CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 21-Jul-2014
Day Change Summary
Previous Current
18-Jul-2014 21-Jul-2014 Change Change % Previous Week
Open 1.3549 1.3545 -0.0004 0.0% 1.3634
High 1.3549 1.3547 -0.0002 0.0% 1.3637
Low 1.3520 1.3533 0.0013 0.1% 1.3520
Close 1.3539 1.3536 -0.0003 0.0% 1.3539
Range 0.0029 0.0014 -0.0015 -51.7% 0.0117
ATR 0.0031 0.0030 -0.0001 -4.0% 0.0000
Volume 60 11 -49 -81.7% 163
Daily Pivots for day following 21-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3581 1.3572 1.3544
R3 1.3567 1.3558 1.3540
R2 1.3553 1.3553 1.3539
R1 1.3544 1.3544 1.3537 1.3542
PP 1.3539 1.3539 1.3539 1.3537
S1 1.3530 1.3530 1.3535 1.3528
S2 1.3525 1.3525 1.3533
S3 1.3511 1.3516 1.3532
S4 1.3497 1.3502 1.3528
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 1.3606 1.3520 0.0086 0.6% 0.0017 0.1% 19% False False 33
10 1.3664 1.3520 0.0144 1.1% 0.0019 0.1% 11% False False 35
20 1.3710 1.3520 0.0190 1.4% 0.0018 0.1% 8% False False 23
40 1.3710 1.3520 0.0190 1.4% 0.0021 0.2% 8% False False 18
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3607
2.618 1.3584
1.618 1.3570
1.000 1.3561
0.618 1.3556
HIGH 1.3547
0.618 1.3542
0.500 1.3540
0.382 1.3538
LOW 1.3533
0.618 1.3524
1.000 1.3519
1.618 1.3510
2.618 1.3496
4.250 1.3474
Fisher Pivots for day following 21-Jul-2014
Pivot 1 day 3 day
R1 1.3540 1.3536
PP 1.3539 1.3535
S1 1.3537 1.3535

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

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