CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 30-Jan-2014
Day Change Summary
Previous Current
29-Jan-2014 30-Jan-2014 Change Change % Previous Week
Open 1.3631 1.3603 -0.0028 -0.2% 1.3518
High 1.3664 1.3603 -0.0061 -0.4% 1.3727
Low 1.3631 1.3527 -0.0104 -0.8% 1.3518
Close 1.3664 1.3552 -0.0112 -0.8% 1.3677
Range 0.0033 0.0076 0.0043 130.3% 0.0209
ATR 0.0047 0.0054 0.0006 13.5% 0.0000
Volume 16 17 1 6.3% 4,594
Daily Pivots for day following 30-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.3789 1.3746 1.3594
R3 1.3713 1.3670 1.3573
R2 1.3637 1.3637 1.3566
R1 1.3594 1.3594 1.3559 1.3578
PP 1.3561 1.3561 1.3561 1.3552
S1 1.3518 1.3518 1.3545 1.3502
S2 1.3485 1.3485 1.3538
S3 1.3409 1.3442 1.3531
S4 1.3333 1.3366 1.3510
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 1.3527 0.0200 1.5% 0.0034 0.3% 13% False True 873
10 1.3727 1.3518 0.0209 1.5% 0.0042 0.3% 16% False False 465
20 1.3727 1.3518 0.0209 1.5% 0.0034 0.2% 16% False False 236
40 1.3820 1.3518 0.0302 2.2% 0.0032 0.2% 11% False False 122
60 1.3820 1.3318 0.0502 3.7% 0.0028 0.2% 47% False False 82
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3926
2.618 1.3802
1.618 1.3726
1.000 1.3679
0.618 1.3650
HIGH 1.3603
0.618 1.3574
0.500 1.3565
0.382 1.3556
LOW 1.3527
0.618 1.3480
1.000 1.3451
1.618 1.3404
2.618 1.3328
4.250 1.3204
Fisher Pivots for day following 30-Jan-2014
Pivot 1 day 3 day
R1 1.3565 1.3597
PP 1.3561 1.3582
S1 1.3556 1.3567

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

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