CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 15-Oct-2014
Day Change Summary
Previous Current
14-Oct-2014 15-Oct-2014 Change Change % Previous Week
Open 1.2747 1.2662 -0.0085 -0.7% 1.2520
High 1.2754 1.2893 0.0139 1.1% 1.2797
Low 1.2645 1.2630 -0.0015 -0.1% 1.2514
Close 1.2654 1.2781 0.0127 1.0% 1.2619
Range 0.0109 0.0263 0.0154 141.3% 0.0283
ATR 0.0102 0.0113 0.0012 11.3% 0.0000
Volume 224,906 563,026 338,120 150.3% 1,446,803
Daily Pivots for day following 15-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.3557 1.3432 1.2926
R3 1.3294 1.3169 1.2853
R2 1.3031 1.3031 1.2829
R1 1.2906 1.2906 1.2805 1.2969
PP 1.2768 1.2768 1.2768 1.2799
S1 1.2643 1.2643 1.2757 1.2706
S2 1.2505 1.2505 1.2733
S3 1.2242 1.2380 1.2709
S4 1.1979 1.2117 1.2636
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 1.2893 1.2611 0.0282 2.2% 0.0149 1.2% 60% True False 303,867
10 1.2893 1.2506 0.0387 3.0% 0.0140 1.1% 71% True False 304,297
20 1.2939 1.2506 0.0433 3.4% 0.0110 0.9% 64% False False 267,068
40 1.3330 1.2506 0.0824 6.4% 0.0092 0.7% 33% False False 174,377
60 1.3490 1.2506 0.0984 7.7% 0.0077 0.6% 28% False False 116,821
80 1.3709 1.2506 0.1203 9.4% 0.0068 0.5% 23% False False 87,748
100 1.3709 1.2506 0.1203 9.4% 0.0065 0.5% 23% False False 70,264
120 1.3980 1.2506 0.1474 11.5% 0.0062 0.5% 19% False False 58,594
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 182 trading days
Fibonacci Retracements and Extensions
4.250 1.4011
2.618 1.3582
1.618 1.3319
1.000 1.3156
0.618 1.3056
HIGH 1.2893
0.618 1.2793
0.500 1.2762
0.382 1.2730
LOW 1.2630
0.618 1.2467
1.000 1.2367
1.618 1.2204
2.618 1.1941
4.250 1.1512
Fisher Pivots for day following 15-Oct-2014
Pivot 1 day 3 day
R1 1.2775 1.2775
PP 1.2768 1.2768
S1 1.2762 1.2762

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

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