CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 23-Aug-2013
Day Change Summary
Previous Current
22-Aug-2013 23-Aug-2013 Change Change % Previous Week
Open 1.3358 1.3368 0.0010 0.1% 1.3353
High 1.3363 1.3399 0.0036 0.3% 1.3430
Low 1.3323 1.3368 0.0045 0.3% 1.3323
Close 1.3363 1.3393 0.0030 0.2% 1.3393
Range 0.0040 0.0031 -0.0009 -22.5% 0.0107
ATR 0.0056 0.0055 -0.0001 -2.6% 0.0000
Volume 7 5 -2 -28.6% 19
Daily Pivots for day following 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3480 1.3467 1.3410
R3 1.3449 1.3436 1.3402
R2 1.3418 1.3418 1.3399
R1 1.3405 1.3405 1.3396 1.3412
PP 1.3387 1.3387 1.3387 1.3390
S1 1.3374 1.3374 1.3390 1.3381
S2 1.3356 1.3356 1.3387
S3 1.3325 1.3343 1.3384
S4 1.3294 1.3312 1.3376
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3703 1.3655 1.3452
R3 1.3596 1.3548 1.3422
R2 1.3489 1.3489 1.3413
R1 1.3441 1.3441 1.3403 1.3465
PP 1.3382 1.3382 1.3382 1.3394
S1 1.3334 1.3334 1.3383 1.3358
S2 1.3275 1.3275 1.3373
S3 1.3168 1.3227 1.3364
S4 1.3061 1.3120 1.3334
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% 0.0033 0.2% 65% False False 3
10 1.3430 1.3250 0.0180 1.3% 0.0030 0.2% 79% False False 4
20 1.3430 1.3209 0.0221 1.7% 0.0033 0.2% 83% False False 6
40 1.3430 1.2781 0.0649 4.8% 0.0041 0.3% 94% False False 10
60 1.3430 1.2781 0.0649 4.8% 0.0039 0.3% 94% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3531
2.618 1.3480
1.618 1.3449
1.000 1.3430
0.618 1.3418
HIGH 1.3399
0.618 1.3387
0.500 1.3384
0.382 1.3380
LOW 1.3368
0.618 1.3349
1.000 1.3337
1.618 1.3318
2.618 1.3287
4.250 1.3236
Fisher Pivots for day following 23-Aug-2013
Pivot 1 day 3 day
R1 1.3390 1.3388
PP 1.3387 1.3382
S1 1.3384 1.3377

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

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