CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 24-Oct-2014
Day Change Summary
Previous Current
23-Oct-2014 24-Oct-2014 Change Change % Previous Week
Open 1.2650 1.2650 0.0000 0.0% 1.2764
High 1.2680 1.2700 0.0020 0.2% 1.2845
Low 1.2617 1.2638 0.0021 0.2% 1.2617
Close 1.2653 1.2668 0.0015 0.1% 1.2668
Range 0.0063 0.0062 -0.0001 -1.6% 0.0228
ATR 0.0108 0.0105 -0.0003 -3.1% 0.0000
Volume 169,435 145,116 -24,319 -14.4% 897,918
Daily Pivots for day following 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.2855 1.2823 1.2702
R3 1.2793 1.2761 1.2685
R2 1.2731 1.2731 1.2679
R1 1.2699 1.2699 1.2674 1.2715
PP 1.2669 1.2669 1.2669 1.2677
S1 1.2637 1.2637 1.2662 1.2653
S2 1.2607 1.2607 1.2657
S3 1.2545 1.2575 1.2651
S4 1.2483 1.2513 1.2634
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.3394 1.3259 1.2793
R3 1.3166 1.3031 1.2731
R2 1.2938 1.2938 1.2710
R1 1.2803 1.2803 1.2689 1.2757
PP 1.2710 1.2710 1.2710 1.2687
S1 1.2575 1.2575 1.2647 1.2529
S2 1.2482 1.2482 1.2626
S3 1.2254 1.2347 1.2605
S4 1.2026 1.2119 1.2543
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2845 1.2617 0.0228 1.8% 0.0088 0.7% 22% False False 179,583
10 1.2893 1.2617 0.0276 2.2% 0.0118 0.9% 18% False False 240,437
20 1.2893 1.2506 0.0387 3.1% 0.0116 0.9% 42% False False 263,194
40 1.3205 1.2506 0.0699 5.5% 0.0099 0.8% 23% False False 210,019
60 1.3451 1.2506 0.0945 7.5% 0.0084 0.7% 17% False False 140,692
80 1.3674 1.2506 0.1168 9.2% 0.0073 0.6% 14% False False 105,795
100 1.3709 1.2506 0.1203 9.5% 0.0069 0.5% 13% False False 84,710
120 1.3980 1.2506 0.1474 11.6% 0.0065 0.5% 11% False False 70,647
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.2964
2.618 1.2862
1.618 1.2800
1.000 1.2762
0.618 1.2738
HIGH 1.2700
0.618 1.2676
0.500 1.2669
0.382 1.2662
LOW 1.2638
0.618 1.2600
1.000 1.2576
1.618 1.2538
2.618 1.2476
4.250 1.2375
Fisher Pivots for day following 24-Oct-2014
Pivot 1 day 3 day
R1 1.2669 1.2681
PP 1.2669 1.2676
S1 1.2668 1.2672

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

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