CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 21-May-2013
Day Change Summary
Previous Current
20-May-2013 21-May-2013 Change Change % Previous Week
Open 1.2929 1.2932 0.0003 0.0% 1.3001
High 1.2929 1.2932 0.0003 0.0% 1.3001
Low 1.2929 1.2932 0.0003 0.0% 1.2863
Close 1.2929 1.2932 0.0003 0.0% 1.2863
Range
ATR
Volume 1 1 0 0.0% 14
Daily Pivots for day following 21-May-2013
Classic Woodie Camarilla DeMark
R4 1.2932 1.2932 1.2932
R3 1.2932 1.2932 1.2932
R2 1.2932 1.2932 1.2932
R1 1.2932 1.2932 1.2932 1.2932
PP 1.2932 1.2932 1.2932 1.2932
S1 1.2932 1.2932 1.2932 1.2932
S2 1.2932 1.2932 1.2932
S3 1.2932 1.2932 1.2932
S4 1.2932 1.2932 1.2932
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 1.3323 1.3231 1.2939
R3 1.3185 1.3093 1.2901
R2 1.3047 1.3047 1.2888
R1 1.2955 1.2955 1.2876 1.2932
PP 1.2909 1.2909 1.2909 1.2898
S1 1.2817 1.2817 1.2850 1.2794
S2 1.2771 1.2771 1.2838
S3 1.2633 1.2679 1.2825
S4 1.2495 1.2541 1.2787
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2939 1.2863 0.0076 0.6% 0.0003 0.0% 91% False False 2
10 1.3190 1.2863 0.0327 2.5% 0.0016 0.1% 21% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.2932
2.618 1.2932
1.618 1.2932
1.000 1.2932
0.618 1.2932
HIGH 1.2932
0.618 1.2932
0.500 1.2932
0.382 1.2932
LOW 1.2932
0.618 1.2932
1.000 1.2932
1.618 1.2932
2.618 1.2932
4.250 1.2932
Fisher Pivots for day following 21-May-2013
Pivot 1 day 3 day
R1 1.2932 1.2921
PP 1.2932 1.2909
S1 1.2932 1.2898

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

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