CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 21-Jan-2014
Day Change Summary
Previous Current
17-Jan-2014 21-Jan-2014 Change Change % Previous Week
Open 1.3563 1.3518 -0.0045 -0.3% 1.3673
High 1.3563 1.3560 -0.0003 0.0% 1.3673
Low 1.3520 1.3518 -0.0002 0.0% 1.3520
Close 1.3529 1.3559 0.0030 0.2% 1.3529
Range 0.0043 0.0042 -0.0001 -2.3% 0.0153
ATR 0.0049 0.0048 0.0000 -1.0% 0.0000
Volume 1 39 38 3,800.0% 69
Daily Pivots for day following 21-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.3672 1.3657 1.3582
R3 1.3630 1.3615 1.3571
R2 1.3588 1.3588 1.3567
R1 1.3573 1.3573 1.3563 1.3581
PP 1.3546 1.3546 1.3546 1.3549
S1 1.3531 1.3531 1.3555 1.3539
S2 1.3504 1.3504 1.3551
S3 1.3462 1.3489 1.3547
S4 1.3420 1.3447 1.3536
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.4033 1.3934 1.3613
R3 1.3880 1.3781 1.3571
R2 1.3727 1.3727 1.3557
R1 1.3628 1.3628 1.3543 1.3601
PP 1.3574 1.3574 1.3574 1.3561
S1 1.3475 1.3475 1.3515 1.3448
S2 1.3421 1.3421 1.3501
S3 1.3268 1.3322 1.3487
S4 1.3115 1.3169 1.3445
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3672 1.3518 0.0154 1.1% 0.0029 0.2% 27% False True 17
10 1.3673 1.3518 0.0155 1.1% 0.0033 0.2% 26% False True 13
20 1.3820 1.3518 0.0302 2.2% 0.0024 0.2% 14% False True 8
40 1.3820 1.3469 0.0351 2.6% 0.0026 0.2% 26% False False 7
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 1.3739
2.618 1.3670
1.618 1.3628
1.000 1.3602
0.618 1.3586
HIGH 1.3560
0.618 1.3544
0.500 1.3539
0.382 1.3534
LOW 1.3518
0.618 1.3492
1.000 1.3476
1.618 1.3450
2.618 1.3408
4.250 1.3340
Fisher Pivots for day following 21-Jan-2014
Pivot 1 day 3 day
R1 1.3552 1.3566
PP 1.3546 1.3563
S1 1.3539 1.3561

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

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