CME Euro FX (E) Future June 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 1.3388 1.3401 0.0013 0.1% 1.3357
High 1.3388 1.3401 0.0013 0.1% 1.3435
Low 1.3388 1.3401 0.0013 0.1% 1.3357
Close 1.3388 1.3401 0.0013 0.1% 1.3397
Range
ATR 0.0040 0.0038 -0.0002 -4.8% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 27-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3401 1.3401 1.3401
R3 1.3401 1.3401 1.3401
R2 1.3401 1.3401 1.3401
R1 1.3401 1.3401 1.3401 1.3401
PP 1.3401 1.3401 1.3401 1.3401
S1 1.3401 1.3401 1.3401 1.3401
S2 1.3401 1.3401 1.3401
S3 1.3401 1.3401 1.3401
S4 1.3401 1.3401 1.3401
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3630 1.3592 1.3440
R3 1.3552 1.3514 1.3418
R2 1.3474 1.3474 1.3411
R1 1.3436 1.3436 1.3404 1.3455
PP 1.3396 1.3396 1.3396 1.3406
S1 1.3358 1.3358 1.3390 1.3377
S2 1.3318 1.3318 1.3383
S3 1.3240 1.3280 1.3376
S4 1.3162 1.3202 1.3354
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3401 1.3360 0.0041 0.3% 0.0002 0.0% 100% True False 1
10 1.3435 1.3275 0.0160 1.2% 0.0002 0.0% 79% False False 1
20 1.3435 1.3232 0.0203 1.5% 0.0007 0.1% 83% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.3401
2.618 1.3401
1.618 1.3401
1.000 1.3401
0.618 1.3401
HIGH 1.3401
0.618 1.3401
0.500 1.3401
0.382 1.3401
LOW 1.3401
0.618 1.3401
1.000 1.3401
1.618 1.3401
2.618 1.3401
4.250 1.3401
Fisher Pivots for day following 27-Aug-2013
Pivot 1 day 3 day
R1 1.3401 1.3399
PP 1.3401 1.3397
S1 1.3401 1.3395

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

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