CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 21-Oct-2013
Day Change Summary
Previous Current
18-Oct-2013 21-Oct-2013 Change Change % Previous Week
Open 1.3676 1.3685 0.0009 0.1% 1.3560
High 1.3705 1.3691 -0.0014 -0.1% 1.3705
Low 1.3665 1.3657 -0.0008 -0.1% 1.3479
Close 1.3683 1.3682 -0.0001 0.0% 1.3683
Range 0.0040 0.0034 -0.0006 -15.0% 0.0226
ATR 0.0072 0.0069 -0.0003 -3.8% 0.0000
Volume 280 257 -23 -8.2% 2,082
Daily Pivots for day following 21-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.3779 1.3764 1.3701
R3 1.3745 1.3730 1.3691
R2 1.3711 1.3711 1.3688
R1 1.3696 1.3696 1.3685 1.3687
PP 1.3677 1.3677 1.3677 1.3672
S1 1.3662 1.3662 1.3679 1.3653
S2 1.3643 1.3643 1.3676
S3 1.3609 1.3628 1.3673
S4 1.3575 1.3594 1.3663
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.4300 1.4218 1.3807
R3 1.4074 1.3992 1.3745
R2 1.3848 1.3848 1.3724
R1 1.3766 1.3766 1.3704 1.3807
PP 1.3622 1.3622 1.3622 1.3643
S1 1.3540 1.3540 1.3662 1.3581
S2 1.3396 1.3396 1.3642
S3 1.3170 1.3314 1.3621
S4 1.2944 1.3088 1.3559
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3705 1.3479 0.0226 1.7% 0.0083 0.6% 90% False False 439
10 1.3705 1.3479 0.0226 1.7% 0.0073 0.5% 90% False False 338
20 1.3705 1.3469 0.0236 1.7% 0.0069 0.5% 90% False False 304
40 1.3705 1.3123 0.0582 4.3% 0.0061 0.4% 96% False False 176
60 1.3705 1.3123 0.0582 4.3% 0.0051 0.4% 96% False False 119
80 1.3705 1.2781 0.0924 6.8% 0.0051 0.4% 98% False False 93
100 1.3705 1.2781 0.0924 6.8% 0.0048 0.4% 98% False False 75
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1.3836
2.618 1.3780
1.618 1.3746
1.000 1.3725
0.618 1.3712
HIGH 1.3691
0.618 1.3678
0.500 1.3674
0.382 1.3670
LOW 1.3657
0.618 1.3636
1.000 1.3623
1.618 1.3602
2.618 1.3568
4.250 1.3513
Fisher Pivots for day following 21-Oct-2013
Pivot 1 day 3 day
R1 1.3679 1.3659
PP 1.3677 1.3636
S1 1.3674 1.3614

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

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