CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 16-May-2014
Day Change Summary
Previous Current
15-May-2014 16-May-2014 Change Change % Previous Week
Open 1.3695 1.3702 0.0007 0.1% 1.3758
High 1.3720 1.3702 -0.0018 -0.1% 1.3758
Low 1.3662 1.3702 0.0040 0.3% 1.3662
Close 1.3720 1.3702 -0.0018 -0.1% 1.3702
Range 0.0058 0.0000 -0.0058 -100.0% 0.0096
ATR 0.0051 0.0049 -0.0002 -4.6% 0.0000
Volume 17 60 43 252.9% 94
Daily Pivots for day following 16-May-2014
Classic Woodie Camarilla DeMark
R4 1.3702 1.3702 1.3702
R3 1.3702 1.3702 1.3702
R2 1.3702 1.3702 1.3702
R1 1.3702 1.3702 1.3702 1.3702
PP 1.3702 1.3702 1.3702 1.3702
S1 1.3702 1.3702 1.3702 1.3702
S2 1.3702 1.3702 1.3702
S3 1.3702 1.3702 1.3702
S4 1.3702 1.3702 1.3702
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 1.3995 1.3945 1.3755
R3 1.3899 1.3849 1.3728
R2 1.3803 1.3803 1.3720
R1 1.3753 1.3753 1.3711 1.3730
PP 1.3707 1.3707 1.3707 1.3696
S1 1.3657 1.3657 1.3693 1.3634
S2 1.3611 1.3611 1.3684
S3 1.3515 1.3561 1.3676
S4 1.3419 1.3465 1.3649
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3758 1.3662 0.0096 0.7% 0.0027 0.2% 42% False False 18
10 1.3989 1.3662 0.0327 2.4% 0.0041 0.3% 12% False False 14
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3702
2.618 1.3702
1.618 1.3702
1.000 1.3702
0.618 1.3702
HIGH 1.3702
0.618 1.3702
0.500 1.3702
0.382 1.3702
LOW 1.3702
0.618 1.3702
1.000 1.3702
1.618 1.3702
2.618 1.3702
4.250 1.3702
Fisher Pivots for day following 16-May-2014
Pivot 1 day 3 day
R1 1.3702 1.3698
PP 1.3702 1.3695
S1 1.3702 1.3691

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

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