CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 28-Oct-2014
Day Change Summary
Previous Current
27-Oct-2014 28-Oct-2014 Change Change % Previous Week
Open 1.2677 1.2702 0.0025 0.2% 1.2764
High 1.2727 1.2769 0.0042 0.3% 1.2845
Low 1.2669 1.2688 0.0019 0.1% 1.2617
Close 1.2712 1.2739 0.0027 0.2% 1.2668
Range 0.0058 0.0081 0.0023 39.7% 0.0228
ATR 0.0102 0.0100 -0.0001 -1.5% 0.0000
Volume 143,232 177,732 34,500 24.1% 897,918
Daily Pivots for day following 28-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.2975 1.2938 1.2784
R3 1.2894 1.2857 1.2761
R2 1.2813 1.2813 1.2754
R1 1.2776 1.2776 1.2746 1.2795
PP 1.2732 1.2732 1.2732 1.2741
S1 1.2695 1.2695 1.2732 1.2714
S2 1.2651 1.2651 1.2724
S3 1.2570 1.2614 1.2717
S4 1.2489 1.2533 1.2694
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 1.2769 1.2617 0.0152 1.2% 0.0073 0.6% 80% True False 168,288
10 1.2893 1.2617 0.0276 2.2% 0.0108 0.8% 44% False False 233,053
20 1.2893 1.2506 0.0387 3.0% 0.0113 0.9% 60% False False 253,754
40 1.3170 1.2506 0.0664 5.2% 0.0100 0.8% 35% False False 217,622
60 1.3440 1.2506 0.0934 7.3% 0.0085 0.7% 25% False False 145,958
80 1.3657 1.2506 0.1151 9.0% 0.0073 0.6% 20% False False 109,765
100 1.3709 1.2506 0.1203 9.4% 0.0069 0.5% 19% False False 87,910
120 1.3833 1.2506 0.1327 10.4% 0.0065 0.5% 18% False False 73,322
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0025
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3113
2.618 1.2981
1.618 1.2900
1.000 1.2850
0.618 1.2819
HIGH 1.2769
0.618 1.2738
0.500 1.2729
0.382 1.2719
LOW 1.2688
0.618 1.2638
1.000 1.2607
1.618 1.2557
2.618 1.2476
4.250 1.2344
Fisher Pivots for day following 28-Oct-2014
Pivot 1 day 3 day
R1 1.2736 1.2727
PP 1.2732 1.2715
S1 1.2729 1.2704

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

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