CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 14-Oct-2014
Day Change Summary
Previous Current
13-Oct-2014 14-Oct-2014 Change Change % Previous Week
Open 1.2634 1.2747 0.0113 0.9% 1.2520
High 1.2767 1.2754 -0.0013 -0.1% 1.2797
Low 1.2632 1.2645 0.0013 0.1% 1.2514
Close 1.2671 1.2654 -0.0017 -0.1% 1.2619
Range 0.0135 0.0109 -0.0026 -19.3% 0.0283
ATR 0.0101 0.0102 0.0001 0.6% 0.0000
Volume 169,902 224,906 55,004 32.4% 1,446,803
Daily Pivots for day following 14-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.3011 1.2942 1.2714
R3 1.2902 1.2833 1.2684
R2 1.2793 1.2793 1.2674
R1 1.2724 1.2724 1.2664 1.2704
PP 1.2684 1.2684 1.2684 1.2675
S1 1.2615 1.2615 1.2644 1.2595
S2 1.2575 1.2575 1.2634
S3 1.2466 1.2506 1.2624
S4 1.2357 1.2397 1.2594
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 1.2611 0.0186 1.5% 0.0122 1.0% 23% False False 257,542
10 1.2797 1.2506 0.0291 2.3% 0.0119 0.9% 51% False False 274,455
20 1.2993 1.2506 0.0487 3.8% 0.0104 0.8% 30% False False 253,843
40 1.3370 1.2506 0.0864 6.8% 0.0086 0.7% 17% False False 160,410
60 1.3534 1.2506 0.1028 8.1% 0.0073 0.6% 14% False False 107,439
80 1.3709 1.2506 0.1203 9.5% 0.0065 0.5% 12% False False 80,714
100 1.3709 1.2506 0.1203 9.5% 0.0063 0.5% 12% False False 64,654
120 1.3980 1.2506 0.1474 11.6% 0.0060 0.5% 10% False False 53,902
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3217
2.618 1.3039
1.618 1.2930
1.000 1.2863
0.618 1.2821
HIGH 1.2754
0.618 1.2712
0.500 1.2700
0.382 1.2687
LOW 1.2645
0.618 1.2578
1.000 1.2536
1.618 1.2469
2.618 1.2360
4.250 1.2182
Fisher Pivots for day following 14-Oct-2014
Pivot 1 day 3 day
R1 1.2700 1.2689
PP 1.2684 1.2677
S1 1.2669 1.2666

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

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