CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 31-Jan-2014
Day Change Summary
Previous Current
30-Jan-2014 31-Jan-2014 Change Change % Previous Week
Open 1.3603 1.3553 -0.0050 -0.4% 1.3666
High 1.3603 1.3553 -0.0050 -0.4% 1.3666
Low 1.3527 1.3488 -0.0039 -0.3% 1.3488
Close 1.3552 1.3488 -0.0064 -0.5% 1.3488
Range 0.0076 0.0065 -0.0011 -14.5% 0.0178
ATR 0.0054 0.0055 0.0001 1.5% 0.0000
Volume 17 589 572 3,364.7% 637
Daily Pivots for day following 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.3705 1.3661 1.3524
R3 1.3640 1.3596 1.3506
R2 1.3575 1.3575 1.3500
R1 1.3531 1.3531 1.3494 1.3521
PP 1.3510 1.3510 1.3510 1.3504
S1 1.3466 1.3466 1.3482 1.3456
S2 1.3445 1.3445 1.3476
S3 1.3380 1.3401 1.3470
S4 1.3315 1.3336 1.3452
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.4081 1.3963 1.3586
R3 1.3903 1.3785 1.3537
R2 1.3725 1.3725 1.3521
R1 1.3607 1.3607 1.3504 1.3577
PP 1.3547 1.3547 1.3547 1.3533
S1 1.3429 1.3429 1.3472 1.3399
S2 1.3369 1.3369 1.3455
S3 1.3191 1.3251 1.3439
S4 1.3013 1.3073 1.3390
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3666 1.3488 0.0178 1.3% 0.0037 0.3% 0% False True 127
10 1.3727 1.3488 0.0239 1.8% 0.0047 0.4% 0% False True 523
20 1.3727 1.3488 0.0239 1.8% 0.0036 0.3% 0% False True 266
40 1.3820 1.3488 0.0332 2.5% 0.0032 0.2% 0% False True 136
60 1.3820 1.3318 0.0502 3.7% 0.0029 0.2% 34% False False 92
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3829
2.618 1.3723
1.618 1.3658
1.000 1.3618
0.618 1.3593
HIGH 1.3553
0.618 1.3528
0.500 1.3521
0.382 1.3513
LOW 1.3488
0.618 1.3448
1.000 1.3423
1.618 1.3383
2.618 1.3318
4.250 1.3212
Fisher Pivots for day following 31-Jan-2014
Pivot 1 day 3 day
R1 1.3521 1.3576
PP 1.3510 1.3547
S1 1.3499 1.3517

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

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