CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 27-Aug-2013
Day Change Summary
Previous Current
26-Aug-2013 27-Aug-2013 Change Change % Previous Week
Open 1.3374 1.3350 -0.0024 -0.2% 1.3353
High 1.3383 1.3395 0.0012 0.1% 1.3430
Low 1.3374 1.3350 -0.0024 -0.2% 1.3323
Close 1.3383 1.3395 0.0012 0.1% 1.3393
Range 0.0009 0.0045 0.0036 400.0% 0.0107
ATR 0.0052 0.0052 -0.0001 -1.0% 0.0000
Volume 7 1 -6 -85.7% 19
Daily Pivots for day following 27-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3515 1.3500 1.3420
R3 1.3470 1.3455 1.3407
R2 1.3425 1.3425 1.3403
R1 1.3410 1.3410 1.3399 1.3418
PP 1.3380 1.3380 1.3380 1.3384
S1 1.3365 1.3365 1.3391 1.3373
S2 1.3335 1.3335 1.3387
S3 1.3290 1.3320 1.3383
S4 1.3245 1.3275 1.3370
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% 0.0040 0.3% 67% False False 4
10 1.3430 1.3250 0.0180 1.3% 0.0033 0.2% 81% False False 3
20 1.3430 1.3209 0.0221 1.6% 0.0035 0.3% 84% False False 5
40 1.3430 1.2781 0.0649 4.8% 0.0039 0.3% 95% False False 10
60 1.3430 1.2781 0.0649 4.8% 0.0040 0.3% 95% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3586
2.618 1.3513
1.618 1.3468
1.000 1.3440
0.618 1.3423
HIGH 1.3395
0.618 1.3378
0.500 1.3373
0.382 1.3367
LOW 1.3350
0.618 1.3322
1.000 1.3305
1.618 1.3277
2.618 1.3232
4.250 1.3159
Fisher Pivots for day following 27-Aug-2013
Pivot 1 day 3 day
R1 1.3388 1.3388
PP 1.3380 1.3381
S1 1.3373 1.3375

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

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