CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 16-Jun-2014
Day Change Summary
Previous Current
13-Jun-2014 16-Jun-2014 Change Change % Previous Week
Open 1.3551 1.3588 0.0037 0.3% 1.3645
High 1.3551 1.3588 0.0037 0.3% 1.3645
Low 1.3551 1.3586 0.0035 0.3% 1.3530
Close 1.3551 1.3586 0.0035 0.3% 1.3551
Range 0.0000 0.0002 0.0002 0.0115
ATR 0.0040 0.0040 0.0000 -0.6% 0.0000
Volume 2 2 0 0.0% 13
Daily Pivots for day following 16-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.3593 1.3591 1.3587
R3 1.3591 1.3589 1.3587
R2 1.3589 1.3589 1.3586
R1 1.3587 1.3587 1.3586 1.3587
PP 1.3587 1.3587 1.3587 1.3587
S1 1.3585 1.3585 1.3586 1.3585
S2 1.3585 1.3585 1.3586
S3 1.3583 1.3583 1.3585
S4 1.3581 1.3581 1.3585
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.3920 1.3851 1.3614
R3 1.3805 1.3736 1.3583
R2 1.3690 1.3690 1.3572
R1 1.3621 1.3621 1.3562 1.3598
PP 1.3575 1.3575 1.3575 1.3564
S1 1.3506 1.3506 1.3540 1.3483
S2 1.3460 1.3460 1.3530
S3 1.3345 1.3391 1.3519
S4 1.3230 1.3276 1.3488
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3599 1.3530 0.0069 0.5% 0.0022 0.2% 81% False False 2
10 1.3680 1.3530 0.0150 1.1% 0.0031 0.2% 37% False False 4
20 1.3735 1.3530 0.0205 1.5% 0.0023 0.2% 27% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3597
2.618 1.3593
1.618 1.3591
1.000 1.3590
0.618 1.3589
HIGH 1.3588
0.618 1.3587
0.500 1.3587
0.382 1.3587
LOW 1.3586
0.618 1.3585
1.000 1.3584
1.618 1.3583
2.618 1.3581
4.250 1.3578
Fisher Pivots for day following 16-Jun-2014
Pivot 1 day 3 day
R1 1.3587 1.3577
PP 1.3587 1.3568
S1 1.3586 1.3559

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

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