CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 16-Jul-2014
Day Change Summary
Previous Current
15-Jul-2014 16-Jul-2014 Change Change % Previous Week
Open 1.3606 1.3544 -0.0062 -0.5% 1.3611
High 1.3606 1.3544 -0.0062 -0.5% 1.3664
Low 1.3579 1.3536 -0.0043 -0.3% 1.3605
Close 1.3583 1.3538 -0.0045 -0.3% 1.3625
Range 0.0027 0.0008 -0.0019 -70.4% 0.0059
ATR 0.0033 0.0034 0.0001 3.1% 0.0000
Volume 19 47 28 147.4% 226
Daily Pivots for day following 16-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3563 1.3559 1.3542
R3 1.3555 1.3551 1.3540
R2 1.3547 1.3547 1.3539
R1 1.3543 1.3543 1.3539 1.3541
PP 1.3539 1.3539 1.3539 1.3539
S1 1.3535 1.3535 1.3537 1.3533
S2 1.3531 1.3531 1.3537
S3 1.3523 1.3527 1.3536
S4 1.3515 1.3519 1.3534
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 1.3536 0.0128 0.9% 0.0022 0.2% 2% False True 23
10 1.3696 1.3536 0.0160 1.2% 0.0024 0.2% 1% False True 34
20 1.3710 1.3536 0.0174 1.3% 0.0018 0.1% 1% False True 25
40 1.3710 1.3530 0.0180 1.3% 0.0021 0.2% 4% False False 16
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 False
Bull Hook False
Stretch 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3578
2.618 1.3565
1.618 1.3557
1.000 1.3552
0.618 1.3549
HIGH 1.3544
0.618 1.3541
0.500 1.3540
0.382 1.3539
LOW 1.3536
0.618 1.3531
1.000 1.3528
1.618 1.3523
2.618 1.3515
4.250 1.3502
Fisher Pivots for day following 16-Jul-2014
Pivot 1 day 3 day
R1 1.3540 1.3587
PP 1.3539 1.3570
S1 1.3539 1.3554

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

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