051 0.4% 9% False False 13,914
120 1.3980 1.2871 0.1109 8.6% 0.0047 0.4% 9% False False 11,600
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 0.0015
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3325
2.618 1.3202
1.618 1.3127
1.000 1.3081
0.618 1.3052
HIGH 1.3006
0.618 1.2977
0.500 1.2969
0.382 1.2960
LOW 1.2931
0.618 1.2885
1.000 1.2856
1.618 1.2810
2.618 1.2735
4.250 1.2612
Fisher Pivots for day following 16-Sep-2014
Pivot 1 day 3 day
R1 1.2969 1.2967
PP 1.2969 1.2964
S1 1.2969 1.2962

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

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