CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 14-Aug-2013
Day Change Summary
Previous Current
13-Aug-2013 14-Aug-2013 Change Change % Previous Week
Open 1.3269 1.3270 0.0001 0.0% 1.3299
High 1.3271 1.3270 -0.0001 0.0% 1.3405
Low 1.3269 1.3270 0.0001 0.0% 1.3243
Close 1.3271 1.3270 -0.0001 0.0% 1.3351
Range 0.0002 0.0000 -0.0002 -100.0% 0.0162
ATR 0.0060 0.0056 -0.0004 -7.0% 0.0000
Volume 5 1 -4 -80.0% 35
Daily Pivots for day following 14-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3270 1.3270 1.3270
R3 1.3270 1.3270 1.3270
R2 1.3270 1.3270 1.3270
R1 1.3270 1.3270 1.3270 1.3270
PP 1.3270 1.3270 1.3270 1.3270
S1 1.3270 1.3270 1.3270 1.3270
S2 1.3270 1.3270 1.3270
S3 1.3270 1.3270 1.3270
S4 1.3270 1.3270 1.3270
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3819 1.3747 1.3440
R3 1.3657 1.3585 1.3396
R2 1.3495 1.3495 1.3381
R1 1.3423 1.3423 1.3366 1.3459
PP 1.3333 1.3333 1.3333 1.3351
S1 1.3261 1.3261 1.3336 1.3297
S2 1.3171 1.3171 1.3321
S3 1.3009 1.3099 1.3306
S4 1.2847 1.2937 1.3262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3405 1.3269 0.0136 1.0% 0.0012 0.1% 1% False False 6
10 1.3405 1.3209 0.0196 1.5% 0.0030 0.2% 31% False False 6
20 1.3405 1.3109 0.0296 2.2% 0.0030 0.2% 54% False False 10
40 1.3415 1.2781 0.0634 4.8% 0.0044 0.3% 77% False False 11
60 1.3425 1.2781 0.0644 4.9% 0.0035 0.3% 76% False False 8
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3270
2.618 1.3270
1.618 1.3270
1.000 1.3270
0.618 1.3270
HIGH 1.3270
0.618 1.3270
0.500 1.3270
0.382 1.3270
LOW 1.3270
0.618 1.3270
1.000 1.3270
1.618 1.3270
2.618 1.3270
4.250 1.3270
Fisher Pivots for day following 14-Aug-2013
Pivot 1 day 3 day
R1 1.3270 1.3296
PP 1.3270 1.3287
S1 1.3270 1.3279

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

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