CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 16-Aug-2013
Day Change Summary
Previous Current
15-Aug-2013 16-Aug-2013 Change Change % Previous Week
Open 1.3250 1.3346 0.0096 0.7% 1.3300
High 1.3358 1.3346 -0.0012 -0.1% 1.3358
Low 1.3250 1.3346 0.0096 0.7% 1.3250
Close 1.3358 1.3346 -0.0012 -0.1% 1.3346
Range 0.0108 0.0000 -0.0108 -100.0% 0.0108
ATR 0.0059 0.0056 -0.0003 -5.7% 0.0000
Volume 1 3 2 200.0% 21
Daily Pivots for day following 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3346 1.3346 1.3346
R3 1.3346 1.3346 1.3346
R2 1.3346 1.3346 1.3346
R1 1.3346 1.3346 1.3346 1.3346
PP 1.3346 1.3346 1.3346 1.3346
S1 1.3346 1.3346 1.3346 1.3346
S2 1.3346 1.3346 1.3346
S3 1.3346 1.3346 1.3346
S4 1.3346 1.3346 1.3346
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3642 1.3602 1.3405
R3 1.3534 1.3494 1.3376
R2 1.3426 1.3426 1.3366
R1 1.3386 1.3386 1.3356 1.3406
PP 1.3318 1.3318 1.3318 1.3328
S1 1.3278 1.3278 1.3336 1.3298
S2 1.3210 1.3210 1.3326
S3 1.3102 1.3170 1.3316
S4 1.2994 1.3062 1.3287
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3358 1.3250 0.0108 0.8% 0.0026 0.2% 89% False False 4
10 1.3405 1.3243 0.0162 1.2% 0.0025 0.2% 64% False False 5
20 1.3405 1.3193 0.0212 1.6% 0.0033 0.2% 72% False False 8
40 1.3405 1.2781 0.0624 4.7% 0.0042 0.3% 91% False False 11
60 1.3425 1.2781 0.0644 4.8% 0.0037 0.3% 88% 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3346
2.618 1.3346
1.618 1.3346
1.000 1.3346
0.618 1.3346
HIGH 1.3346
0.618 1.3346
0.500 1.3346
0.382 1.3346
LOW 1.3346
0.618 1.3346
1.000 1.3346
1.618 1.3346
2.618 1.3346
4.250 1.3346
Fisher Pivots for day following 16-Aug-2013
Pivot 1 day 3 day
R1 1.3346 1.3332
PP 1.3346 1.3318
S1 1.3346 1.3304

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

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