CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 03-Nov-2014
Day Change Summary
Previous Current
31-Oct-2014 03-Nov-2014 Change Change % Previous Week
Open 1.2616 1.2515 -0.0101 -0.8% 1.2677
High 1.2619 1.2515 -0.0104 -0.8% 1.2775
Low 1.2489 1.2442 -0.0047 -0.4% 1.2489
Close 1.2530 1.2494 -0.0036 -0.3% 1.2530
Range 0.0130 0.0073 -0.0057 -43.8% 0.0286
ATR 0.0105 0.0104 -0.0001 -1.2% 0.0000
Volume 356,853 225,811 -131,042 -36.7% 1,119,249
Daily Pivots for day following 03-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.2703 1.2671 1.2534
R3 1.2630 1.2598 1.2514
R2 1.2557 1.2557 1.2507
R1 1.2525 1.2525 1.2501 1.2505
PP 1.2484 1.2484 1.2484 1.2473
S1 1.2452 1.2452 1.2487 1.2432
S2 1.2411 1.2411 1.2481
S3 1.2338 1.2379 1.2474
S4 1.2265 1.2306 1.2454
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 1.2442 0.0333 2.7% 0.0104 0.8% 16% False True 240,365
10 1.2845 1.2442 0.0403 3.2% 0.0094 0.7% 13% False True 209,191
20 1.2893 1.2442 0.0451 3.6% 0.0111 0.9% 12% False True 246,364
40 1.3006 1.2442 0.0564 4.5% 0.0101 0.8% 9% False True 239,607
60 1.3420 1.2442 0.0978 7.8% 0.0088 0.7% 5% False True 162,963
80 1.3648 1.2442 0.1206 9.7% 0.0077 0.6% 4% False True 122,544
100 1.3709 1.2442 0.1267 10.1% 0.0071 0.6% 4% False True 98,141
120 1.3735 1.2442 0.1293 10.3% 0.0067 0.5% 4% False True 81,853
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0018
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2825
2.618 1.2706
1.618 1.2633
1.000 1.2588
0.618 1.2560
HIGH 1.2515
0.618 1.2487
0.500 1.2479
0.382 1.2470
LOW 1.2442
0.618 1.2397
1.000 1.2369
1.618 1.2324
2.618 1.2251
4.250 1.2132
Fisher Pivots for day following 03-Nov-2014
Pivot 1 day 3 day
R1 1.2489 1.2543
PP 1.2484 1.2526
S1 1.2479 1.2510

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

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