CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 14-Feb-2014
Day Change Summary
Previous Current
13-Feb-2014 14-Feb-2014 Change Change % Previous Week
Open 1.3675 1.3692 0.0017 0.1% 1.3604
High 1.3677 1.3707 0.0030 0.2% 1.3707
Low 1.3667 1.3683 0.0016 0.1% 1.3568
Close 1.3677 1.3702 0.0025 0.2% 1.3702
Range 0.0010 0.0024 0.0014 140.0% 0.0139
ATR 0.0058 0.0056 -0.0002 -3.5% 0.0000
Volume 25 6 -19 -76.0% 110
Daily Pivots for day following 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.3769 1.3760 1.3715
R3 1.3745 1.3736 1.3709
R2 1.3721 1.3721 1.3706
R1 1.3712 1.3712 1.3704 1.3717
PP 1.3697 1.3697 1.3697 1.3700
S1 1.3688 1.3688 1.3700 1.3693
S2 1.3673 1.3673 1.3698
S3 1.3649 1.3664 1.3695
S4 1.3625 1.3640 1.3689
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.4076 1.4028 1.3778
R3 1.3937 1.3889 1.3740
R2 1.3798 1.3798 1.3727
R1 1.3750 1.3750 1.3715 1.3774
PP 1.3659 1.3659 1.3659 1.3671
S1 1.3611 1.3611 1.3689 1.3635
S2 1.3520 1.3520 1.3677
S3 1.3381 1.3472 1.3664
S4 1.3242 1.3333 1.3626
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3707 1.3568 0.0139 1.0% 0.0032 0.2% 96% True False 22
10 1.3707 1.3490 0.0217 1.6% 0.0043 0.3% 98% True False 33
20 1.3727 1.3488 0.0239 1.7% 0.0045 0.3% 90% False False 278
40 1.3820 1.3488 0.0332 2.4% 0.0035 0.3% 64% False False 142
60 1.3820 1.3429 0.0391 2.9% 0.0031 0.2% 70% False False 97
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3809
2.618 1.3770
1.618 1.3746
1.000 1.3731
0.618 1.3722
HIGH 1.3707
0.618 1.3698
0.500 1.3695
0.382 1.3692
LOW 1.3683
0.618 1.3668
1.000 1.3659
1.618 1.3644
2.618 1.3620
4.250 1.3581
Fisher Pivots for day following 14-Feb-2014
Pivot 1 day 3 day
R1 1.3700 1.3681
PP 1.3697 1.3659
S1 1.3695 1.3638

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

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