CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 01-Aug-2013
Day Change Summary
Previous Current
31-Jul-2013 01-Aug-2013 Change Change % Previous Week
Open 1.3295 1.3283 -0.0012 -0.1% 1.3201
High 1.3360 1.3283 -0.0077 -0.6% 1.3291
Low 1.3295 1.3209 -0.0086 -0.6% 1.3193
Close 1.3351 1.3227 -0.0124 -0.9% 1.3291
Range 0.0065 0.0074 0.0009 13.8% 0.0098
ATR 0.0059 0.0065 0.0006 9.9% 0.0000
Volume 5 11 6 120.0% 54
Daily Pivots for day following 01-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3462 1.3418 1.3268
R3 1.3388 1.3344 1.3247
R2 1.3314 1.3314 1.3241
R1 1.3270 1.3270 1.3234 1.3255
PP 1.3240 1.3240 1.3240 1.3232
S1 1.3196 1.3196 1.3220 1.3181
S2 1.3166 1.3166 1.3213
S3 1.3092 1.3122 1.3207
S4 1.3018 1.3048 1.3186
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.3552 1.3520 1.3345
R3 1.3454 1.3422 1.3318
R2 1.3356 1.3356 1.3309
R1 1.3324 1.3324 1.3300 1.3340
PP 1.3258 1.3258 1.3258 1.3267
S1 1.3226 1.3226 1.3282 1.3242
S2 1.3160 1.3160 1.3273
S3 1.3062 1.3128 1.3264
S4 1.2964 1.3030 1.3237
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3360 1.3209 0.0151 1.1% 0.0032 0.2% 12% False True 19
10 1.3360 1.3109 0.0251 1.9% 0.0037 0.3% 47% False False 13
20 1.3360 1.2781 0.0579 4.4% 0.0041 0.3% 77% False False 13
40 1.3425 1.2781 0.0644 4.9% 0.0045 0.3% 69% False False 10
60 1.3425 1.2781 0.0644 4.9% 0.0034 0.3% 69% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.3598
2.618 1.3477
1.618 1.3403
1.000 1.3357
0.618 1.3329
HIGH 1.3283
0.618 1.3255
0.500 1.3246
0.382 1.3237
LOW 1.3209
0.618 1.3163
1.000 1.3135
1.618 1.3089
2.618 1.3015
4.250 1.2895
Fisher Pivots for day following 01-Aug-2013
Pivot 1 day 3 day
R1 1.3246 1.3285
PP 1.3240 1.3265
S1 1.3233 1.3246

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

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