CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 07-Aug-2014
Day Change Summary
Previous Current
06-Aug-2014 07-Aug-2014 Change Change % Previous Week
Open 1.3363 1.3356 -0.0007 -0.1% 1.3449
High 1.3390 1.3379 -0.0011 -0.1% 1.3453
Low 1.3356 1.3356 0.0000 0.0% 1.3385
Close 1.3390 1.3371 -0.0019 -0.1% 1.3440
Range 0.0034 0.0023 -0.0011 -32.4% 0.0068
ATR 0.0030 0.0031 0.0000 0.9% 0.0000
Volume 204 5 -199 -97.5% 387
Daily Pivots for day following 07-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3438 1.3427 1.3384
R3 1.3415 1.3404 1.3377
R2 1.3392 1.3392 1.3375
R1 1.3381 1.3381 1.3373 1.3387
PP 1.3369 1.3369 1.3369 1.3371
S1 1.3358 1.3358 1.3369 1.3364
S2 1.3346 1.3346 1.3367
S3 1.3323 1.3335 1.3365
S4 1.3300 1.3312 1.3358
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 1.3356 0.0090 0.7% 0.0030 0.2% 17% False True 107
10 1.3458 1.3356 0.0102 0.8% 0.0022 0.2% 15% False True 63
20 1.3637 1.3356 0.0281 2.1% 0.0017 0.1% 5% False True 48
40 1.3710 1.3356 0.0354 2.6% 0.0018 0.1% 4% False True 34
60 1.3735 1.3356 0.0379 2.8% 0.0020 0.2% 4% False True 27
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3477
2.618 1.3439
1.618 1.3416
1.000 1.3402
0.618 1.3393
HIGH 1.3379
0.618 1.3370
0.500 1.3368
0.382 1.3365
LOW 1.3356
0.618 1.3342
1.000 1.3333
1.618 1.3319
2.618 1.3296
4.250 1.3258
Fisher Pivots for day following 07-Aug-2014
Pivot 1 day 3 day
R1 1.3370 1.3386
PP 1.3369 1.3381
S1 1.3368 1.3376

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

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