CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 20-Aug-2013
Day Change Summary
Previous Current
19-Aug-2013 20-Aug-2013 Change Change % Previous Week
Open 1.3353 1.3410 0.0057 0.4% 1.3300
High 1.3353 1.3430 0.0077 0.6% 1.3358
Low 1.3353 1.3410 0.0057 0.4% 1.3250
Close 1.3353 1.3430 0.0077 0.6% 1.3346
Range 0.0000 0.0020 0.0020 0.0108
ATR 0.0053 0.0054 0.0002 3.3% 0.0000
Volume 3 3 0 0.0% 21
Daily Pivots for day following 20-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3483 1.3477 1.3441
R3 1.3463 1.3457 1.3436
R2 1.3443 1.3443 1.3434
R1 1.3437 1.3437 1.3432 1.3440
PP 1.3423 1.3423 1.3423 1.3425
S1 1.3417 1.3417 1.3428 1.3420
S2 1.3403 1.3403 1.3426
S3 1.3383 1.3397 1.3425
S4 1.3363 1.3377 1.3419
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 1.3430 1.3250 0.0180 1.3% 0.0026 0.2% 100% True False 2
10 1.3430 1.3250 0.0180 1.3% 0.0022 0.2% 100% True False 4
20 1.3430 1.3205 0.0225 1.7% 0.0031 0.2% 100% True False 8
40 1.3430 1.2781 0.0649 4.8% 0.0041 0.3% 100% True False 11
60 1.3430 1.2781 0.0649 4.8% 0.0037 0.3% 100% True 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 1.3515
2.618 1.3482
1.618 1.3462
1.000 1.3450
0.618 1.3442
HIGH 1.3430
0.618 1.3422
0.500 1.3420
0.382 1.3418
LOW 1.3410
0.618 1.3398
1.000 1.3390
1.618 1.3378
2.618 1.3358
4.250 1.3325
Fisher Pivots for day following 20-Aug-2013
Pivot 1 day 3 day
R1 1.3427 1.3416
PP 1.3423 1.3402
S1 1.3420 1.3388

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

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