CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 20-May-2014
Day Change Summary
Previous Current
19-May-2014 20-May-2014 Change Change % Previous Week
Open 1.3735 1.3701 -0.0034 -0.2% 1.3758
High 1.3735 1.3701 -0.0034 -0.2% 1.3758
Low 1.3715 1.3701 -0.0014 -0.1% 1.3662
Close 1.3715 1.3701 -0.0014 -0.1% 1.3702
Range 0.0020 0.0000 -0.0020 -100.0% 0.0096
ATR 0.0047 0.0045 -0.0002 -5.0% 0.0000
Volume 60 4 -56 -93.3% 94
Daily Pivots for day following 20-May-2014
Classic Woodie Camarilla DeMark
R4 1.3701 1.3701 1.3701
R3 1.3701 1.3701 1.3701
R2 1.3701 1.3701 1.3701
R1 1.3701 1.3701 1.3701 1.3701
PP 1.3701 1.3701 1.3701 1.3701
S1 1.3701 1.3701 1.3701 1.3701
S2 1.3701 1.3701 1.3701
S3 1.3701 1.3701 1.3701
S4 1.3701 1.3701 1.3701
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 1.3735 1.3662 0.0073 0.5% 0.0018 0.1% 53% False False 31
10 1.3989 1.3662 0.0327 2.4% 0.0037 0.3% 12% False False 19
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3701
2.618 1.3701
1.618 1.3701
1.000 1.3701
0.618 1.3701
HIGH 1.3701
0.618 1.3701
0.500 1.3701
0.382 1.3701
LOW 1.3701
0.618 1.3701
1.000 1.3701
1.618 1.3701
2.618 1.3701
4.250 1.3701
Fisher Pivots for day following 20-May-2014
Pivot 1 day 3 day
R1 1.3701 1.3718
PP 1.3701 1.3712
S1 1.3701 1.3707

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

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