CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 30-Jul-2014
Day Change Summary
Previous Current
29-Jul-2014 30-Jul-2014 Change Change % Previous Week
Open 1.3419 1.3386 -0.0033 -0.2% 1.3545
High 1.3422 1.3410 -0.0012 -0.1% 1.3547
Low 1.3418 1.3385 -0.0033 -0.2% 1.3435
Close 1.3422 1.3404 -0.0018 -0.1% 1.3443
Range 0.0004 0.0025 0.0021 525.0% 0.0112
ATR 0.0028 0.0029 0.0001 2.2% 0.0000
Volume 25 13 -12 -48.0% 139
Daily Pivots for day following 30-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3475 1.3464 1.3418
R3 1.3450 1.3439 1.3411
R2 1.3425 1.3425 1.3409
R1 1.3414 1.3414 1.3406 1.3420
PP 1.3400 1.3400 1.3400 1.3402
S1 1.3389 1.3389 1.3402 1.3395
S2 1.3375 1.3375 1.3399
S3 1.3350 1.3364 1.3397
S4 1.3325 1.3339 1.3390
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 1.3385 0.0093 0.7% 0.0013 0.1% 20% False True 17
10 1.3549 1.3385 0.0164 1.2% 0.0012 0.1% 12% False True 29
20 1.3696 1.3385 0.0311 2.3% 0.0018 0.1% 6% False True 32
40 1.3710 1.3385 0.0325 2.4% 0.0020 0.2% 6% False True 21
60 1.3989 1.3385 0.0604 4.5% 0.0023 0.2% 3% False True 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 1.3516
2.618 1.3475
1.618 1.3450
1.000 1.3435
0.618 1.3425
HIGH 1.3410
0.618 1.3400
0.500 1.3398
0.382 1.3395
LOW 1.3385
0.618 1.3370
1.000 1.3360
1.618 1.3345
2.618 1.3320
4.250 1.3279
Fisher Pivots for day following 30-Jul-2014
Pivot 1 day 3 day
R1 1.3402 1.3419
PP 1.3400 1.3414
S1 1.3398 1.3409

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

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