CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 27-Aug-2014
Day Change Summary
Previous Current
26-Aug-2014 27-Aug-2014 Change Change % Previous Week
Open 1.3192 1.3171 -0.0021 -0.2% 1.3394
High 1.3215 1.3212 -0.0003 0.0% 1.3400
Low 1.3166 1.3153 -0.0013 -0.1% 1.3222
Close 1.3174 1.3197 0.0023 0.2% 1.3243
Range 0.0049 0.0059 0.0010 20.4% 0.0178
ATR 0.0054 0.0054 0.0000 0.7% 0.0000
Volume 162,519 190,234 27,715 17.1% 779,768
Daily Pivots for day following 27-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3364 1.3340 1.3229
R3 1.3305 1.3281 1.3213
R2 1.3246 1.3246 1.3208
R1 1.3222 1.3222 1.3202 1.3234
PP 1.3187 1.3187 1.3187 1.3194
S1 1.3163 1.3163 1.3192 1.3175
S2 1.3128 1.3128 1.3186
S3 1.3069 1.3104 1.3181
S4 1.3010 1.3045 1.3165
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3822 1.3711 1.3341
R3 1.3644 1.3533 1.3292
R2 1.3466 1.3466 1.3276
R1 1.3355 1.3355 1.3259 1.3322
PP 1.3288 1.3288 1.3288 1.3272
S1 1.3177 1.3177 1.3227 1.3144
S2 1.3110 1.3110 1.3210
S3 1.2932 1.2999 1.3194
S4 1.2754 1.2821 1.3145
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3298 1.3153 0.0145 1.1% 0.0058 0.4% 30% False True 161,391
10 1.3410 1.3153 0.0257 1.9% 0.0056 0.4% 17% False True 155,882
20 1.3447 1.3153 0.0294 2.2% 0.0055 0.4% 15% False True 162,618
40 1.3687 1.3153 0.0534 4.0% 0.0050 0.4% 8% False True 149,653
60 1.3705 1.3153 0.0552 4.2% 0.0054 0.4% 8% False True 138,045
80 1.3986 1.3153 0.0833 6.3% 0.0055 0.4% 5% False True 104,301
100 1.3986 1.3153 0.0833 6.3% 0.0054 0.4% 5% False True 83,557
120 1.3986 1.3153 0.0833 6.3% 0.0056 0.4% 5% False True 69,676
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 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3463
2.618 1.3366
1.618 1.3307
1.000 1.3271
0.618 1.3248
HIGH 1.3212
0.618 1.3189
0.500 1.3183
0.382 1.3176
LOW 1.3153
0.618 1.3117
1.000 1.3094
1.618 1.3058
2.618 1.2999
4.250 1.2902
Fisher Pivots for day following 27-Aug-2014
Pivot 1 day 3 day
R1 1.3192 1.3198
PP 1.3187 1.3198
S1 1.3183 1.3197

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

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