CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 13-Oct-2014
Day Change Summary
Previous Current
10-Oct-2014 13-Oct-2014 Change Change % Previous Week
Open 1.2696 1.2634 -0.0062 -0.5% 1.2520
High 1.2722 1.2767 0.0045 0.4% 1.2797
Low 1.2611 1.2632 0.0021 0.2% 1.2514
Close 1.2619 1.2671 0.0052 0.4% 1.2619
Range 0.0111 0.0135 0.0024 21.6% 0.0283
ATR 0.0097 0.0101 0.0004 3.7% 0.0000
Volume 221,594 169,902 -51,692 -23.3% 1,446,803
Daily Pivots for day following 13-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.3095 1.3018 1.2745
R3 1.2960 1.2883 1.2708
R2 1.2825 1.2825 1.2696
R1 1.2748 1.2748 1.2683 1.2787
PP 1.2690 1.2690 1.2690 1.2709
S1 1.2613 1.2613 1.2659 1.2652
S2 1.2555 1.2555 1.2646
S3 1.2420 1.2478 1.2634
S4 1.2285 1.2343 1.2597
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 1.2590 0.0207 1.6% 0.0120 0.9% 39% False False 269,550
10 1.2797 1.2506 0.0291 2.3% 0.0121 1.0% 57% False False 284,747
20 1.3006 1.2506 0.0500 3.9% 0.0102 0.8% 33% False False 253,257
40 1.3406 1.2506 0.0900 7.1% 0.0085 0.7% 18% False False 154,807
60 1.3555 1.2506 0.1049 8.3% 0.0072 0.6% 16% False False 103,700
80 1.3709 1.2506 0.1203 9.5% 0.0065 0.5% 14% False False 77,907
100 1.3709 1.2506 0.1203 9.5% 0.0062 0.5% 14% False False 62,406
120 1.3980 1.2506 0.1474 11.6% 0.0059 0.5% 11% False False 52,028
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3341
2.618 1.3120
1.618 1.2985
1.000 1.2902
0.618 1.2850
HIGH 1.2767
0.618 1.2715
0.500 1.2700
0.382 1.2684
LOW 1.2632
0.618 1.2549
1.000 1.2497
1.618 1.2414
2.618 1.2279
4.250 1.2058
Fisher Pivots for day following 13-Oct-2014
Pivot 1 day 3 day
R1 1.2700 1.2704
PP 1.2690 1.2693
S1 1.2681 1.2682

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

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