CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 22-Jan-2014
Day Change Summary
Previous Current
21-Jan-2014 22-Jan-2014 Change Change % Previous Week
Open 1.3518 1.3574 0.0056 0.4% 1.3673
High 1.3560 1.3574 0.0014 0.1% 1.3673
Low 1.3518 1.3543 0.0025 0.2% 1.3520
Close 1.3559 1.3546 -0.0013 -0.1% 1.3529
Range 0.0042 0.0031 -0.0011 -26.2% 0.0153
ATR 0.0048 0.0047 -0.0001 -2.6% 0.0000
Volume 39 223 184 471.8% 69
Daily Pivots for day following 22-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.3647 1.3628 1.3563
R3 1.3616 1.3597 1.3555
R2 1.3585 1.3585 1.3552
R1 1.3566 1.3566 1.3549 1.3560
PP 1.3554 1.3554 1.3554 1.3552
S1 1.3535 1.3535 1.3543 1.3529
S2 1.3523 1.3523 1.3540
S3 1.3492 1.3504 1.3537
S4 1.3461 1.3473 1.3529
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 1.3643 1.3518 0.0125 0.9% 0.0035 0.3% 22% False False 58
10 1.3673 1.3518 0.0155 1.1% 0.0034 0.3% 18% False False 35
20 1.3820 1.3518 0.0302 2.2% 0.0025 0.2% 9% False False 18
40 1.3820 1.3518 0.0302 2.2% 0.0027 0.2% 9% False False 12
60 1.3820 1.3318 0.0502 3.7% 0.0025 0.2% 45% False False 9
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 False
Bull Hook True
Stretch 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3706
2.618 1.3655
1.618 1.3624
1.000 1.3605
0.618 1.3593
HIGH 1.3574
0.618 1.3562
0.500 1.3559
0.382 1.3555
LOW 1.3543
0.618 1.3524
1.000 1.3512
1.618 1.3493
2.618 1.3462
4.250 1.3411
Fisher Pivots for day following 22-Jan-2014
Pivot 1 day 3 day
R1 1.3559 1.3546
PP 1.3554 1.3546
S1 1.3550 1.3546

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

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