CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 08-Oct-2014
Day Change Summary
Previous Current
07-Oct-2014 08-Oct-2014 Change Change % Previous Week
Open 1.2662 1.2672 0.0010 0.1% 1.2688
High 1.2688 1.2755 0.0067 0.5% 1.2722
Low 1.2590 1.2628 0.0038 0.3% 1.2506
Close 1.2670 1.2738 0.0068 0.5% 1.2515
Range 0.0098 0.0127 0.0029 29.6% 0.0216
ATR 0.0091 0.0094 0.0003 2.8% 0.0000
Volume 284,945 331,403 46,458 16.3% 1,412,704
Daily Pivots for day following 08-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.3088 1.3040 1.2808
R3 1.2961 1.2913 1.2773
R2 1.2834 1.2834 1.2761
R1 1.2786 1.2786 1.2750 1.2810
PP 1.2707 1.2707 1.2707 1.2719
S1 1.2659 1.2659 1.2726 1.2683
S2 1.2580 1.2580 1.2715
S3 1.2453 1.2532 1.2703
S4 1.2326 1.2405 1.2668
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 1.2755 1.2506 0.0249 2.0% 0.0130 1.0% 93% True False 304,727
10 1.2790 1.2506 0.0284 2.2% 0.0106 0.8% 82% False False 279,331
20 1.3006 1.2506 0.0500 3.9% 0.0093 0.7% 46% False False 247,292
40 1.3420 1.2506 0.0914 7.2% 0.0080 0.6% 25% False False 136,631
60 1.3576 1.2506 0.1070 8.4% 0.0068 0.5% 22% False False 91,535
80 1.3709 1.2506 0.1203 9.4% 0.0062 0.5% 19% False False 68,773
100 1.3735 1.2506 0.1229 9.6% 0.0060 0.5% 19% False False 55,113
120 1.3980 1.2506 0.1474 11.6% 0.0056 0.4% 16% False False 45,933
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3295
2.618 1.3087
1.618 1.2960
1.000 1.2882
0.618 1.2833
HIGH 1.2755
0.618 1.2706
0.500 1.2692
0.382 1.2677
LOW 1.2628
0.618 1.2550
1.000 1.2501
1.618 1.2423
2.618 1.2296
4.250 1.2088
Fisher Pivots for day following 08-Oct-2014
Pivot 1 day 3 day
R1 1.2723 1.2704
PP 1.2707 1.2669
S1 1.2692 1.2635

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

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