CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 23-Sep-2013
Day Change Summary
Previous Current
20-Sep-2013 23-Sep-2013 Change Change % Previous Week
Open 1.3530 1.3530 0.0000 0.0% 1.3347
High 1.3530 1.3530 0.0000 0.0% 1.3574
Low 1.3530 1.3504 -0.0026 -0.2% 1.3347
Close 1.3530 1.3504 -0.0026 -0.2% 1.3530
Range 0.0000 0.0026 0.0026 0.0227
ATR 0.0046 0.0045 -0.0001 -3.1% 0.0000
Volume 11 11 0 0.0% 21
Daily Pivots for day following 23-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3591 1.3573 1.3518
R3 1.3565 1.3547 1.3511
R2 1.3539 1.3539 1.3509
R1 1.3521 1.3521 1.3506 1.3517
PP 1.3513 1.3513 1.3513 1.3511
S1 1.3495 1.3495 1.3502 1.3491
S2 1.3487 1.3487 1.3499
S3 1.3461 1.3469 1.3497
S4 1.3435 1.3443 1.3490
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.4165 1.4074 1.3655
R3 1.3938 1.3847 1.3592
R2 1.3711 1.3711 1.3572
R1 1.3620 1.3620 1.3551 1.3666
PP 1.3484 1.3484 1.3484 1.3506
S1 1.3393 1.3393 1.3509 1.3439
S2 1.3257 1.3257 1.3488
S3 1.3030 1.3166 1.3468
S4 1.2803 1.2939 1.3405
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3574 1.3368 0.0206 1.5% 0.0043 0.3% 66% False False 6
10 1.3574 1.3270 0.0304 2.3% 0.0026 0.2% 77% False False 4
20 1.3574 1.3131 0.0443 3.3% 0.0024 0.2% 84% False False 3
40 1.3574 1.3131 0.0443 3.3% 0.0016 0.1% 84% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3641
2.618 1.3598
1.618 1.3572
1.000 1.3556
0.618 1.3546
HIGH 1.3530
0.618 1.3520
0.500 1.3517
0.382 1.3514
LOW 1.3504
0.618 1.3488
1.000 1.3478
1.618 1.3462
2.618 1.3436
4.250 1.3394
Fisher Pivots for day following 23-Sep-2013
Pivot 1 day 3 day
R1 1.3517 1.3539
PP 1.3513 1.3527
S1 1.3508 1.3516

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

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