CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 21-Nov-2014
Day Change Summary
Previous Current
20-Nov-2014 21-Nov-2014 Change Change % Previous Week
Open 1.2550 1.2545 -0.0005 0.0% 1.2521
High 1.2577 1.2570 -0.0007 -0.1% 1.2605
Low 1.2506 1.2377 -0.0129 -1.0% 1.2377
Close 1.2552 1.2389 -0.0163 -1.3% 1.2389
Range 0.0071 0.0193 0.0122 171.8% 0.0228
ATR 0.0104 0.0110 0.0006 6.1% 0.0000
Volume 265,602 322,282 56,680 21.3% 1,237,000
Daily Pivots for day following 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.3024 1.2900 1.2495
R3 1.2831 1.2707 1.2442
R2 1.2638 1.2638 1.2424
R1 1.2514 1.2514 1.2407 1.2480
PP 1.2445 1.2445 1.2445 1.2428
S1 1.2321 1.2321 1.2371 1.2287
S2 1.2252 1.2252 1.2354
S3 1.2059 1.2128 1.2336
S4 1.1866 1.1935 1.2283
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.3141 1.2993 1.2514
R3 1.2913 1.2765 1.2452
R2 1.2685 1.2685 1.2431
R1 1.2537 1.2537 1.2410 1.2497
PP 1.2457 1.2457 1.2457 1.2437
S1 1.2309 1.2309 1.2368 1.2269
S2 1.2229 1.2229 1.2347
S3 1.2001 1.2081 1.2326
S4 1.1773 1.1853 1.2264
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2605 1.2377 0.0228 1.8% 0.0118 1.0% 5% False True 247,400
10 1.2605 1.2377 0.0228 1.8% 0.0109 0.9% 5% False True 228,693
20 1.2775 1.2361 0.0414 3.3% 0.0107 0.9% 7% False False 239,004
40 1.2893 1.2361 0.0532 4.3% 0.0112 0.9% 5% False False 251,099
60 1.3205 1.2361 0.0844 6.8% 0.0102 0.8% 3% False False 219,681
80 1.3451 1.2361 0.1090 8.8% 0.0090 0.7% 3% False False 165,270
100 1.3674 1.2361 0.1313 10.6% 0.0080 0.6% 2% False False 132,437
120 1.3709 1.2361 0.1348 10.9% 0.0076 0.6% 2% False False 110,426
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0032
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 1.3390
2.618 1.3075
1.618 1.2882
1.000 1.2763
0.618 1.2689
HIGH 1.2570
0.618 1.2496
0.500 1.2474
0.382 1.2451
LOW 1.2377
0.618 1.2258
1.000 1.2184
1.618 1.2065
2.618 1.1872
4.250 1.1557
Fisher Pivots for day following 21-Nov-2014
Pivot 1 day 3 day
R1 1.2474 1.2491
PP 1.2445 1.2457
S1 1.2417 1.2423

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

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