CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 28-Jan-2014
Day Change Summary
Previous Current
27-Jan-2014 28-Jan-2014 Change Change % Previous Week
Open 1.3666 1.3653 -0.0013 -0.1% 1.3518
High 1.3666 1.3666 0.0000 0.0% 1.3727
Low 1.3666 1.3653 -0.0013 -0.1% 1.3518
Close 1.3666 1.3666 0.0000 0.0% 1.3677
Range 0.0000 0.0013 0.0013 0.0209
ATR 0.0051 0.0048 -0.0003 -5.3% 0.0000
Volume 4 11 7 175.0% 4,594
Daily Pivots for day following 28-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.3701 1.3696 1.3673
R3 1.3688 1.3683 1.3670
R2 1.3675 1.3675 1.3668
R1 1.3670 1.3670 1.3667 1.3673
PP 1.3662 1.3662 1.3662 1.3663
S1 1.3657 1.3657 1.3665 1.3660
S2 1.3649 1.3649 1.3664
S3 1.3636 1.3644 1.3662
S4 1.3623 1.3631 1.3659
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 1.3543 0.0184 1.3% 0.0043 0.3% 67% False False 914
10 1.3727 1.3518 0.0209 1.5% 0.0036 0.3% 71% False False 465
20 1.3820 1.3518 0.0302 2.2% 0.0029 0.2% 49% False False 235
40 1.3820 1.3518 0.0302 2.2% 0.0029 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 False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3721
2.618 1.3700
1.618 1.3687
1.000 1.3679
0.618 1.3674
HIGH 1.3666
0.618 1.3661
0.500 1.3660
0.382 1.3658
LOW 1.3653
0.618 1.3645
1.000 1.3640
1.618 1.3632
2.618 1.3619
4.250 1.3598
Fisher Pivots for day following 28-Jan-2014
Pivot 1 day 3 day
R1 1.3664 1.3690
PP 1.3662 1.3682
S1 1.3660 1.3674

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

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