CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 29-Jul-2014
Day Change Summary
Previous Current
28-Jul-2014 29-Jul-2014 Change Change % Previous Week
Open 1.3449 1.3419 -0.0030 -0.2% 1.3545
High 1.3453 1.3422 -0.0031 -0.2% 1.3547
Low 1.3445 1.3418 -0.0027 -0.2% 1.3435
Close 1.3445 1.3422 -0.0023 -0.2% 1.3443
Range 0.0008 0.0004 -0.0004 -50.0% 0.0112
ATR 0.0028 0.0028 0.0000 -0.4% 0.0000
Volume 32 25 -7 -21.9% 139
Daily Pivots for day following 29-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3433 1.3431 1.3424
R3 1.3429 1.3427 1.3423
R2 1.3425 1.3425 1.3423
R1 1.3423 1.3423 1.3422 1.3424
PP 1.3421 1.3421 1.3421 1.3421
S1 1.3419 1.3419 1.3422 1.3420
S2 1.3417 1.3417 1.3421
S3 1.3413 1.3415 1.3421
S4 1.3409 1.3411 1.3420
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 1.3478 1.3418 0.0060 0.4% 0.0009 0.1% 7% False True 22
10 1.3549 1.3418 0.0131 1.0% 0.0010 0.1% 3% False True 33
20 1.3701 1.3418 0.0283 2.1% 0.0017 0.1% 1% False True 31
40 1.3710 1.3418 0.0292 2.2% 0.0020 0.1% 1% False True 21
60 1.3989 1.3418 0.0571 4.3% 0.0023 0.2% 1% False True 18
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3439
2.618 1.3432
1.618 1.3428
1.000 1.3426
0.618 1.3424
HIGH 1.3422
0.618 1.3420
0.500 1.3420
0.382 1.3420
LOW 1.3418
0.618 1.3416
1.000 1.3414
1.618 1.3412
2.618 1.3408
4.250 1.3401
Fisher Pivots for day following 29-Jul-2014
Pivot 1 day 3 day
R1 1.3421 1.3438
PP 1.3421 1.3433
S1 1.3420 1.3427

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

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