CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 18-Jun-2014
Day Change Summary
Previous Current
17-Jun-2014 18-Jun-2014 Change Change % Previous Week
Open 1.3600 1.3586 -0.0014 -0.1% 1.3645
High 1.3600 1.3590 -0.0010 -0.1% 1.3645
Low 1.3561 1.3576 0.0015 0.1% 1.3530
Close 1.3561 1.3576 0.0015 0.1% 1.3551
Range 0.0039 0.0014 -0.0025 -64.1% 0.0115
ATR 0.0040 0.0039 -0.0001 -2.0% 0.0000
Volume 1 2 1 100.0% 13
Daily Pivots for day following 18-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.3623 1.3613 1.3584
R3 1.3609 1.3599 1.3580
R2 1.3595 1.3595 1.3579
R1 1.3585 1.3585 1.3577 1.3583
PP 1.3581 1.3581 1.3581 1.3580
S1 1.3571 1.3571 1.3575 1.3569
S2 1.3567 1.3567 1.3573
S3 1.3553 1.3557 1.3572
S4 1.3539 1.3543 1.3568
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 1.3600 1.3530 0.0070 0.5% 0.0021 0.2% 66% False False 2
10 1.3680 1.3530 0.0150 1.1% 0.0035 0.3% 31% False False 3
20 1.3685 1.3530 0.0155 1.1% 0.0025 0.2% 30% False False 6
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3650
2.618 1.3627
1.618 1.3613
1.000 1.3604
0.618 1.3599
HIGH 1.3590
0.618 1.3585
0.500 1.3583
0.382 1.3581
LOW 1.3576
0.618 1.3567
1.000 1.3562
1.618 1.3553
2.618 1.3539
4.250 1.3517
Fisher Pivots for day following 18-Jun-2014
Pivot 1 day 3 day
R1 1.3583 1.3581
PP 1.3581 1.3579
S1 1.3578 1.3578

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

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