CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 01-Jul-2013
Day Change Summary
Previous Current
28-Jun-2013 01-Jul-2013 Change Change % Previous Week
Open 1.3068 1.3040 -0.0028 -0.2% 1.3108
High 1.3108 1.3080 -0.0028 -0.2% 1.3160
Low 1.3020 1.3040 0.0020 0.2% 1.3020
Close 1.3036 1.3076 0.0040 0.3% 1.3036
Range 0.0088 0.0040 -0.0048 -54.5% 0.0140
ATR 0.0061 0.0060 -0.0001 -2.0% 0.0000
Volume 10 29 19 190.0% 35
Daily Pivots for day following 01-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.3185 1.3171 1.3098
R3 1.3145 1.3131 1.3087
R2 1.3105 1.3105 1.3083
R1 1.3091 1.3091 1.3080 1.3098
PP 1.3065 1.3065 1.3065 1.3069
S1 1.3051 1.3051 1.3072 1.3058
S2 1.3025 1.3025 1.3069
S3 1.2985 1.3011 1.3065
S4 1.2945 1.2971 1.3054
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.3492 1.3404 1.3113
R3 1.3352 1.3264 1.3075
R2 1.3212 1.3212 1.3062
R1 1.3124 1.3124 1.3049 1.3098
PP 1.3072 1.3072 1.3072 1.3059
S1 1.2984 1.2984 1.3023 1.2958
S2 1.2932 1.2932 1.3010
S3 1.2792 1.2844 1.2998
S4 1.2652 1.2704 1.2959
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3160 1.3020 0.0140 1.1% 0.0054 0.4% 40% False False 12
10 1.3425 1.3020 0.0405 3.1% 0.0057 0.4% 14% False False 8
20 1.3425 1.3020 0.0405 3.1% 0.0041 0.3% 14% False False 6
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3250
2.618 1.3185
1.618 1.3145
1.000 1.3120
0.618 1.3105
HIGH 1.3080
0.618 1.3065
0.500 1.3060
0.382 1.3055
LOW 1.3040
0.618 1.3015
1.000 1.3000
1.618 1.2975
2.618 1.2935
4.250 1.2870
Fisher Pivots for day following 01-Jul-2013
Pivot 1 day 3 day
R1 1.3071 1.3072
PP 1.3065 1.3068
S1 1.3060 1.3064

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

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