CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 07-Jul-2014
Day Change Summary
Previous Current
03-Jul-2014 07-Jul-2014 Change Change % Previous Week
Open 1.3664 1.3611 -0.0053 -0.4% 1.3710
High 1.3664 1.3626 -0.0038 -0.3% 1.3710
Low 1.3618 1.3611 -0.0007 -0.1% 1.3618
Close 1.3618 1.3626 0.0008 0.1% 1.3618
Range 0.0046 0.0015 -0.0031 -67.4% 0.0092
ATR 0.0035 0.0034 -0.0001 -4.1% 0.0000
Volume 32 48 16 50.0% 50
Daily Pivots for day following 07-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3666 1.3661 1.3634
R3 1.3651 1.3646 1.3630
R2 1.3636 1.3636 1.3629
R1 1.3631 1.3631 1.3627 1.3634
PP 1.3621 1.3621 1.3621 1.3622
S1 1.3616 1.3616 1.3625 1.3619
S2 1.3606 1.3606 1.3623
S3 1.3591 1.3601 1.3622
S4 1.3576 1.3586 1.3618
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3925 1.3863 1.3669
R3 1.3833 1.3771 1.3643
R2 1.3741 1.3741 1.3635
R1 1.3679 1.3679 1.3626 1.3664
PP 1.3649 1.3649 1.3649 1.3641
S1 1.3587 1.3587 1.3610 1.3572
S2 1.3557 1.3557 1.3601
S3 1.3465 1.3495 1.3593
S4 1.3373 1.3403 1.3567
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3710 1.3611 0.0099 0.7% 0.0020 0.1% 15% False True 19
10 1.3710 1.3611 0.0099 0.7% 0.0016 0.1% 15% False True 12
20 1.3710 1.3530 0.0180 1.3% 0.0020 0.1% 53% False False 14
40 1.3820 1.3530 0.0290 2.1% 0.0023 0.2% 33% False False 13
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 True
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3690
2.618 1.3665
1.618 1.3650
1.000 1.3641
0.618 1.3635
HIGH 1.3626
0.618 1.3620
0.500 1.3619
0.382 1.3617
LOW 1.3611
0.618 1.3602
1.000 1.3596
1.618 1.3587
2.618 1.3572
4.250 1.3547
Fisher Pivots for day following 07-Jul-2014
Pivot 1 day 3 day
R1 1.3624 1.3654
PP 1.3621 1.3644
S1 1.3619 1.3635

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

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