CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 29-Jan-2014
Day Change Summary
Previous Current
28-Jan-2014 29-Jan-2014 Change Change % Previous Week
Open 1.3653 1.3631 -0.0022 -0.2% 1.3518
High 1.3666 1.3664 -0.0002 0.0% 1.3727
Low 1.3653 1.3631 -0.0022 -0.2% 1.3518
Close 1.3666 1.3664 -0.0002 0.0% 1.3677
Range 0.0013 0.0033 0.0020 153.8% 0.0209
ATR 0.0048 0.0047 -0.0001 -2.0% 0.0000
Volume 11 16 5 45.5% 4,594
Daily Pivots for day following 29-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.3752 1.3741 1.3682
R3 1.3719 1.3708 1.3673
R2 1.3686 1.3686 1.3670
R1 1.3675 1.3675 1.3667 1.3681
PP 1.3653 1.3653 1.3653 1.3656
S1 1.3642 1.3642 1.3661 1.3648
S2 1.3620 1.3620 1.3658
S3 1.3587 1.3609 1.3655
S4 1.3554 1.3576 1.3646
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 1.3576 0.0151 1.1% 0.0043 0.3% 58% False False 872
10 1.3727 1.3518 0.0209 1.5% 0.0039 0.3% 70% False False 465
20 1.3792 1.3518 0.0274 2.0% 0.0030 0.2% 53% False False 236
40 1.3820 1.3518 0.0302 2.2% 0.0030 0.2% 48% False False 121
60 1.3820 1.3318 0.0502 3.7% 0.0027 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3804
2.618 1.3750
1.618 1.3717
1.000 1.3697
0.618 1.3684
HIGH 1.3664
0.618 1.3651
0.500 1.3648
0.382 1.3644
LOW 1.3631
0.618 1.3611
1.000 1.3598
1.618 1.3578
2.618 1.3545
4.250 1.3491
Fisher Pivots for day following 29-Jan-2014
Pivot 1 day 3 day
R1 1.3659 1.3659
PP 1.3653 1.3654
S1 1.3648 1.3649

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

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