CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 05-Aug-2013
Day Change Summary
Previous Current
02-Aug-2013 05-Aug-2013 Change Change % Previous Week
Open 1.3219 1.3299 0.0080 0.6% 1.3260
High 1.3300 1.3299 -0.0001 0.0% 1.3360
Low 1.3219 1.3243 0.0024 0.2% 1.3209
Close 1.3299 1.3271 -0.0028 -0.2% 1.3299
Range 0.0081 0.0056 -0.0025 -30.9% 0.0151
ATR 0.0066 0.0066 -0.0001 -1.1% 0.0000
Volume 4 13 9 225.0% 62
Daily Pivots for day following 05-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3439 1.3411 1.3302
R3 1.3383 1.3355 1.3286
R2 1.3327 1.3327 1.3281
R1 1.3299 1.3299 1.3276 1.3285
PP 1.3271 1.3271 1.3271 1.3264
S1 1.3243 1.3243 1.3266 1.3229
S2 1.3215 1.3215 1.3261
S3 1.3159 1.3187 1.3256
S4 1.3103 1.3131 1.3240
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3742 1.3672 1.3382
R3 1.3591 1.3521 1.3341
R2 1.3440 1.3440 1.3327
R1 1.3370 1.3370 1.3313 1.3405
PP 1.3289 1.3289 1.3289 1.3307
S1 1.3219 1.3219 1.3285 1.3254
S2 1.3138 1.3138 1.3271
S3 1.2987 1.3068 1.3257
S4 1.2836 1.2917 1.3216
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% 0.0055 0.4% 41% False False 7
10 1.3360 1.3193 0.0167 1.3% 0.0046 0.3% 47% False False 12
20 1.3360 1.2781 0.0579 4.4% 0.0036 0.3% 85% False False 11
40 1.3425 1.2781 0.0644 4.9% 0.0044 0.3% 76% False False 10
60 1.3425 1.2781 0.0644 4.9% 0.0035 0.3% 76% False False 8
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 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3537
2.618 1.3446
1.618 1.3390
1.000 1.3355
0.618 1.3334
HIGH 1.3299
0.618 1.3278
0.500 1.3271
0.382 1.3264
LOW 1.3243
0.618 1.3208
1.000 1.3187
1.618 1.3152
2.618 1.3096
4.250 1.3005
Fisher Pivots for day following 05-Aug-2013
Pivot 1 day 3 day
R1 1.3271 1.3266
PP 1.3271 1.3260
S1 1.3271 1.3255

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

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