CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 08-Jul-2014
Day Change Summary
Previous Current
07-Jul-2014 08-Jul-2014 Change Change % Previous Week
Open 1.3611 1.3627 0.0016 0.1% 1.3710
High 1.3626 1.3633 0.0007 0.1% 1.3710
Low 1.3611 1.3627 0.0016 0.1% 1.3618
Close 1.3626 1.3628 0.0002 0.0% 1.3618
Range 0.0015 0.0006 -0.0009 -60.0% 0.0092
ATR 0.0034 0.0032 -0.0002 -5.7% 0.0000
Volume 48 118 70 145.8% 50
Daily Pivots for day following 08-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3647 1.3644 1.3631
R3 1.3641 1.3638 1.3630
R2 1.3635 1.3635 1.3629
R1 1.3632 1.3632 1.3629 1.3634
PP 1.3629 1.3629 1.3629 1.3630
S1 1.3626 1.3626 1.3627 1.3628
S2 1.3623 1.3623 1.3627
S3 1.3617 1.3620 1.3626
S4 1.3611 1.3614 1.3625
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 1.3701 1.3611 0.0090 0.7% 0.0021 0.2% 19% False False 42
10 1.3710 1.3611 0.0099 0.7% 0.0015 0.1% 17% False False 22
20 1.3710 1.3530 0.0180 1.3% 0.0018 0.1% 54% False False 19
40 1.3758 1.3530 0.0228 1.7% 0.0021 0.2% 43% False False 16
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 1.3659
2.618 1.3649
1.618 1.3643
1.000 1.3639
0.618 1.3637
HIGH 1.3633
0.618 1.3631
0.500 1.3630
0.382 1.3629
LOW 1.3627
0.618 1.3623
1.000 1.3621
1.618 1.3617
2.618 1.3611
4.250 1.3602
Fisher Pivots for day following 08-Jul-2014
Pivot 1 day 3 day
R1 1.3630 1.3638
PP 1.3629 1.3634
S1 1.3629 1.3631

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

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