CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 22-Oct-2014
Day Change Summary
Previous Current
21-Oct-2014 22-Oct-2014 Change Change % Previous Week
Open 1.2800 1.2717 -0.0083 -0.6% 1.2634
High 1.2845 1.2744 -0.0101 -0.8% 1.2893
Low 1.2717 1.2641 -0.0076 -0.6% 1.2630
Close 1.2730 1.2648 -0.0082 -0.6% 1.2778
Range 0.0128 0.0103 -0.0025 -19.5% 0.0263
ATR 0.0113 0.0112 -0.0001 -0.6% 0.0000
Volume 226,381 205,927 -20,454 -9.0% 1,506,461
Daily Pivots for day following 22-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.2987 1.2920 1.2705
R3 1.2884 1.2817 1.2676
R2 1.2781 1.2781 1.2667
R1 1.2714 1.2714 1.2657 1.2696
PP 1.2678 1.2678 1.2678 1.2669
S1 1.2611 1.2611 1.2639 1.2593
S2 1.2575 1.2575 1.2629
S3 1.2472 1.2508 1.2620
S4 1.2369 1.2405 1.2591
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 1.2850 1.2641 0.0209 1.7% 0.0110 0.9% 3% False True 226,398
10 1.2893 1.2611 0.0282 2.2% 0.0130 1.0% 13% False False 265,132
20 1.2893 1.2506 0.0387 3.1% 0.0118 0.9% 37% False False 272,232
40 1.3229 1.2506 0.0723 5.7% 0.0099 0.8% 20% False False 202,340
60 1.3451 1.2506 0.0945 7.5% 0.0083 0.7% 15% False False 135,562
80 1.3709 1.2506 0.1203 9.5% 0.0072 0.6% 12% False False 101,879
100 1.3709 1.2506 0.1203 9.5% 0.0069 0.5% 12% False False 81,566
120 1.3980 1.2506 0.1474 11.7% 0.0064 0.5% 10% False False 68,027
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 0.0029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3182
2.618 1.3014
1.618 1.2911
1.000 1.2847
0.618 1.2808
HIGH 1.2744
0.618 1.2705
0.500 1.2693
0.382 1.2680
LOW 1.2641
0.618 1.2577
1.000 1.2538
1.618 1.2474
2.618 1.2371
4.250 1.2203
Fisher Pivots for day following 22-Oct-2014
Pivot 1 day 3 day
R1 1.2693 1.2743
PP 1.2678 1.2711
S1 1.2663 1.2680

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

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