CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 27-Jan-2014
Day Change Summary
Previous Current
24-Jan-2014 27-Jan-2014 Change Change % Previous Week
Open 1.3680 1.3666 -0.0014 -0.1% 1.3518
High 1.3727 1.3666 -0.0061 -0.4% 1.3727
Low 1.3677 1.3666 -0.0011 -0.1% 1.3518
Close 1.3677 1.3666 -0.0011 -0.1% 1.3677
Range 0.0050 0.0000 -0.0050 -100.0% 0.0209
ATR 0.0054 0.0051 -0.0003 -5.7% 0.0000
Volume 4,317 4 -4,313 -99.9% 4,594
Daily Pivots for day following 27-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.3666 1.3666 1.3666
R3 1.3666 1.3666 1.3666
R2 1.3666 1.3666 1.3666
R1 1.3666 1.3666 1.3666 1.3666
PP 1.3666 1.3666 1.3666 1.3666
S1 1.3666 1.3666 1.3666 1.3666
S2 1.3666 1.3666 1.3666
S3 1.3666 1.3666 1.3666
S4 1.3666 1.3666 1.3666
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.4268 1.4181 1.3792
R3 1.4059 1.3972 1.3734
R2 1.3850 1.3850 1.3715
R1 1.3763 1.3763 1.3696 1.3807
PP 1.3641 1.3641 1.3641 1.3662
S1 1.3554 1.3554 1.3658 1.3598
S2 1.3432 1.3432 1.3639
S3 1.3223 1.3345 1.3620
S4 1.3014 1.3136 1.3562
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3727 1.3518 0.0209 1.5% 0.0049 0.4% 71% False False 919
10 1.3727 1.3518 0.0209 1.5% 0.0035 0.3% 71% False False 466
20 1.3820 1.3518 0.0302 2.2% 0.0032 0.2% 49% False False 235
40 1.3820 1.3518 0.0302 2.2% 0.0030 0.2% 49% False False 121
60 1.3820 1.3318 0.0502 3.7% 0.0028 0.2% 69% False False 82
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 False
Stretch 0.0000
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.3666
2.618 1.3666
1.618 1.3666
1.000 1.3666
0.618 1.3666
HIGH 1.3666
0.618 1.3666
0.500 1.3666
0.382 1.3666
LOW 1.3666
0.618 1.3666
1.000 1.3666
1.618 1.3666
2.618 1.3666
4.250 1.3666
Fisher Pivots for day following 27-Jan-2014
Pivot 1 day 3 day
R1 1.3666 1.3661
PP 1.3666 1.3656
S1 1.3666 1.3652

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

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