CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 11-Feb-2014
Day Change Summary
Previous Current
10-Feb-2014 11-Feb-2014 Change Change % Previous Week
Open 1.3604 1.3685 0.0081 0.6% 1.3507
High 1.3643 1.3685 0.0042 0.3% 1.3630
Low 1.3604 1.3634 0.0030 0.2% 1.3490
Close 1.3643 1.3640 -0.0003 0.0% 1.3630
Range 0.0039 0.0051 0.0012 30.8% 0.0140
ATR 0.0055 0.0055 0.0000 -0.6% 0.0000
Volume 24 38 14 58.3% 225
Daily Pivots for day following 11-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.3806 1.3774 1.3668
R3 1.3755 1.3723 1.3654
R2 1.3704 1.3704 1.3649
R1 1.3672 1.3672 1.3645 1.3663
PP 1.3653 1.3653 1.3653 1.3648
S1 1.3621 1.3621 1.3635 1.3612
S2 1.3602 1.3602 1.3631
S3 1.3551 1.3570 1.3626
S4 1.3500 1.3519 1.3612
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 1.3685 1.3490 0.0195 1.4% 0.0061 0.4% 77% True False 35
10 1.3685 1.3488 0.0197 1.4% 0.0053 0.4% 77% True False 90
20 1.3727 1.3488 0.0239 1.8% 0.0045 0.3% 64% False False 278
40 1.3820 1.3488 0.0332 2.4% 0.0034 0.2% 46% False False 142
60 1.3820 1.3429 0.0391 2.9% 0.0031 0.2% 54% False False 96
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3902
2.618 1.3819
1.618 1.3768
1.000 1.3736
0.618 1.3717
HIGH 1.3685
0.618 1.3666
0.500 1.3660
0.382 1.3653
LOW 1.3634
0.618 1.3602
1.000 1.3583
1.618 1.3551
2.618 1.3500
4.250 1.3417
Fisher Pivots for day following 11-Feb-2014
Pivot 1 day 3 day
R1 1.3660 1.3636
PP 1.3653 1.3631
S1 1.3647 1.3627

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

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