CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 09-Dec-2014
Day Change Summary
Previous Current
08-Dec-2014 09-Dec-2014 Change Change % Previous Week
Open 1.2288 1.2316 0.0028 0.2% 1.2447
High 1.2346 1.2450 0.0104 0.8% 1.2509
Low 1.2248 1.2293 0.0045 0.4% 1.2272
Close 1.2327 1.2378 0.0051 0.4% 1.2289
Range 0.0098 0.0157 0.0059 60.2% 0.0237
ATR 0.0108 0.0112 0.0003 3.2% 0.0000
Volume 209,860 348,515 138,655 66.1% 1,427,334
Daily Pivots for day following 09-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.2845 1.2768 1.2464
R3 1.2688 1.2611 1.2421
R2 1.2531 1.2531 1.2407
R1 1.2454 1.2454 1.2392 1.2493
PP 1.2374 1.2374 1.2374 1.2393
S1 1.2297 1.2297 1.2364 1.2336
S2 1.2217 1.2217 1.2349
S3 1.2060 1.2140 1.2335
S4 1.1903 1.1983 1.2292
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.3068 1.2915 1.2419
R3 1.2831 1.2678 1.2354
R2 1.2594 1.2594 1.2332
R1 1.2441 1.2441 1.2311 1.2399
PP 1.2357 1.2357 1.2357 1.2336
S1 1.2204 1.2204 1.2267 1.2162
S2 1.2120 1.2120 1.2246
S3 1.1883 1.1967 1.2224
S4 1.1646 1.1730 1.2159
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2458 1.2248 0.0210 1.7% 0.0130 1.0% 62% False False 310,540
10 1.2534 1.2248 0.0286 2.3% 0.0111 0.9% 45% False False 263,414
20 1.2605 1.2248 0.0357 2.9% 0.0109 0.9% 36% False False 247,694
40 1.2893 1.2248 0.0645 5.2% 0.0110 0.9% 20% False False 246,259
60 1.3006 1.2248 0.0758 6.1% 0.0107 0.9% 17% False False 248,592
80 1.3406 1.2248 0.1158 9.4% 0.0097 0.8% 11% False False 200,533
100 1.3555 1.2248 0.1307 10.6% 0.0087 0.7% 10% False False 160,723
120 1.3709 1.2248 0.1461 11.8% 0.0080 0.6% 9% False False 134,024
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 0.0024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3117
2.618 1.2861
1.618 1.2704
1.000 1.2607
0.618 1.2547
HIGH 1.2450
0.618 1.2390
0.500 1.2372
0.382 1.2353
LOW 1.2293
0.618 1.2196
1.000 1.2136
1.618 1.2039
2.618 1.1882
4.250 1.1626
Fisher Pivots for day following 09-Dec-2014
Pivot 1 day 3 day
R1 1.2376 1.2368
PP 1.2374 1.2359
S1 1.2372 1.2349

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

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