CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 01-Aug-2014
Day Change Summary
Previous Current
31-Jul-2014 01-Aug-2014 Change Change % Previous Week
Open 1.3391 1.3405 0.0014 0.1% 1.3449
High 1.3403 1.3446 0.0043 0.3% 1.3453
Low 1.3390 1.3402 0.0012 0.1% 1.3385
Close 1.3403 1.3440 0.0037 0.3% 1.3440
Range 0.0013 0.0044 0.0031 238.5% 0.0068
ATR 0.0028 0.0029 0.0001 4.1% 0.0000
Volume 10 307 297 2,970.0% 387
Daily Pivots for day following 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3561 1.3545 1.3464
R3 1.3517 1.3501 1.3452
R2 1.3473 1.3473 1.3448
R1 1.3457 1.3457 1.3444 1.3465
PP 1.3429 1.3429 1.3429 1.3434
S1 1.3413 1.3413 1.3436 1.3421
S2 1.3385 1.3385 1.3432
S3 1.3341 1.3369 1.3428
S4 1.3297 1.3325 1.3416
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3630 1.3603 1.3477
R3 1.3562 1.3535 1.3459
R2 1.3494 1.3494 1.3452
R1 1.3467 1.3467 1.3446 1.3447
PP 1.3426 1.3426 1.3426 1.3416
S1 1.3399 1.3399 1.3434 1.3379
S2 1.3358 1.3358 1.3428
S3 1.3290 1.3331 1.3421
S4 1.3222 1.3263 1.3403
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3453 1.3385 0.0068 0.5% 0.0019 0.1% 81% False False 77
10 1.3547 1.3385 0.0162 1.2% 0.0014 0.1% 34% False False 52
20 1.3664 1.3385 0.0279 2.1% 0.0017 0.1% 20% False False 45
40 1.3710 1.3385 0.0325 2.4% 0.0019 0.1% 17% False False 29
60 1.3989 1.3385 0.0604 4.5% 0.0023 0.2% 9% False False 23
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 0.0002
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.3633
2.618 1.3561
1.618 1.3517
1.000 1.3490
0.618 1.3473
HIGH 1.3446
0.618 1.3429
0.500 1.3424
0.382 1.3419
LOW 1.3402
0.618 1.3375
1.000 1.3358
1.618 1.3331
2.618 1.3287
4.250 1.3215
Fisher Pivots for day following 01-Aug-2014
Pivot 1 day 3 day
R1 1.3435 1.3432
PP 1.3429 1.3424
S1 1.3424 1.3416

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

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