CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 08-Aug-2013
Day Change Summary
Previous Current
07-Aug-2013 08-Aug-2013 Change Change % Previous Week
Open 1.3323 1.3368 0.0045 0.3% 1.3260
High 1.3352 1.3405 0.0053 0.4% 1.3360
Low 1.3323 1.3368 0.0045 0.3% 1.3209
Close 1.3344 1.3401 0.0057 0.4% 1.3299
Range 0.0029 0.0037 0.0008 27.6% 0.0151
ATR 0.0062 0.0062 0.0000 -0.1% 0.0000
Volume 1 3 2 200.0% 62
Daily Pivots for day following 08-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3502 1.3489 1.3421
R3 1.3465 1.3452 1.3411
R2 1.3428 1.3428 1.3408
R1 1.3415 1.3415 1.3404 1.3422
PP 1.3391 1.3391 1.3391 1.3395
S1 1.3378 1.3378 1.3398 1.3385
S2 1.3354 1.3354 1.3394
S3 1.3317 1.3341 1.3391
S4 1.3280 1.3304 1.3381
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 1.3405 1.3219 0.0186 1.4% 0.0041 0.3% 98% True False 5
10 1.3405 1.3209 0.0196 1.5% 0.0037 0.3% 98% True False 12
20 1.3405 1.3070 0.0335 2.5% 0.0035 0.3% 99% True False 10
40 1.3425 1.2781 0.0644 4.8% 0.0045 0.3% 96% False False 11
60 1.3425 1.2781 0.0644 4.8% 0.0035 0.3% 96% 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 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3562
2.618 1.3502
1.618 1.3465
1.000 1.3442
0.618 1.3428
HIGH 1.3405
0.618 1.3391
0.500 1.3387
0.382 1.3382
LOW 1.3368
0.618 1.3345
1.000 1.3331
1.618 1.3308
2.618 1.3271
4.250 1.3211
Fisher Pivots for day following 08-Aug-2013
Pivot 1 day 3 day
R1 1.3396 1.3388
PP 1.3391 1.3374
S1 1.3387 1.3361

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

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