CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 22-Jul-2013
Day Change Summary
Previous Current
19-Jul-2013 22-Jul-2013 Change Change % Previous Week
Open 1.3109 1.3201 0.0092 0.7% 1.3070
High 1.3151 1.3210 0.0059 0.4% 1.3177
Low 1.3109 1.3201 0.0092 0.7% 1.3070
Close 1.3151 1.3204 0.0053 0.4% 1.3151
Range 0.0042 0.0009 -0.0033 -78.6% 0.0107
ATR 0.0071 0.0070 -0.0001 -1.2% 0.0000
Volume 25 1 -24 -96.0% 61
Daily Pivots for day following 22-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.3232 1.3227 1.3209
R3 1.3223 1.3218 1.3206
R2 1.3214 1.3214 1.3206
R1 1.3209 1.3209 1.3205 1.3212
PP 1.3205 1.3205 1.3205 1.3206
S1 1.3200 1.3200 1.3203 1.3203
S2 1.3196 1.3196 1.3202
S3 1.3187 1.3191 1.3202
S4 1.3178 1.3182 1.3199
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.3454 1.3409 1.3210
R3 1.3347 1.3302 1.3180
R2 1.3240 1.3240 1.3171
R1 1.3195 1.3195 1.3161 1.3218
PP 1.3133 1.3133 1.3133 1.3144
S1 1.3088 1.3088 1.3141 1.3111
S2 1.3026 1.3026 1.3131
S3 1.2919 1.2981 1.3122
S4 1.2812 1.2874 1.3092
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3210 1.3109 0.0101 0.8% 0.0029 0.2% 94% True False 12
10 1.3210 1.2781 0.0429 3.2% 0.0027 0.2% 99% True False 10
20 1.3210 1.2781 0.0429 3.2% 0.0051 0.4% 99% True False 13
40 1.3425 1.2781 0.0644 4.9% 0.0039 0.3% 66% False False 8
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 False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3248
2.618 1.3234
1.618 1.3225
1.000 1.3219
0.618 1.3216
HIGH 1.3210
0.618 1.3207
0.500 1.3206
0.382 1.3204
LOW 1.3201
0.618 1.3195
1.000 1.3192
1.618 1.3186
2.618 1.3177
4.250 1.3163
Fisher Pivots for day following 22-Jul-2013
Pivot 1 day 3 day
R1 1.3206 1.3189
PP 1.3205 1.3174
S1 1.3205 1.3160

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

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