CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 27-Mar-2014
Day Change Summary
Previous Current
26-Mar-2014 27-Mar-2014 Change Change % Previous Week
Open 1.3817 1.3739 -0.0078 -0.6% 1.3891
High 1.3817 1.3747 -0.0070 -0.5% 1.3933
Low 1.3790 1.3739 -0.0051 -0.4% 1.3761
Close 1.3790 1.3747 -0.0043 -0.3% 1.3791
Range 0.0027 0.0008 -0.0019 -70.4% 0.0172
ATR 0.0050 0.0050 0.0000 0.2% 0.0000
Volume 6 17 11 183.3% 45
Daily Pivots for day following 27-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.3768 1.3766 1.3751
R3 1.3760 1.3758 1.3749
R2 1.3752 1.3752 1.3748
R1 1.3750 1.3750 1.3748 1.3751
PP 1.3744 1.3744 1.3744 1.3745
S1 1.3742 1.3742 1.3746 1.3743
S2 1.3736 1.3736 1.3746
S3 1.3728 1.3734 1.3745
S4 1.3720 1.3726 1.3743
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.4344 1.4240 1.3886
R3 1.4172 1.4068 1.3838
R2 1.4000 1.4000 1.3823
R1 1.3896 1.3896 1.3807 1.3862
PP 1.3828 1.3828 1.3828 1.3812
S1 1.3724 1.3724 1.3775 1.3690
S2 1.3656 1.3656 1.3759
S3 1.3484 1.3552 1.3744
S4 1.3312 1.3380 1.3696
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3839 1.3739 0.0100 0.7% 0.0038 0.3% 8% False True 20
10 1.3933 1.3739 0.0194 1.4% 0.0034 0.2% 4% False True 12
20 1.3947 1.3736 0.0211 1.5% 0.0025 0.2% 5% False False 13
40 1.3947 1.3493 0.0454 3.3% 0.0029 0.2% 56% False False 28
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0004
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3781
2.618 1.3768
1.618 1.3760
1.000 1.3755
0.618 1.3752
HIGH 1.3747
0.618 1.3744
0.500 1.3743
0.382 1.3742
LOW 1.3739
0.618 1.3734
1.000 1.3731
1.618 1.3726
2.618 1.3718
4.250 1.3705
Fisher Pivots for day following 27-Mar-2014
Pivot 1 day 3 day
R1 1.3746 1.3783
PP 1.3744 1.3771
S1 1.3743 1.3759

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

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