CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 04-Aug-2014
Day Change Summary
Previous Current
01-Aug-2014 04-Aug-2014 Change Change % Previous Week
Open 1.3405 1.3433 0.0028 0.2% 1.3449
High 1.3446 1.3433 -0.0013 -0.1% 1.3453
Low 1.3402 1.3424 0.0022 0.2% 1.3385
Close 1.3440 1.3431 -0.0009 -0.1% 1.3440
Range 0.0044 0.0009 -0.0035 -79.5% 0.0068
ATR 0.0029 0.0028 -0.0001 -3.2% 0.0000
Volume 307 9 -298 -97.1% 387
Daily Pivots for day following 04-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3456 1.3453 1.3436
R3 1.3447 1.3444 1.3433
R2 1.3438 1.3438 1.3433
R1 1.3435 1.3435 1.3432 1.3432
PP 1.3429 1.3429 1.3429 1.3428
S1 1.3426 1.3426 1.3430 1.3423
S2 1.3420 1.3420 1.3429
S3 1.3411 1.3417 1.3429
S4 1.3402 1.3408 1.3426
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 1.3446 1.3385 0.0061 0.5% 0.0019 0.1% 75% False False 72
10 1.3479 1.3385 0.0094 0.7% 0.0014 0.1% 49% False False 52
20 1.3664 1.3385 0.0279 2.1% 0.0017 0.1% 16% False False 43
40 1.3710 1.3385 0.0325 2.4% 0.0018 0.1% 14% False False 28
60 1.3820 1.3385 0.0435 3.2% 0.0021 0.2% 11% False False 23
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3471
2.618 1.3457
1.618 1.3448
1.000 1.3442
0.618 1.3439
HIGH 1.3433
0.618 1.3430
0.500 1.3429
0.382 1.3427
LOW 1.3424
0.618 1.3418
1.000 1.3415
1.618 1.3409
2.618 1.3400
4.250 1.3386
Fisher Pivots for day following 04-Aug-2014
Pivot 1 day 3 day
R1 1.3430 1.3427
PP 1.3429 1.3422
S1 1.3429 1.3418

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

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