CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 31-Jul-2014
Day Change Summary
Previous Current
30-Jul-2014 31-Jul-2014 Change Change % Previous Week
Open 1.3386 1.3391 0.0005 0.0% 1.3545
High 1.3410 1.3403 -0.0007 -0.1% 1.3547
Low 1.3385 1.3390 0.0005 0.0% 1.3435
Close 1.3404 1.3403 -0.0001 0.0% 1.3443
Range 0.0025 0.0013 -0.0012 -48.0% 0.0112
ATR 0.0029 0.0028 -0.0001 -3.7% 0.0000
Volume 13 10 -3 -23.1% 139
Daily Pivots for day following 31-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3438 1.3433 1.3410
R3 1.3425 1.3420 1.3407
R2 1.3412 1.3412 1.3405
R1 1.3407 1.3407 1.3404 1.3410
PP 1.3399 1.3399 1.3399 1.3400
S1 1.3394 1.3394 1.3402 1.3397
S2 1.3386 1.3386 1.3401
S3 1.3373 1.3381 1.3399
S4 1.3360 1.3368 1.3396
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 1.3458 1.3385 0.0073 0.5% 0.0015 0.1% 25% False False 18
10 1.3549 1.3385 0.0164 1.2% 0.0013 0.1% 11% False False 27
20 1.3664 1.3385 0.0279 2.1% 0.0017 0.1% 6% False False 32
40 1.3710 1.3385 0.0325 2.4% 0.0021 0.2% 6% False False 21
60 1.3989 1.3385 0.0604 4.5% 0.0022 0.2% 3% False False 19
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 1.3458
2.618 1.3437
1.618 1.3424
1.000 1.3416
0.618 1.3411
HIGH 1.3403
0.618 1.3398
0.500 1.3397
0.382 1.3395
LOW 1.3390
0.618 1.3382
1.000 1.3377
1.618 1.3369
2.618 1.3356
4.250 1.3335
Fisher Pivots for day following 31-Jul-2014
Pivot 1 day 3 day
R1 1.3401 1.3404
PP 1.3399 1.3403
S1 1.3397 1.3403

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

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