CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 31-Oct-2014
Day Change Summary
Previous Current
30-Oct-2014 31-Oct-2014 Change Change % Previous Week
Open 1.2639 1.2616 -0.0023 -0.2% 1.2677
High 1.2643 1.2619 -0.0024 -0.2% 1.2775
Low 1.2548 1.2489 -0.0059 -0.5% 1.2489
Close 1.2616 1.2530 -0.0086 -0.7% 1.2530
Range 0.0095 0.0130 0.0035 36.8% 0.0286
ATR 0.0103 0.0105 0.0002 1.9% 0.0000
Volume 249,335 356,853 107,518 43.1% 1,119,249
Daily Pivots for day following 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.2936 1.2863 1.2602
R3 1.2806 1.2733 1.2566
R2 1.2676 1.2676 1.2554
R1 1.2603 1.2603 1.2542 1.2575
PP 1.2546 1.2546 1.2546 1.2532
S1 1.2473 1.2473 1.2518 1.2445
S2 1.2416 1.2416 1.2506
S3 1.2286 1.2343 1.2494
S4 1.2156 1.2213 1.2459
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.3456 1.3279 1.2687
R3 1.3170 1.2993 1.2609
R2 1.2884 1.2884 1.2582
R1 1.2707 1.2707 1.2556 1.2653
PP 1.2598 1.2598 1.2598 1.2571
S1 1.2421 1.2421 1.2504 1.2367
S2 1.2312 1.2312 1.2478
S3 1.2026 1.2135 1.2451
S4 1.1740 1.1849 1.2373
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2775 1.2489 0.0286 2.3% 0.0101 0.8% 14% False True 223,849
10 1.2845 1.2489 0.0356 2.8% 0.0095 0.8% 12% False True 201,716
20 1.2893 1.2489 0.0404 3.2% 0.0116 0.9% 10% False True 248,521
40 1.3006 1.2489 0.0517 4.1% 0.0101 0.8% 8% False True 235,672
60 1.3440 1.2489 0.0951 7.6% 0.0088 0.7% 4% False True 159,212
80 1.3648 1.2489 0.1159 9.2% 0.0076 0.6% 4% False True 119,726
100 1.3709 1.2489 0.1220 9.7% 0.0071 0.6% 3% False True 95,887
120 1.3735 1.2489 0.1246 9.9% 0.0067 0.5% 3% False True 79,972
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3172
2.618 1.2959
1.618 1.2829
1.000 1.2749
0.618 1.2699
HIGH 1.2619
0.618 1.2569
0.500 1.2554
0.382 1.2539
LOW 1.2489
0.618 1.2409
1.000 1.2359
1.618 1.2279
2.618 1.2149
4.250 1.1937
Fisher Pivots for day following 31-Oct-2014
Pivot 1 day 3 day
R1 1.2554 1.2632
PP 1.2546 1.2598
S1 1.2538 1.2564

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

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