CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 23-Jan-2014
Day Change Summary
Previous Current
22-Jan-2014 23-Jan-2014 Change Change % Previous Week
Open 1.3574 1.3576 0.0002 0.0% 1.3673
High 1.3574 1.3696 0.0122 0.9% 1.3673
Low 1.3543 1.3576 0.0033 0.2% 1.3520
Close 1.3546 1.3696 0.0150 1.1% 1.3529
Range 0.0031 0.0120 0.0089 287.1% 0.0153
ATR 0.0047 0.0054 0.0007 15.6% 0.0000
Volume 223 15 -208 -93.3% 69
Daily Pivots for day following 23-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.4016 1.3976 1.3762
R3 1.3896 1.3856 1.3729
R2 1.3776 1.3776 1.3718
R1 1.3736 1.3736 1.3707 1.3756
PP 1.3656 1.3656 1.3656 1.3666
S1 1.3616 1.3616 1.3685 1.3636
S2 1.3536 1.3536 1.3674
S3 1.3416 1.3496 1.3663
S4 1.3296 1.3376 1.3630
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 1.3696 1.3518 0.0178 1.3% 0.0050 0.4% 100% True False 57
10 1.3696 1.3518 0.0178 1.3% 0.0041 0.3% 100% True False 36
20 1.3820 1.3518 0.0302 2.2% 0.0031 0.2% 59% False False 19
40 1.3820 1.3518 0.0302 2.2% 0.0029 0.2% 59% False False 13
60 1.3820 1.3318 0.0502 3.7% 0.0027 0.2% 75% False False 10
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 51 trading days
Fibonacci Retracements and Extensions
4.250 1.4206
2.618 1.4010
1.618 1.3890
1.000 1.3816
0.618 1.3770
HIGH 1.3696
0.618 1.3650
0.500 1.3636
0.382 1.3622
LOW 1.3576
0.618 1.3502
1.000 1.3456
1.618 1.3382
2.618 1.3262
4.250 1.3066
Fisher Pivots for day following 23-Jan-2014
Pivot 1 day 3 day
R1 1.3676 1.3666
PP 1.3656 1.3637
S1 1.3636 1.3607

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

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