CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 03-Oct-2014
Day Change Summary
Previous Current
02-Oct-2014 03-Oct-2014 Change Change % Previous Week
Open 1.2625 1.2679 0.0054 0.4% 1.2688
High 1.2705 1.2679 -0.0026 -0.2% 1.2722
Low 1.2620 1.2506 -0.0114 -0.9% 1.2506
Close 1.2681 1.2515 -0.0166 -1.3% 1.2515
Range 0.0085 0.0173 0.0088 103.5% 0.0216
ATR 0.0078 0.0085 0.0007 8.9% 0.0000
Volume 354,219 284,116 -70,103 -19.8% 1,412,704
Daily Pivots for day following 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.3086 1.2973 1.2610
R3 1.2913 1.2800 1.2563
R2 1.2740 1.2740 1.2547
R1 1.2627 1.2627 1.2531 1.2597
PP 1.2567 1.2567 1.2567 1.2552
S1 1.2454 1.2454 1.2499 1.2424
S2 1.2394 1.2394 1.2483
S3 1.2221 1.2281 1.2467
S4 1.2048 1.2108 1.2420
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.3229 1.3088 1.2634
R3 1.3013 1.2872 1.2574
R2 1.2797 1.2797 1.2555
R1 1.2656 1.2656 1.2535 1.2619
PP 1.2581 1.2581 1.2581 1.2562
S1 1.2440 1.2440 1.2495 1.2403
S2 1.2365 1.2365 1.2475
S3 1.2149 1.2224 1.2456
S4 1.1933 1.2008 1.2396
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2722 1.2506 0.0216 1.7% 0.0100 0.8% 4% False True 282,540
10 1.2908 1.2506 0.0402 3.2% 0.0087 0.7% 2% False True 248,938
20 1.3006 1.2506 0.0500 4.0% 0.0086 0.7% 2% False True 222,823
40 1.3440 1.2506 0.0934 7.5% 0.0074 0.6% 1% False True 114,557
60 1.3648 1.2506 0.1142 9.1% 0.0063 0.5% 1% False True 76,794
80 1.3709 1.2506 0.1203 9.6% 0.0059 0.5% 1% False True 57,729
100 1.3735 1.2506 0.1229 9.8% 0.0057 0.5% 1% False True 46,262
120 1.3980 1.2506 0.1474 11.8% 0.0054 0.4% 1% False True 38,557
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.3414
2.618 1.3132
1.618 1.2959
1.000 1.2852
0.618 1.2786
HIGH 1.2679
0.618 1.2613
0.500 1.2593
0.382 1.2572
LOW 1.2506
0.618 1.2399
1.000 1.2333
1.618 1.2226
2.618 1.2053
4.250 1.1771
Fisher Pivots for day following 03-Oct-2014
Pivot 1 day 3 day
R1 1.2593 1.2606
PP 1.2567 1.2575
S1 1.2541 1.2545

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

View Archives - Comment on this page... - Back to Index of Symbols