CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 08-Jul-2013
Day Change Summary
Previous Current
05-Jul-2013 08-Jul-2013 Change Change % Previous Week
Open 1.3012 1.2844 -0.0168 -1.3% 1.3040
High 1.3012 1.2896 -0.0116 -0.9% 1.3086
Low 1.2830 1.2844 0.0014 0.1% 1.2830
Close 1.2850 1.2895 0.0045 0.4% 1.2850
Range 0.0182 0.0052 -0.0130 -71.4% 0.0256
ATR 0.0073 0.0072 -0.0002 -2.1% 0.0000
Volume 9 47 38 422.2% 83
Daily Pivots for day following 08-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.3034 1.3017 1.2924
R3 1.2982 1.2965 1.2909
R2 1.2930 1.2930 1.2905
R1 1.2913 1.2913 1.2900 1.2922
PP 1.2878 1.2878 1.2878 1.2883
S1 1.2861 1.2861 1.2890 1.2870
S2 1.2826 1.2826 1.2885
S3 1.2774 1.2809 1.2881
S4 1.2722 1.2757 1.2866
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.3690 1.3526 1.2991
R3 1.3434 1.3270 1.2920
R2 1.3178 1.3178 1.2897
R1 1.3014 1.3014 1.2873 1.2968
PP 1.2922 1.2922 1.2922 1.2899
S1 1.2758 1.2758 1.2827 1.2712
S2 1.2666 1.2666 1.2803
S3 1.2410 1.2502 1.2780
S4 1.2154 1.2246 1.2709
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3086 1.2830 0.0256 2.0% 0.0090 0.7% 25% False False 26
10 1.3160 1.2830 0.0330 2.6% 0.0074 0.6% 20% False False 16
20 1.3425 1.2830 0.0595 4.6% 0.0052 0.4% 11% False False 10
40 1.3425 1.2830 0.0595 4.6% 0.0034 0.3% 11% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3117
2.618 1.3032
1.618 1.2980
1.000 1.2948
0.618 1.2928
HIGH 1.2896
0.618 1.2876
0.500 1.2870
0.382 1.2864
LOW 1.2844
0.618 1.2812
1.000 1.2792
1.618 1.2760
2.618 1.2708
4.250 1.2623
Fisher Pivots for day following 08-Jul-2013
Pivot 1 day 3 day
R1 1.2887 1.2934
PP 1.2878 1.2921
S1 1.2870 1.2908

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

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