CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 25-Jul-2013
Day Change Summary
Previous Current
24-Jul-2013 25-Jul-2013 Change Change % Previous Week
Open 1.3259 1.3205 -0.0054 -0.4% 1.3070
High 1.3259 1.3257 -0.0002 0.0% 1.3177
Low 1.3209 1.3205 -0.0004 0.0% 1.3070
Close 1.3209 1.3257 0.0048 0.4% 1.3151
Range 0.0050 0.0052 0.0002 4.0% 0.0107
ATR 0.0067 0.0066 -0.0001 -1.6% 0.0000
Volume 3 1 -2 -66.7% 61
Daily Pivots for day following 25-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.3396 1.3378 1.3286
R3 1.3344 1.3326 1.3271
R2 1.3292 1.3292 1.3267
R1 1.3274 1.3274 1.3262 1.3283
PP 1.3240 1.3240 1.3240 1.3244
S1 1.3222 1.3222 1.3252 1.3231
S2 1.3188 1.3188 1.3247
S3 1.3136 1.3170 1.3243
S4 1.3084 1.3118 1.3228
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% 0.0042 0.3% 99% False False 8
10 1.3259 1.3070 0.0189 1.4% 0.0033 0.3% 99% False False 8
20 1.3259 1.2781 0.0478 3.6% 0.0050 0.4% 100% False False 13
40 1.3425 1.2781 0.0644 4.9% 0.0043 0.3% 74% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3478
2.618 1.3393
1.618 1.3341
1.000 1.3309
0.618 1.3289
HIGH 1.3257
0.618 1.3237
0.500 1.3231
0.382 1.3225
LOW 1.3205
0.618 1.3173
1.000 1.3153
1.618 1.3121
2.618 1.3069
4.250 1.2984
Fisher Pivots for day following 25-Jul-2013
Pivot 1 day 3 day
R1 1.3248 1.3247
PP 1.3240 1.3236
S1 1.3231 1.3226

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

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