CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 10-Oct-2014
Day Change Summary
Previous Current
09-Oct-2014 10-Oct-2014 Change Change % Previous Week
Open 1.2736 1.2696 -0.0040 -0.3% 1.2520
High 1.2797 1.2722 -0.0075 -0.6% 1.2797
Low 1.2668 1.2611 -0.0057 -0.4% 1.2514
Close 1.2693 1.2619 -0.0074 -0.6% 1.2619
Range 0.0129 0.0111 -0.0018 -14.0% 0.0283
ATR 0.0096 0.0097 0.0001 1.1% 0.0000
Volume 339,907 221,594 -118,313 -34.8% 1,446,803
Daily Pivots for day following 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.2984 1.2912 1.2680
R3 1.2873 1.2801 1.2650
R2 1.2762 1.2762 1.2639
R1 1.2690 1.2690 1.2629 1.2671
PP 1.2651 1.2651 1.2651 1.2641
S1 1.2579 1.2579 1.2609 1.2560
S2 1.2540 1.2540 1.2599
S3 1.2429 1.2468 1.2588
S4 1.2318 1.2357 1.2558
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.3492 1.3339 1.2775
R3 1.3209 1.3056 1.2697
R2 1.2926 1.2926 1.2671
R1 1.2773 1.2773 1.2645 1.2850
PP 1.2643 1.2643 1.2643 1.2682
S1 1.2490 1.2490 1.2593 1.2567
S2 1.2360 1.2360 1.2567
S3 1.2077 1.2207 1.2541
S4 1.1794 1.1924 1.2463
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2797 1.2514 0.0283 2.2% 0.0127 1.0% 37% False False 289,360
10 1.2797 1.2506 0.0291 2.3% 0.0113 0.9% 39% False False 285,950
20 1.3006 1.2506 0.0500 4.0% 0.0098 0.8% 23% False False 252,617
40 1.3419 1.2506 0.0913 7.2% 0.0083 0.7% 12% False False 150,618
60 1.3555 1.2506 0.1049 8.3% 0.0070 0.6% 11% False False 100,873
80 1.3709 1.2506 0.1203 9.5% 0.0064 0.5% 9% False False 75,789
100 1.3709 1.2506 0.1203 9.5% 0.0062 0.5% 9% False False 60,727
120 1.3980 1.2506 0.1474 11.7% 0.0058 0.5% 8% False False 50,612
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3194
2.618 1.3013
1.618 1.2902
1.000 1.2833
0.618 1.2791
HIGH 1.2722
0.618 1.2680
0.500 1.2667
0.382 1.2653
LOW 1.2611
0.618 1.2542
1.000 1.2500
1.618 1.2431
2.618 1.2320
4.250 1.2139
Fisher Pivots for day following 10-Oct-2014
Pivot 1 day 3 day
R1 1.2667 1.2704
PP 1.2651 1.2676
S1 1.2635 1.2647

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

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