CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 29-Oct-2014
Day Change Summary
Previous Current
28-Oct-2014 29-Oct-2014 Change Change % Previous Week
Open 1.2702 1.2737 0.0035 0.3% 1.2764
High 1.2769 1.2775 0.0006 0.0% 1.2845
Low 1.2688 1.2633 -0.0055 -0.4% 1.2617
Close 1.2739 1.2649 -0.0090 -0.7% 1.2668
Range 0.0081 0.0142 0.0061 75.3% 0.0228
ATR 0.0100 0.0103 0.0003 3.0% 0.0000
Volume 177,732 192,097 14,365 8.1% 897,918
Daily Pivots for day following 29-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.3112 1.3022 1.2727
R3 1.2970 1.2880 1.2688
R2 1.2828 1.2828 1.2675
R1 1.2738 1.2738 1.2662 1.2712
PP 1.2686 1.2686 1.2686 1.2673
S1 1.2596 1.2596 1.2636 1.2570
S2 1.2544 1.2544 1.2623
S3 1.2402 1.2454 1.2610
S4 1.2260 1.2312 1.2571
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 1.2775 1.2617 0.0158 1.2% 0.0081 0.6% 20% True False 165,522
10 1.2850 1.2617 0.0233 1.8% 0.0096 0.8% 14% False False 195,960
20 1.2893 1.2506 0.0387 3.1% 0.0118 0.9% 37% False False 250,128
40 1.3163 1.2506 0.0657 5.2% 0.0103 0.8% 22% False False 222,195
60 1.3440 1.2506 0.0934 7.4% 0.0086 0.7% 15% False False 149,156
80 1.3657 1.2506 0.1151 9.1% 0.0075 0.6% 12% False False 112,157
100 1.3709 1.2506 0.1203 9.5% 0.0069 0.5% 12% False False 89,830
120 1.3753 1.2506 0.1247 9.9% 0.0065 0.5% 11% False False 74,921
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 0.0026
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.3379
2.618 1.3147
1.618 1.3005
1.000 1.2917
0.618 1.2863
HIGH 1.2775
0.618 1.2721
0.500 1.2704
0.382 1.2687
LOW 1.2633
0.618 1.2545
1.000 1.2491
1.618 1.2403
2.618 1.2261
4.250 1.2030
Fisher Pivots for day following 29-Oct-2014
Pivot 1 day 3 day
R1 1.2704 1.2704
PP 1.2686 1.2686
S1 1.2667 1.2667

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

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