CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 02-Jul-2014
Day Change Summary
Previous Current
01-Jul-2014 02-Jul-2014 Change Change % Previous Week
Open 1.3701 1.3696 -0.0005 0.0% 1.3625
High 1.3701 1.3696 -0.0005 0.0% 1.3661
Low 1.3695 1.3663 -0.0032 -0.2% 1.3611
Close 1.3695 1.3670 -0.0025 -0.2% 1.3661
Range 0.0006 0.0033 0.0027 450.0% 0.0050
ATR 0.0034 0.0034 0.0000 -0.3% 0.0000
Volume 2 14 12 600.0% 23
Daily Pivots for day following 02-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3775 1.3756 1.3688
R3 1.3742 1.3723 1.3679
R2 1.3709 1.3709 1.3676
R1 1.3690 1.3690 1.3673 1.3683
PP 1.3676 1.3676 1.3676 1.3673
S1 1.3657 1.3657 1.3667 1.3650
S2 1.3643 1.3643 1.3664
S3 1.3610 1.3624 1.3661
S4 1.3577 1.3591 1.3652
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.3794 1.3778 1.3689
R3 1.3744 1.3728 1.3675
R2 1.3694 1.3694 1.3670
R1 1.3678 1.3678 1.3666 1.3686
PP 1.3644 1.3644 1.3644 1.3649
S1 1.3628 1.3628 1.3656 1.3636
S2 1.3594 1.3594 1.3652
S3 1.3544 1.3578 1.3647
S4 1.3494 1.3528 1.3634
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3710 1.3623 0.0087 0.6% 0.0014 0.1% 54% False False 4
10 1.3710 1.3608 0.0102 0.7% 0.0013 0.1% 61% False False 18
20 1.3710 1.3530 0.0180 1.3% 0.0024 0.2% 78% False False 10
40 1.3989 1.3530 0.0459 3.4% 0.0025 0.2% 31% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.3836
2.618 1.3782
1.618 1.3749
1.000 1.3729
0.618 1.3716
HIGH 1.3696
0.618 1.3683
0.500 1.3680
0.382 1.3676
LOW 1.3663
0.618 1.3643
1.000 1.3630
1.618 1.3610
2.618 1.3577
4.250 1.3523
Fisher Pivots for day following 02-Jul-2014
Pivot 1 day 3 day
R1 1.3680 1.3687
PP 1.3676 1.3681
S1 1.3673 1.3676

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

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