CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 21-Aug-2013
Day Change Summary
Previous Current
20-Aug-2013 21-Aug-2013 Change Change % Previous Week
Open 1.3410 1.3421 0.0011 0.1% 1.3300
High 1.3430 1.3430 0.0000 0.0% 1.3358
Low 1.3410 1.3356 -0.0054 -0.4% 1.3250
Close 1.3430 1.3385 -0.0045 -0.3% 1.3346
Range 0.0020 0.0074 0.0054 270.0% 0.0108
ATR 0.0054 0.0056 0.0001 2.6% 0.0000
Volume 3 1 -2 -66.7% 21
Daily Pivots for day following 21-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3612 1.3573 1.3426
R3 1.3538 1.3499 1.3405
R2 1.3464 1.3464 1.3399
R1 1.3425 1.3425 1.3392 1.3408
PP 1.3390 1.3390 1.3390 1.3382
S1 1.3351 1.3351 1.3378 1.3334
S2 1.3316 1.3316 1.3371
S3 1.3242 1.3277 1.3365
S4 1.3168 1.3203 1.3344
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% 0.0040 0.3% 75% True False 2
10 1.3430 1.3250 0.0180 1.3% 0.0026 0.2% 75% True False 4
20 1.3430 1.3205 0.0225 1.7% 0.0032 0.2% 80% True False 8
40 1.3430 1.2781 0.0649 4.8% 0.0041 0.3% 93% True False 10
60 1.3430 1.2781 0.0649 4.8% 0.0038 0.3% 93% True False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3745
2.618 1.3624
1.618 1.3550
1.000 1.3504
0.618 1.3476
HIGH 1.3430
0.618 1.3402
0.500 1.3393
0.382 1.3384
LOW 1.3356
0.618 1.3310
1.000 1.3282
1.618 1.3236
2.618 1.3162
4.250 1.3042
Fisher Pivots for day following 21-Aug-2013
Pivot 1 day 3 day
R1 1.3393 1.3392
PP 1.3390 1.3389
S1 1.3388 1.3387

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

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