CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 28-Jul-2014
Day Change Summary
Previous Current
25-Jul-2014 28-Jul-2014 Change Change % Previous Week
Open 1.3453 1.3449 -0.0004 0.0% 1.3545
High 1.3458 1.3453 -0.0005 0.0% 1.3547
Low 1.3435 1.3445 0.0010 0.1% 1.3435
Close 1.3443 1.3445 0.0002 0.0% 1.3443
Range 0.0023 0.0008 -0.0015 -65.2% 0.0112
ATR 0.0030 0.0028 -0.0001 -4.8% 0.0000
Volume 12 32 20 166.7% 139
Daily Pivots for day following 28-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3472 1.3466 1.3449
R3 1.3464 1.3458 1.3447
R2 1.3456 1.3456 1.3446
R1 1.3450 1.3450 1.3446 1.3449
PP 1.3448 1.3448 1.3448 1.3447
S1 1.3442 1.3442 1.3444 1.3441
S2 1.3440 1.3440 1.3444
S3 1.3432 1.3434 1.3443
S4 1.3424 1.3426 1.3441
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 1.3479 1.3435 0.0044 0.3% 0.0008 0.1% 23% False False 32
10 1.3606 1.3435 0.0171 1.3% 0.0013 0.1% 6% False False 32
20 1.3710 1.3435 0.0275 2.0% 0.0017 0.1% 4% False False 30
40 1.3710 1.3435 0.0275 2.0% 0.0020 0.2% 4% False False 20
60 1.3989 1.3435 0.0554 4.1% 0.0024 0.2% 2% 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3487
2.618 1.3474
1.618 1.3466
1.000 1.3461
0.618 1.3458
HIGH 1.3453
0.618 1.3450
0.500 1.3449
0.382 1.3448
LOW 1.3445
0.618 1.3440
1.000 1.3437
1.618 1.3432
2.618 1.3424
4.250 1.3411
Fisher Pivots for day following 28-Jul-2014
Pivot 1 day 3 day
R1 1.3449 1.3457
PP 1.3448 1.3453
S1 1.3446 1.3449

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

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