CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 25-Jul-2014
Day Change Summary
Previous Current
24-Jul-2014 25-Jul-2014 Change Change % Previous Week
Open 1.3478 1.3453 -0.0025 -0.2% 1.3545
High 1.3478 1.3458 -0.0020 -0.1% 1.3547
Low 1.3475 1.3435 -0.0040 -0.3% 1.3435
Close 1.3475 1.3443 -0.0032 -0.2% 1.3443
Range 0.0003 0.0023 0.0020 666.7% 0.0112
ATR 0.0029 0.0030 0.0001 2.7% 0.0000
Volume 6 12 6 100.0% 139
Daily Pivots for day following 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3514 1.3502 1.3456
R3 1.3491 1.3479 1.3449
R2 1.3468 1.3468 1.3447
R1 1.3456 1.3456 1.3445 1.3451
PP 1.3445 1.3445 1.3445 1.3443
S1 1.3433 1.3433 1.3441 1.3428
S2 1.3422 1.3422 1.3439
S3 1.3399 1.3410 1.3437
S4 1.3376 1.3387 1.3430
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3811 1.3739 1.3505
R3 1.3699 1.3627 1.3474
R2 1.3587 1.3587 1.3464
R1 1.3515 1.3515 1.3453 1.3495
PP 1.3475 1.3475 1.3475 1.3465
S1 1.3403 1.3403 1.3433 1.3383
S2 1.3363 1.3363 1.3422
S3 1.3251 1.3291 1.3412
S4 1.3139 1.3179 1.3381
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3547 1.3435 0.0112 0.8% 0.0010 0.1% 7% False True 27
10 1.3637 1.3435 0.0202 1.5% 0.0013 0.1% 4% False True 30
20 1.3710 1.3435 0.0275 2.0% 0.0018 0.1% 3% False True 29
40 1.3710 1.3435 0.0275 2.0% 0.0021 0.2% 3% False True 19
60 1.3989 1.3435 0.0554 4.1% 0.0024 0.2% 1% 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 False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3556
2.618 1.3518
1.618 1.3495
1.000 1.3481
0.618 1.3472
HIGH 1.3458
0.618 1.3449
0.500 1.3447
0.382 1.3444
LOW 1.3435
0.618 1.3421
1.000 1.3412
1.618 1.3398
2.618 1.3375
4.250 1.3337
Fisher Pivots for day following 25-Jul-2014
Pivot 1 day 3 day
R1 1.3447 1.3457
PP 1.3445 1.3452
S1 1.3444 1.3448

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

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