CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 24-Jul-2013
Day Change Summary
Previous Current
23-Jul-2013 24-Jul-2013 Change Change % Previous Week
Open 1.3193 1.3259 0.0066 0.5% 1.3070
High 1.3249 1.3259 0.0010 0.1% 1.3177
Low 1.3193 1.3209 0.0016 0.1% 1.3070
Close 1.3249 1.3209 -0.0040 -0.3% 1.3151
Range 0.0056 0.0050 -0.0006 -10.7% 0.0107
ATR 0.0069 0.0067 -0.0001 -2.0% 0.0000
Volume 12 3 -9 -75.0% 61
Daily Pivots for day following 24-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.3376 1.3342 1.3237
R3 1.3326 1.3292 1.3223
R2 1.3276 1.3276 1.3218
R1 1.3242 1.3242 1.3214 1.3234
PP 1.3226 1.3226 1.3226 1.3222
S1 1.3192 1.3192 1.3204 1.3184
S2 1.3176 1.3176 1.3200
S3 1.3126 1.3142 1.3195
S4 1.3076 1.3092 1.3182
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 1.3259 1.3109 0.0150 1.1% 0.0031 0.2% 67% True False 13
10 1.3259 1.3070 0.0189 1.4% 0.0028 0.2% 74% True False 9
20 1.3259 1.2781 0.0478 3.6% 0.0050 0.4% 90% True False 13
40 1.3425 1.2781 0.0644 4.9% 0.0041 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 True
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3472
2.618 1.3390
1.618 1.3340
1.000 1.3309
0.618 1.3290
HIGH 1.3259
0.618 1.3240
0.500 1.3234
0.382 1.3228
LOW 1.3209
0.618 1.3178
1.000 1.3159
1.618 1.3128
2.618 1.3078
4.250 1.2997
Fisher Pivots for day following 24-Jul-2013
Pivot 1 day 3 day
R1 1.3234 1.3226
PP 1.3226 1.3220
S1 1.3217 1.3215

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

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