CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 03-Jun-2014
Day Change Summary
Previous Current
02-Jun-2014 03-Jun-2014 Change Change % Previous Week
Open 1.3623 1.3632 0.0009 0.1% 1.3640
High 1.3627 1.3632 0.0005 0.0% 1.3660
Low 1.3600 1.3632 0.0032 0.2% 1.3601
Close 1.3604 1.3632 0.0028 0.2% 1.3642
Range 0.0027 0.0000 -0.0027 -100.0% 0.0059
ATR 0.0039 0.0038 -0.0001 -2.0% 0.0000
Volume 2 6 4 200.0% 39
Daily Pivots for day following 03-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.3632 1.3632 1.3632
R3 1.3632 1.3632 1.3632
R2 1.3632 1.3632 1.3632
R1 1.3632 1.3632 1.3632 1.3632
PP 1.3632 1.3632 1.3632 1.3632
S1 1.3632 1.3632 1.3632 1.3632
S2 1.3632 1.3632 1.3632
S3 1.3632 1.3632 1.3632
S4 1.3632 1.3632 1.3632
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 1.3811 1.3786 1.3674
R3 1.3752 1.3727 1.3658
R2 1.3693 1.3693 1.3653
R1 1.3668 1.3668 1.3647 1.3681
PP 1.3634 1.3634 1.3634 1.3641
S1 1.3609 1.3609 1.3637 1.3622
S2 1.3575 1.3575 1.3631
S3 1.3516 1.3550 1.3626
S4 1.3457 1.3491 1.3610
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3642 1.3600 0.0042 0.3% 0.0014 0.1% 76% False False 2
10 1.3701 1.3600 0.0101 0.7% 0.0014 0.1% 32% False False 8
20 1.3989 1.3600 0.0389 2.9% 0.0028 0.2% 8% False False 14
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3632
2.618 1.3632
1.618 1.3632
1.000 1.3632
0.618 1.3632
HIGH 1.3632
0.618 1.3632
0.500 1.3632
0.382 1.3632
LOW 1.3632
0.618 1.3632
1.000 1.3632
1.618 1.3632
2.618 1.3632
4.250 1.3632
Fisher Pivots for day following 03-Jun-2014
Pivot 1 day 3 day
R1 1.3632 1.3628
PP 1.3632 1.3625
S1 1.3632 1.3621

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

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