CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 23-Jul-2014
Day Change Summary
Previous Current
22-Jul-2014 23-Jul-2014 Change Change % Previous Week
Open 1.3478 1.3476 -0.0002 0.0% 1.3634
High 1.3479 1.3476 -0.0003 0.0% 1.3637
Low 1.3478 1.3469 -0.0009 -0.1% 1.3520
Close 1.3479 1.3469 -0.0010 -0.1% 1.3539
Range 0.0001 0.0007 0.0006 600.0% 0.0117
ATR 0.0032 0.0031 -0.0002 -4.9% 0.0000
Volume 74 36 -38 -51.4% 163
Daily Pivots for day following 23-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3492 1.3488 1.3473
R3 1.3485 1.3481 1.3471
R2 1.3478 1.3478 1.3470
R1 1.3474 1.3474 1.3470 1.3473
PP 1.3471 1.3471 1.3471 1.3471
S1 1.3467 1.3467 1.3468 1.3466
S2 1.3464 1.3464 1.3468
S3 1.3457 1.3460 1.3467
S4 1.3450 1.3453 1.3465
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 1.3469 0.0080 0.6% 0.0011 0.1% 0% False True 42
10 1.3664 1.3469 0.0195 1.4% 0.0017 0.1% 0% False True 33
20 1.3710 1.3469 0.0241 1.8% 0.0017 0.1% 0% False True 28
40 1.3710 1.3469 0.0241 1.8% 0.0021 0.2% 0% False True 19
60 1.3989 1.3469 0.0520 3.9% 0.0025 0.2% 0% False True 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3506
2.618 1.3494
1.618 1.3487
1.000 1.3483
0.618 1.3480
HIGH 1.3476
0.618 1.3473
0.500 1.3473
0.382 1.3472
LOW 1.3469
0.618 1.3465
1.000 1.3462
1.618 1.3458
2.618 1.3451
4.250 1.3439
Fisher Pivots for day following 23-Jul-2014
Pivot 1 day 3 day
R1 1.3473 1.3508
PP 1.3471 1.3495
S1 1.3470 1.3482

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

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