CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 18-Jul-2014
Day Change Summary
Previous Current
17-Jul-2014 18-Jul-2014 Change Change % Previous Week
Open 1.3536 1.3549 0.0013 0.1% 1.3634
High 1.3541 1.3549 0.0008 0.1% 1.3637
Low 1.3535 1.3520 -0.0015 -0.1% 1.3520
Close 1.3541 1.3539 -0.0002 0.0% 1.3539
Range 0.0006 0.0029 0.0023 383.3% 0.0117
ATR 0.0032 0.0031 0.0000 -0.6% 0.0000
Volume 30 60 30 100.0% 163
Daily Pivots for day following 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3623 1.3610 1.3555
R3 1.3594 1.3581 1.3547
R2 1.3565 1.3565 1.3544
R1 1.3552 1.3552 1.3542 1.3544
PP 1.3536 1.3536 1.3536 1.3532
S1 1.3523 1.3523 1.3536 1.3515
S2 1.3507 1.3507 1.3534
S3 1.3478 1.3494 1.3531
S4 1.3449 1.3465 1.3523
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3916 1.3845 1.3603
R3 1.3799 1.3728 1.3571
R2 1.3682 1.3682 1.3560
R1 1.3611 1.3611 1.3550 1.3588
PP 1.3565 1.3565 1.3565 1.3554
S1 1.3494 1.3494 1.3528 1.3471
S2 1.3448 1.3448 1.3518
S3 1.3331 1.3377 1.3507
S4 1.3214 1.3260 1.3475
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3637 1.3520 0.0117 0.9% 0.0017 0.1% 16% False True 32
10 1.3664 1.3520 0.0144 1.1% 0.0020 0.1% 13% False True 38
20 1.3710 1.3520 0.0190 1.4% 0.0017 0.1% 10% False True 30
40 1.3710 1.3520 0.0190 1.4% 0.0021 0.2% 10% False True 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3672
2.618 1.3625
1.618 1.3596
1.000 1.3578
0.618 1.3567
HIGH 1.3549
0.618 1.3538
0.500 1.3535
0.382 1.3531
LOW 1.3520
0.618 1.3502
1.000 1.3491
1.618 1.3473
2.618 1.3444
4.250 1.3397
Fisher Pivots for day following 18-Jul-2014
Pivot 1 day 3 day
R1 1.3538 1.3538
PP 1.3536 1.3536
S1 1.3535 1.3535

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

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