CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 11-Dec-2014
Day Change Summary
Previous Current
10-Dec-2014 11-Dec-2014 Change Change % Previous Week
Open 1.2378 1.2447 0.0069 0.6% 1.2447
High 1.2449 1.2496 0.0047 0.4% 1.2509
Low 1.2362 1.2371 0.0009 0.1% 1.2272
Close 1.2443 1.2385 -0.0058 -0.5% 1.2289
Range 0.0087 0.0125 0.0038 43.7% 0.0237
ATR 0.0110 0.0111 0.0001 1.0% 0.0000
Volume 347,256 360,548 13,292 3.8% 1,427,334
Daily Pivots for day following 11-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.2792 1.2714 1.2454
R3 1.2667 1.2589 1.2419
R2 1.2542 1.2542 1.2408
R1 1.2464 1.2464 1.2396 1.2441
PP 1.2417 1.2417 1.2417 1.2406
S1 1.2339 1.2339 1.2374 1.2316
S2 1.2292 1.2292 1.2362
S3 1.2167 1.2214 1.2351
S4 1.2042 1.2089 1.2316
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 1.2496 1.2248 0.0248 2.0% 0.0118 1.0% 55% True False 314,339
10 1.2525 1.2248 0.0277 2.2% 0.0115 0.9% 49% False False 292,697
20 1.2605 1.2248 0.0357 2.9% 0.0110 0.9% 38% False False 263,052
40 1.2850 1.2248 0.0602 4.9% 0.0106 0.9% 23% False False 244,256
60 1.2939 1.2248 0.0691 5.6% 0.0107 0.9% 20% False False 251,860
80 1.3330 1.2248 0.1082 8.7% 0.0099 0.8% 13% False False 209,317
100 1.3490 1.2248 0.1242 10.0% 0.0088 0.7% 11% False False 167,795
120 1.3709 1.2248 0.1461 11.8% 0.0081 0.7% 9% False False 139,917
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 0.0023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3027
2.618 1.2823
1.618 1.2698
1.000 1.2621
0.618 1.2573
HIGH 1.2496
0.618 1.2448
0.500 1.2434
0.382 1.2419
LOW 1.2371
0.618 1.2294
1.000 1.2246
1.618 1.2169
2.618 1.2044
4.250 1.1840
Fisher Pivots for day following 11-Dec-2014
Pivot 1 day 3 day
R1 1.2434 1.2395
PP 1.2417 1.2391
S1 1.2401 1.2388

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

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