CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 29-Aug-2014
Day Change Summary
Previous Current
28-Aug-2014 29-Aug-2014 Change Change % Previous Week
Open 1.3195 1.3184 -0.0011 -0.1% 1.3208
High 1.3222 1.3198 -0.0024 -0.2% 1.3243
Low 1.3160 1.3134 -0.0026 -0.2% 1.3134
Close 1.3185 1.3135 -0.0050 -0.4% 1.3135
Range 0.0062 0.0064 0.0002 3.2% 0.0109
ATR 0.0055 0.0055 0.0001 1.2% 0.0000
Volume 172,845 200,142 27,297 15.8% 840,789
Daily Pivots for day following 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3348 1.3305 1.3170
R3 1.3284 1.3241 1.3153
R2 1.3220 1.3220 1.3147
R1 1.3177 1.3177 1.3141 1.3167
PP 1.3156 1.3156 1.3156 1.3150
S1 1.3113 1.3113 1.3129 1.3103
S2 1.3092 1.3092 1.3123
S3 1.3028 1.3049 1.3117
S4 1.2964 1.2985 1.3100
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3498 1.3425 1.3195
R3 1.3389 1.3316 1.3165
R2 1.3280 1.3280 1.3155
R1 1.3207 1.3207 1.3145 1.3189
PP 1.3171 1.3171 1.3171 1.3162
S1 1.3098 1.3098 1.3125 1.3080
S2 1.3062 1.3062 1.3115
S3 1.2953 1.2989 1.3105
S4 1.2844 1.2880 1.3075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3243 1.3134 0.0109 0.8% 0.0058 0.4% 1% False True 168,157
10 1.3400 1.3134 0.0266 2.0% 0.0058 0.4% 0% False True 162,055
20 1.3435 1.3134 0.0301 2.3% 0.0057 0.4% 0% False True 162,016
40 1.3654 1.3134 0.0520 4.0% 0.0050 0.4% 0% False True 152,279
60 1.3705 1.3134 0.0571 4.3% 0.0052 0.4% 0% False True 143,808
80 1.3986 1.3134 0.0852 6.5% 0.0055 0.4% 0% False True 108,951
100 1.3986 1.3134 0.0852 6.5% 0.0054 0.4% 0% False True 87,277
120 1.3986 1.3134 0.0852 6.5% 0.0057 0.4% 0% False True 72,781
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3470
2.618 1.3366
1.618 1.3302
1.000 1.3262
0.618 1.3238
HIGH 1.3198
0.618 1.3174
0.500 1.3166
0.382 1.3158
LOW 1.3134
0.618 1.3094
1.000 1.3070
1.618 1.3030
2.618 1.2966
4.250 1.2862
Fisher Pivots for day following 29-Aug-2014
Pivot 1 day 3 day
R1 1.3166 1.3178
PP 1.3156 1.3164
S1 1.3145 1.3149

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

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