CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 29-Aug-2013
Day Change Summary
Previous Current
28-Aug-2013 29-Aug-2013 Change Change % Previous Week
Open 1.3353 1.3322 -0.0031 -0.2% 1.3357
High 1.3353 1.3322 -0.0031 -0.2% 1.3435
Low 1.3353 1.3258 -0.0095 -0.7% 1.3357
Close 1.3353 1.3258 -0.0095 -0.7% 1.3397
Range 0.0000 0.0064 0.0064 0.0078
ATR 0.0039 0.0043 0.0004 10.2% 0.0000
Volume 1 3 2 200.0% 5
Daily Pivots for day following 29-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3471 1.3429 1.3293
R3 1.3407 1.3365 1.3276
R2 1.3343 1.3343 1.3270
R1 1.3301 1.3301 1.3264 1.3290
PP 1.3279 1.3279 1.3279 1.3274
S1 1.3237 1.3237 1.3252 1.3226
S2 1.3215 1.3215 1.3246
S3 1.3151 1.3173 1.3240
S4 1.3087 1.3109 1.3223
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 1.3258 0.0143 1.1% 0.0013 0.1% 0% False True 1
10 1.3435 1.3258 0.0177 1.3% 0.0008 0.1% 0% False True 1
20 1.3435 1.3258 0.0177 1.3% 0.0005 0.0% 0% False True 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.3594
2.618 1.3490
1.618 1.3426
1.000 1.3386
0.618 1.3362
HIGH 1.3322
0.618 1.3298
0.500 1.3290
0.382 1.3282
LOW 1.3258
0.618 1.3218
1.000 1.3194
1.618 1.3154
2.618 1.3090
4.250 1.2986
Fisher Pivots for day following 29-Aug-2013
Pivot 1 day 3 day
R1 1.3290 1.3330
PP 1.3279 1.3306
S1 1.3269 1.3282

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

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