CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 19-Aug-2013
Day Change Summary
Previous Current
16-Aug-2013 19-Aug-2013 Change Change % Previous Week
Open 1.3340 1.3357 0.0017 0.1% 1.3328
High 1.3350 1.3357 0.0007 0.1% 1.3363
Low 1.3340 1.3357 0.0017 0.1% 1.3275
Close 1.3350 1.3357 0.0007 0.1% 1.3350
Range 0.0010 0.0000 -0.0010 -100.0% 0.0088
ATR 0.0045 0.0042 -0.0003 -6.0% 0.0000
Volume 4 1 -3 -75.0% 20
Daily Pivots for day following 19-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3357 1.3357 1.3357
R3 1.3357 1.3357 1.3357
R2 1.3357 1.3357 1.3357
R1 1.3357 1.3357 1.3357 1.3357
PP 1.3357 1.3357 1.3357 1.3357
S1 1.3357 1.3357 1.3357 1.3357
S2 1.3357 1.3357 1.3357
S3 1.3357 1.3357 1.3357
S4 1.3357 1.3357 1.3357
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3593 1.3560 1.3398
R3 1.3505 1.3472 1.3374
R2 1.3417 1.3417 1.3366
R1 1.3384 1.3384 1.3358 1.3401
PP 1.3329 1.3329 1.3329 1.3338
S1 1.3296 1.3296 1.3342 1.3313
S2 1.3241 1.3241 1.3334
S3 1.3153 1.3208 1.3326
S4 1.3065 1.3120 1.3302
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3363 1.3275 0.0088 0.7% 0.0002 0.0% 93% False False 3
10 1.3407 1.3275 0.0132 1.0% 0.0001 0.0% 62% False False 3
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3357
2.618 1.3357
1.618 1.3357
1.000 1.3357
0.618 1.3357
HIGH 1.3357
0.618 1.3357
0.500 1.3357
0.382 1.3357
LOW 1.3357
0.618 1.3357
1.000 1.3357
1.618 1.3357
2.618 1.3357
4.250 1.3357
Fisher Pivots for day following 19-Aug-2013
Pivot 1 day 3 day
R1 1.3357 1.3355
PP 1.3357 1.3353
S1 1.3357 1.3352

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

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