CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 20-Jun-2014
Day Change Summary
Previous Current
19-Jun-2014 20-Jun-2014 Change Change % Previous Week
Open 1.3620 1.3620 0.0000 0.0% 1.3588
High 1.3645 1.3620 -0.0025 -0.2% 1.3645
Low 1.3620 1.3608 -0.0012 -0.1% 1.3561
Close 1.3623 1.3608 -0.0015 -0.1% 1.3608
Range 0.0025 0.0012 -0.0013 -52.0% 0.0084
ATR 0.0041 0.0039 -0.0002 -4.6% 0.0000
Volume 2 141 139 6,950.0% 148
Daily Pivots for day following 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.3648 1.3640 1.3615
R3 1.3636 1.3628 1.3611
R2 1.3624 1.3624 1.3610
R1 1.3616 1.3616 1.3609 1.3614
PP 1.3612 1.3612 1.3612 1.3611
S1 1.3604 1.3604 1.3607 1.3602
S2 1.3600 1.3600 1.3606
S3 1.3588 1.3592 1.3605
S4 1.3576 1.3580 1.3601
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.3857 1.3816 1.3654
R3 1.3773 1.3732 1.3631
R2 1.3689 1.3689 1.3623
R1 1.3648 1.3648 1.3616 1.3669
PP 1.3605 1.3605 1.3605 1.3615
S1 1.3564 1.3564 1.3600 1.3585
S2 1.3521 1.3521 1.3593
S3 1.3437 1.3480 1.3585
S4 1.3353 1.3396 1.3562
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3645 1.3561 0.0084 0.6% 0.0018 0.1% 56% False False 29
10 1.3645 1.3530 0.0115 0.8% 0.0025 0.2% 68% False False 16
20 1.3680 1.3530 0.0150 1.1% 0.0024 0.2% 52% False False 13
Crabel Price Patterns
NR True
NR4 True
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 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3671
2.618 1.3651
1.618 1.3639
1.000 1.3632
0.618 1.3627
HIGH 1.3620
0.618 1.3615
0.500 1.3614
0.382 1.3613
LOW 1.3608
0.618 1.3601
1.000 1.3596
1.618 1.3589
2.618 1.3577
4.250 1.3557
Fisher Pivots for day following 20-Jun-2014
Pivot 1 day 3 day
R1 1.3614 1.3611
PP 1.3612 1.3610
S1 1.3610 1.3609

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

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