CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 17-Sep-2013
Day Change Summary
Previous Current
16-Sep-2013 17-Sep-2013 Change Change % Previous Week
Open 1.3378 1.3345 -0.0033 -0.2% 1.3219
High 1.3382 1.3370 -0.0012 -0.1% 1.3326
Low 1.3342 1.3341 -0.0001 0.0% 1.3219
Close 1.3342 1.3366 0.0024 0.2% 1.3315
Range 0.0040 0.0029 -0.0011 -27.5% 0.0107
ATR 0.0056 0.0054 -0.0002 -3.5% 0.0000
Volume 53 98 45 84.9% 261
Daily Pivots for day following 17-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3446 1.3435 1.3382
R3 1.3417 1.3406 1.3374
R2 1.3388 1.3388 1.3371
R1 1.3377 1.3377 1.3369 1.3383
PP 1.3359 1.3359 1.3359 1.3362
S1 1.3348 1.3348 1.3363 1.3354
S2 1.3330 1.3330 1.3361
S3 1.3301 1.3319 1.3358
S4 1.3272 1.3290 1.3350
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3608 1.3568 1.3374
R3 1.3501 1.3461 1.3344
R2 1.3394 1.3394 1.3335
R1 1.3354 1.3354 1.3325 1.3374
PP 1.3287 1.3287 1.3287 1.3297
S1 1.3247 1.3247 1.3305 1.3267
S2 1.3180 1.3180 1.3295
S3 1.3073 1.3140 1.3286
S4 1.2966 1.3033 1.3256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3382 1.3268 0.0114 0.9% 0.0042 0.3% 86% False False 71
10 1.3382 1.3123 0.0259 1.9% 0.0046 0.3% 94% False False 51
20 1.3430 1.3123 0.0307 2.3% 0.0043 0.3% 79% False False 27
40 1.3430 1.3123 0.0307 2.3% 0.0038 0.3% 79% False False 18
60 1.3430 1.2781 0.0649 4.9% 0.0042 0.3% 90% False False 16
80 1.3430 1.2781 0.0649 4.9% 0.0038 0.3% 90% False False 13
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0007
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3493
2.618 1.3446
1.618 1.3417
1.000 1.3399
0.618 1.3388
HIGH 1.3370
0.618 1.3359
0.500 1.3356
0.382 1.3352
LOW 1.3341
0.618 1.3323
1.000 1.3312
1.618 1.3294
2.618 1.3265
4.250 1.3218
Fisher Pivots for day following 17-Sep-2013
Pivot 1 day 3 day
R1 1.3363 1.3353
PP 1.3359 1.3339
S1 1.3356 1.3326

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

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