CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 05-Aug-2014
Day Change Summary
Previous Current
04-Aug-2014 05-Aug-2014 Change Change % Previous Week
Open 1.3433 1.3415 -0.0018 -0.1% 1.3449
High 1.3433 1.3415 -0.0018 -0.1% 1.3453
Low 1.3424 1.3377 -0.0047 -0.4% 1.3385
Close 1.3431 1.3385 -0.0046 -0.3% 1.3440
Range 0.0009 0.0038 0.0029 322.2% 0.0068
ATR 0.0028 0.0030 0.0002 6.6% 0.0000
Volume 9 13 4 44.4% 387
Daily Pivots for day following 05-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3506 1.3484 1.3406
R3 1.3468 1.3446 1.3395
R2 1.3430 1.3430 1.3392
R1 1.3408 1.3408 1.3388 1.3400
PP 1.3392 1.3392 1.3392 1.3389
S1 1.3370 1.3370 1.3382 1.3362
S2 1.3354 1.3354 1.3378
S3 1.3316 1.3332 1.3375
S4 1.3278 1.3294 1.3364
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 1.3377 0.0069 0.5% 0.0026 0.2% 12% False True 70
10 1.3478 1.3377 0.0101 0.8% 0.0017 0.1% 8% False True 46
20 1.3664 1.3377 0.0287 2.1% 0.0018 0.1% 3% False True 38
40 1.3710 1.3377 0.0333 2.5% 0.0018 0.1% 2% False True 29
60 1.3758 1.3377 0.0381 2.8% 0.0020 0.2% 2% False True 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3577
2.618 1.3514
1.618 1.3476
1.000 1.3453
0.618 1.3438
HIGH 1.3415
0.618 1.3400
0.500 1.3396
0.382 1.3392
LOW 1.3377
0.618 1.3354
1.000 1.3339
1.618 1.3316
2.618 1.3278
4.250 1.3216
Fisher Pivots for day following 05-Aug-2014
Pivot 1 day 3 day
R1 1.3396 1.3412
PP 1.3392 1.3403
S1 1.3389 1.3394

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

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