CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 29-Jul-2014
Day Change Summary
Previous Current
28-Jul-2014 29-Jul-2014 Change Change % Previous Week
Open 1.3434 1.3441 0.0007 0.1% 1.3531
High 1.3446 1.3446 0.0000 0.0% 1.3552
Low 1.3428 1.3405 -0.0023 -0.2% 1.3422
Close 1.3435 1.3411 -0.0024 -0.2% 1.3433
Range 0.0018 0.0041 0.0023 127.8% 0.0130
ATR 0.0047 0.0046 0.0000 -0.9% 0.0000
Volume 79,710 133,238 53,528 67.2% 702,670
Daily Pivots for day following 29-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3544 1.3518 1.3434
R3 1.3503 1.3477 1.3422
R2 1.3462 1.3462 1.3419
R1 1.3436 1.3436 1.3415 1.3429
PP 1.3421 1.3421 1.3421 1.3417
S1 1.3395 1.3395 1.3407 1.3388
S2 1.3380 1.3380 1.3403
S3 1.3339 1.3354 1.3400
S4 1.3298 1.3313 1.3388
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3859 1.3776 1.3505
R3 1.3729 1.3646 1.3469
R2 1.3599 1.3599 1.3457
R1 1.3516 1.3516 1.3445 1.3493
PP 1.3469 1.3469 1.3469 1.3457
S1 1.3386 1.3386 1.3421 1.3363
S2 1.3339 1.3339 1.3409
S3 1.3209 1.3256 1.3397
S4 1.3079 1.3126 1.3362
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3486 1.3405 0.0081 0.6% 0.0036 0.3% 7% False True 125,533
10 1.3574 1.3405 0.0169 1.3% 0.0041 0.3% 4% False True 132,849
20 1.3705 1.3405 0.0300 2.2% 0.0043 0.3% 2% False True 132,860
40 1.3705 1.3405 0.0300 2.2% 0.0054 0.4% 2% False True 120,974
60 1.3986 1.3405 0.0581 4.3% 0.0054 0.4% 1% False True 81,585
80 1.3986 1.3405 0.0581 4.3% 0.0054 0.4% 1% False True 61,333
100 1.3986 1.3405 0.0581 4.3% 0.0056 0.4% 1% False True 49,119
120 1.3986 1.3405 0.0581 4.3% 0.0055 0.4% 1% False True 40,953
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3620
2.618 1.3553
1.618 1.3512
1.000 1.3487
0.618 1.3471
HIGH 1.3446
0.618 1.3430
0.500 1.3426
0.382 1.3421
LOW 1.3405
0.618 1.3380
1.000 1.3364
1.618 1.3339
2.618 1.3298
4.250 1.3231
Fisher Pivots for day following 29-Jul-2014
Pivot 1 day 3 day
R1 1.3426 1.3441
PP 1.3421 1.3431
S1 1.3416 1.3421

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

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