CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 20-Sep-2013
Day Change Summary
Previous Current
19-Sep-2013 20-Sep-2013 Change Change % Previous Week
Open 1.3513 1.3540 0.0027 0.2% 1.3378
High 1.3576 1.3543 -0.0033 -0.2% 1.3576
Low 1.3513 1.3504 -0.0009 -0.1% 1.3341
Close 1.3533 1.3526 -0.0007 -0.1% 1.3526
Range 0.0063 0.0039 -0.0024 -38.1% 0.0235
ATR 0.0064 0.0063 -0.0002 -2.8% 0.0000
Volume 175 159 -16 -9.1% 514
Daily Pivots for day following 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3641 1.3623 1.3547
R3 1.3602 1.3584 1.3537
R2 1.3563 1.3563 1.3533
R1 1.3545 1.3545 1.3530 1.3535
PP 1.3524 1.3524 1.3524 1.3519
S1 1.3506 1.3506 1.3522 1.3496
S2 1.3485 1.3485 1.3519
S3 1.3446 1.3467 1.3515
S4 1.3407 1.3428 1.3505
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.4186 1.4091 1.3655
R3 1.3951 1.3856 1.3591
R2 1.3716 1.3716 1.3569
R1 1.3621 1.3621 1.3548 1.3669
PP 1.3481 1.3481 1.3481 1.3505
S1 1.3386 1.3386 1.3504 1.3434
S2 1.3246 1.3246 1.3483
S3 1.3011 1.3151 1.3461
S4 1.2776 1.2916 1.3397
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3576 1.3341 0.0235 1.7% 0.0074 0.5% 79% False False 102
10 1.3576 1.3219 0.0357 2.6% 0.0058 0.4% 86% False False 77
20 1.3576 1.3123 0.0453 3.3% 0.0051 0.4% 89% False False 45
40 1.3576 1.3123 0.0453 3.3% 0.0041 0.3% 89% False False 26
60 1.3576 1.2781 0.0795 5.9% 0.0044 0.3% 94% False False 22
80 1.3576 1.2781 0.0795 5.9% 0.0042 0.3% 94% False False 17
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 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3709
2.618 1.3645
1.618 1.3606
1.000 1.3582
0.618 1.3567
HIGH 1.3543
0.618 1.3528
0.500 1.3524
0.382 1.3519
LOW 1.3504
0.618 1.3480
1.000 1.3465
1.618 1.3441
2.618 1.3402
4.250 1.3338
Fisher Pivots for day following 20-Sep-2013
Pivot 1 day 3 day
R1 1.3525 1.3505
PP 1.3524 1.3484
S1 1.3524 1.3463

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

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