CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 03-Jul-2013
Day Change Summary
Previous Current
02-Jul-2013 03-Jul-2013 Change Change % Previous Week
Open 1.3084 1.2958 -0.0126 -1.0% 1.3108
High 1.3086 1.3038 -0.0048 -0.4% 1.3160
Low 1.2990 1.2958 -0.0032 -0.2% 1.3020
Close 1.2994 1.3030 0.0036 0.3% 1.3036
Range 0.0096 0.0080 -0.0016 -16.7% 0.0140
ATR 0.0062 0.0063 0.0001 2.1% 0.0000
Volume 36 9 -27 -75.0% 35
Daily Pivots for day following 03-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.3249 1.3219 1.3074
R3 1.3169 1.3139 1.3052
R2 1.3089 1.3089 1.3045
R1 1.3059 1.3059 1.3037 1.3074
PP 1.3009 1.3009 1.3009 1.3016
S1 1.2979 1.2979 1.3023 1.2994
S2 1.2929 1.2929 1.3015
S3 1.2849 1.2899 1.3008
S4 1.2769 1.2819 1.2986
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 1.3108 1.2958 0.0150 1.2% 0.0068 0.5% 48% False True 19
10 1.3261 1.2958 0.0303 2.3% 0.0057 0.4% 24% False True 11
20 1.3425 1.2958 0.0467 3.6% 0.0048 0.4% 15% False True 8
40 1.3425 1.2863 0.0562 4.3% 0.0031 0.2% 30% False False 5
Crabel Price Patterns
NR True
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 True
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3378
2.618 1.3247
1.618 1.3167
1.000 1.3118
0.618 1.3087
HIGH 1.3038
0.618 1.3007
0.500 1.2998
0.382 1.2989
LOW 1.2958
0.618 1.2909
1.000 1.2878
1.618 1.2829
2.618 1.2749
4.250 1.2618
Fisher Pivots for day following 03-Jul-2013
Pivot 1 day 3 day
R1 1.3019 1.3027
PP 1.3009 1.3025
S1 1.2998 1.3022

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

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