CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 11-Jul-2014
Day Change Summary
Previous Current
10-Jul-2014 11-Jul-2014 Change Change % Previous Week
Open 1.3664 1.3621 -0.0043 -0.3% 1.3611
High 1.3664 1.3625 -0.0039 -0.3% 1.3664
Low 1.3605 1.3621 0.0016 0.1% 1.3605
Close 1.3620 1.3625 0.0005 0.0% 1.3625
Range 0.0059 0.0004 -0.0055 -93.2% 0.0059
ATR 0.0034 0.0032 -0.0002 -6.1% 0.0000
Volume 5 41 36 720.0% 226
Daily Pivots for day following 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3636 1.3634 1.3627
R3 1.3632 1.3630 1.3626
R2 1.3628 1.3628 1.3626
R1 1.3626 1.3626 1.3625 1.3627
PP 1.3624 1.3624 1.3624 1.3624
S1 1.3622 1.3622 1.3625 1.3623
S2 1.3620 1.3620 1.3624
S3 1.3616 1.3618 1.3624
S4 1.3612 1.3614 1.3623
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3808 1.3776 1.3657
R3 1.3749 1.3717 1.3641
R2 1.3690 1.3690 1.3636
R1 1.3658 1.3658 1.3630 1.3674
PP 1.3631 1.3631 1.3631 1.3640
S1 1.3599 1.3599 1.3620 1.3615
S2 1.3572 1.3572 1.3614
S3 1.3513 1.3540 1.3609
S4 1.3454 1.3481 1.3593
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3664 1.3605 0.0059 0.4% 0.0022 0.2% 34% False False 45
10 1.3710 1.3605 0.0105 0.8% 0.0023 0.2% 19% False False 27
20 1.3710 1.3551 0.0159 1.2% 0.0017 0.1% 47% False False 22
40 1.3735 1.3530 0.0205 1.5% 0.0022 0.2% 46% False False 17
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.3642
2.618 1.3635
1.618 1.3631
1.000 1.3629
0.618 1.3627
HIGH 1.3625
0.618 1.3623
0.500 1.3623
0.382 1.3623
LOW 1.3621
0.618 1.3619
1.000 1.3617
1.618 1.3615
2.618 1.3611
4.250 1.3604
Fisher Pivots for day following 11-Jul-2014
Pivot 1 day 3 day
R1 1.3624 1.3635
PP 1.3624 1.3631
S1 1.3623 1.3628

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

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