CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 21-Oct-2014
Day Change Summary
Previous Current
20-Oct-2014 21-Oct-2014 Change Change % Previous Week
Open 1.2764 1.2800 0.0036 0.3% 1.2634
High 1.2822 1.2845 0.0023 0.2% 1.2893
Low 1.2736 1.2717 -0.0019 -0.1% 1.2630
Close 1.2813 1.2730 -0.0083 -0.6% 1.2778
Range 0.0086 0.0128 0.0042 48.8% 0.0263
ATR 0.0111 0.0113 0.0001 1.1% 0.0000
Volume 151,059 226,381 75,322 49.9% 1,506,461
Daily Pivots for day following 21-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.3148 1.3067 1.2800
R3 1.3020 1.2939 1.2765
R2 1.2892 1.2892 1.2753
R1 1.2811 1.2811 1.2742 1.2788
PP 1.2764 1.2764 1.2764 1.2752
S1 1.2683 1.2683 1.2718 1.2660
S2 1.2636 1.2636 1.2707
S3 1.2508 1.2555 1.2695
S4 1.2380 1.2427 1.2660
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.3556 1.3430 1.2923
R3 1.3293 1.3167 1.2850
R2 1.3030 1.3030 1.2826
R1 1.2904 1.2904 1.2802 1.2967
PP 1.2767 1.2767 1.2767 1.2799
S1 1.2641 1.2641 1.2754 1.2704
S2 1.2504 1.2504 1.2730
S3 1.2241 1.2378 1.2706
S4 1.1978 1.2115 1.2633
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2893 1.2630 0.0263 2.1% 0.0142 1.1% 38% False False 297,818
10 1.2893 1.2611 0.0282 2.2% 0.0132 1.0% 42% False False 277,680
20 1.2893 1.2506 0.0387 3.0% 0.0117 0.9% 58% False False 272,127
40 1.3229 1.2506 0.0723 5.7% 0.0098 0.8% 31% False False 197,319
60 1.3451 1.2506 0.0945 7.4% 0.0082 0.6% 24% False False 132,140
80 1.3709 1.2506 0.1203 9.5% 0.0071 0.6% 19% False False 99,308
100 1.3709 1.2506 0.1203 9.5% 0.0068 0.5% 19% False False 79,507
120 1.3980 1.2506 0.1474 11.6% 0.0064 0.5% 15% False False 66,311
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0030
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3389
2.618 1.3180
1.618 1.3052
1.000 1.2973
0.618 1.2924
HIGH 1.2845
0.618 1.2796
0.500 1.2781
0.382 1.2766
LOW 1.2717
0.618 1.2638
1.000 1.2589
1.618 1.2510
2.618 1.2382
4.250 1.2173
Fisher Pivots for day following 21-Oct-2014
Pivot 1 day 3 day
R1 1.2781 1.2781
PP 1.2764 1.2764
S1 1.2747 1.2747

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

View Archives - Comment on this page... - Back to Index of Symbols