CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 22-Jul-2014
Day Change Summary
Previous Current
21-Jul-2014 22-Jul-2014 Change Change % Previous Week
Open 1.3545 1.3478 -0.0067 -0.5% 1.3634
High 1.3547 1.3479 -0.0068 -0.5% 1.3637
Low 1.3533 1.3478 -0.0055 -0.4% 1.3520
Close 1.3536 1.3479 -0.0057 -0.4% 1.3539
Range 0.0014 0.0001 -0.0013 -92.9% 0.0117
ATR 0.0030 0.0032 0.0002 6.6% 0.0000
Volume 11 74 63 572.7% 163
Daily Pivots for day following 22-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3482 1.3481 1.3480
R3 1.3481 1.3480 1.3479
R2 1.3480 1.3480 1.3479
R1 1.3479 1.3479 1.3479 1.3480
PP 1.3479 1.3479 1.3479 1.3479
S1 1.3478 1.3478 1.3479 1.3479
S2 1.3478 1.3478 1.3479
S3 1.3477 1.3477 1.3479
S4 1.3476 1.3476 1.3478
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 1.3549 1.3478 0.0071 0.5% 0.0012 0.1% 1% False True 44
10 1.3664 1.3478 0.0186 1.4% 0.0019 0.1% 1% False True 30
20 1.3710 1.3478 0.0232 1.7% 0.0017 0.1% 0% False True 26
40 1.3710 1.3478 0.0232 1.7% 0.0021 0.2% 0% False True 19
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0002
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.3483
2.618 1.3482
1.618 1.3481
1.000 1.3480
0.618 1.3480
HIGH 1.3479
0.618 1.3479
0.500 1.3479
0.382 1.3478
LOW 1.3478
0.618 1.3477
1.000 1.3477
1.618 1.3476
2.618 1.3475
4.250 1.3474
Fisher Pivots for day following 22-Jul-2014
Pivot 1 day 3 day
R1 1.3479 1.3514
PP 1.3479 1.3502
S1 1.3479 1.3491

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

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