CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 09-Jan-2014
Day Change Summary
Previous Current
08-Jan-2014 09-Jan-2014 Change Change % Previous Week
Open 1.3615 1.3554 -0.0061 -0.4% 1.3820
High 1.3628 1.3591 -0.0037 -0.3% 1.3820
Low 1.3571 1.3554 -0.0017 -0.1% 1.3602
Close 1.3582 1.3591 0.0009 0.1% 1.3602
Range 0.0057 0.0037 -0.0020 -35.1% 0.0218
ATR 0.0051 0.0050 -0.0001 -2.0% 0.0000
Volume 1 18 17 1,700.0% 9
Daily Pivots for day following 09-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.3690 1.3677 1.3611
R3 1.3653 1.3640 1.3601
R2 1.3616 1.3616 1.3598
R1 1.3603 1.3603 1.3594 1.3610
PP 1.3579 1.3579 1.3579 1.3582
S1 1.3566 1.3566 1.3588 1.3573
S2 1.3542 1.3542 1.3584
S3 1.3505 1.3529 1.3581
S4 1.3468 1.3492 1.3571
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.4329 1.4183 1.3722
R3 1.4111 1.3965 1.3662
R2 1.3893 1.3893 1.3642
R1 1.3747 1.3747 1.3622 1.3711
PP 1.3675 1.3675 1.3675 1.3657
S1 1.3529 1.3529 1.3582 1.3493
S2 1.3457 1.3457 1.3562
S3 1.3239 1.3311 1.3542
S4 1.3021 1.3093 1.3482
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3639 1.3554 0.0085 0.6% 0.0023 0.2% 44% False True 4
10 1.3820 1.3554 0.0266 2.0% 0.0022 0.2% 14% False True 3
20 1.3820 1.3554 0.0266 2.0% 0.0022 0.2% 14% False True 7
40 1.3820 1.3429 0.0391 2.9% 0.0022 0.2% 41% False False 5
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 True
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3748
2.618 1.3688
1.618 1.3651
1.000 1.3628
0.618 1.3614
HIGH 1.3591
0.618 1.3577
0.500 1.3573
0.382 1.3568
LOW 1.3554
0.618 1.3531
1.000 1.3517
1.618 1.3494
2.618 1.3457
4.250 1.3397
Fisher Pivots for day following 09-Jan-2014
Pivot 1 day 3 day
R1 1.3585 1.3597
PP 1.3579 1.3595
S1 1.3573 1.3593

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

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