CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 22-Aug-2013
Day Change Summary
Previous Current
21-Aug-2013 22-Aug-2013 Change Change % Previous Week
Open 1.3421 1.3358 -0.0063 -0.5% 1.3300
High 1.3430 1.3363 -0.0067 -0.5% 1.3358
Low 1.3356 1.3323 -0.0033 -0.2% 1.3250
Close 1.3385 1.3363 -0.0022 -0.2% 1.3346
Range 0.0074 0.0040 -0.0034 -45.9% 0.0108
ATR 0.0056 0.0056 0.0000 0.8% 0.0000
Volume 1 7 6 600.0% 21
Daily Pivots for day following 22-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3470 1.3456 1.3385
R3 1.3430 1.3416 1.3374
R2 1.3390 1.3390 1.3370
R1 1.3376 1.3376 1.3367 1.3383
PP 1.3350 1.3350 1.3350 1.3353
S1 1.3336 1.3336 1.3359 1.3343
S2 1.3310 1.3310 1.3356
S3 1.3270 1.3296 1.3352
S4 1.3230 1.3256 1.3341
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 1.3323 0.0107 0.8% 0.0027 0.2% 37% False True 3
10 1.3430 1.3250 0.0180 1.3% 0.0027 0.2% 63% False False 4
20 1.3430 1.3209 0.0221 1.7% 0.0032 0.2% 70% False False 8
40 1.3430 1.2781 0.0649 4.9% 0.0041 0.3% 90% False False 10
60 1.3430 1.2781 0.0649 4.9% 0.0039 0.3% 90% False False 8
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3533
2.618 1.3468
1.618 1.3428
1.000 1.3403
0.618 1.3388
HIGH 1.3363
0.618 1.3348
0.500 1.3343
0.382 1.3338
LOW 1.3323
0.618 1.3298
1.000 1.3283
1.618 1.3258
2.618 1.3218
4.250 1.3153
Fisher Pivots for day following 22-Aug-2013
Pivot 1 day 3 day
R1 1.3356 1.3377
PP 1.3350 1.3372
S1 1.3343 1.3368

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

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