CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 05-Aug-2014
Day Change Summary
Previous Current
04-Aug-2014 05-Aug-2014 Change Change % Previous Week
Open 1.3430 1.3424 -0.0006 0.0% 1.3434
High 1.3433 1.3427 -0.0006 0.0% 1.3447
Low 1.3411 1.3360 -0.0051 -0.4% 1.3369
Close 1.3421 1.3374 -0.0047 -0.4% 1.3430
Range 0.0022 0.0067 0.0045 204.5% 0.0078
ATR 0.0045 0.0047 0.0002 3.5% 0.0000
Volume 102,537 185,064 82,527 80.5% 795,076
Daily Pivots for day following 05-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3588 1.3548 1.3411
R3 1.3521 1.3481 1.3392
R2 1.3454 1.3454 1.3386
R1 1.3414 1.3414 1.3380 1.3401
PP 1.3387 1.3387 1.3387 1.3380
S1 1.3347 1.3347 1.3368 1.3334
S2 1.3320 1.3320 1.3362
S3 1.3253 1.3280 1.3356
S4 1.3186 1.3213 1.3337
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3649 1.3618 1.3473
R3 1.3571 1.3540 1.3451
R2 1.3493 1.3493 1.3444
R1 1.3462 1.3462 1.3437 1.3439
PP 1.3415 1.3415 1.3415 1.3404
S1 1.3384 1.3384 1.3423 1.3361
S2 1.3337 1.3337 1.3416
S3 1.3259 1.3306 1.3409
S4 1.3181 1.3228 1.3387
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3447 1.3360 0.0087 0.7% 0.0047 0.3% 16% False True 173,945
10 1.3486 1.3360 0.0126 0.9% 0.0042 0.3% 11% False True 149,739
20 1.3654 1.3360 0.0294 2.2% 0.0045 0.3% 5% False True 145,594
40 1.3705 1.3360 0.0345 2.6% 0.0049 0.4% 4% False True 140,142
60 1.3771 1.3360 0.0411 3.1% 0.0052 0.4% 3% False True 95,984
80 1.3986 1.3360 0.0626 4.7% 0.0053 0.4% 2% False True 72,168
100 1.3986 1.3360 0.0626 4.7% 0.0056 0.4% 2% False True 57,808
120 1.3986 1.3360 0.0626 4.7% 0.0054 0.4% 2% False True 48,200
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3712
2.618 1.3602
1.618 1.3535
1.000 1.3494
0.618 1.3468
HIGH 1.3427
0.618 1.3401
0.500 1.3394
0.382 1.3386
LOW 1.3360
0.618 1.3319
1.000 1.3293
1.618 1.3252
2.618 1.3185
4.250 1.3075
Fisher Pivots for day following 05-Aug-2014
Pivot 1 day 3 day
R1 1.3394 1.3404
PP 1.3387 1.3394
S1 1.3381 1.3384

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

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