CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 07-Feb-2014
Day Change Summary
Previous Current
06-Feb-2014 07-Feb-2014 Change Change % Previous Week
Open 1.3523 1.3568 0.0045 0.3% 1.3507
High 1.3608 1.3630 0.0022 0.2% 1.3630
Low 1.3490 1.3568 0.0078 0.6% 1.3490
Close 1.3589 1.3630 0.0041 0.3% 1.3630
Range 0.0118 0.0062 -0.0056 -47.5% 0.0140
ATR 0.0056 0.0057 0.0000 0.7% 0.0000
Volume 32 43 11 34.4% 225
Daily Pivots for day following 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.3795 1.3775 1.3664
R3 1.3733 1.3713 1.3647
R2 1.3671 1.3671 1.3641
R1 1.3651 1.3651 1.3636 1.3661
PP 1.3609 1.3609 1.3609 1.3615
S1 1.3589 1.3589 1.3624 1.3599
S2 1.3547 1.3547 1.3619
S3 1.3485 1.3527 1.3613
S4 1.3423 1.3465 1.3596
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.4003 1.3957 1.3707
R3 1.3863 1.3817 1.3669
R2 1.3723 1.3723 1.3656
R1 1.3677 1.3677 1.3643 1.3700
PP 1.3583 1.3583 1.3583 1.3595
S1 1.3537 1.3537 1.3617 1.3560
S2 1.3443 1.3443 1.3604
S3 1.3303 1.3397 1.3592
S4 1.3163 1.3257 1.3553
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3630 1.3490 0.0140 1.0% 0.0054 0.4% 100% True False 45
10 1.3666 1.3488 0.0178 1.3% 0.0046 0.3% 80% False False 86
20 1.3727 1.3488 0.0239 1.8% 0.0044 0.3% 59% False False 276
40 1.3820 1.3488 0.0332 2.4% 0.0033 0.2% 43% False False 141
60 1.3820 1.3429 0.0391 2.9% 0.0030 0.2% 51% False False 95
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3894
2.618 1.3792
1.618 1.3730
1.000 1.3692
0.618 1.3668
HIGH 1.3630
0.618 1.3606
0.500 1.3599
0.382 1.3592
LOW 1.3568
0.618 1.3530
1.000 1.3506
1.618 1.3468
2.618 1.3406
4.250 1.3305
Fisher Pivots for day following 07-Feb-2014
Pivot 1 day 3 day
R1 1.3620 1.3607
PP 1.3609 1.3583
S1 1.3599 1.3560

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

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