CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 13-Aug-2014
Day Change Summary
Previous Current
12-Aug-2014 13-Aug-2014 Change Change % Previous Week
Open 1.3363 1.3380 0.0017 0.1% 1.3433
High 1.3380 1.3420 0.0040 0.3% 1.3436
Low 1.3363 1.3380 0.0017 0.1% 1.3356
Close 1.3380 1.3381 0.0001 0.0% 1.3425
Range 0.0017 0.0040 0.0023 135.3% 0.0080
ATR 0.0033 0.0034 0.0000 1.5% 0.0000
Volume 10 24 14 140.0% 233
Daily Pivots for day following 13-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3514 1.3487 1.3403
R3 1.3474 1.3447 1.3392
R2 1.3434 1.3434 1.3388
R1 1.3407 1.3407 1.3385 1.3421
PP 1.3394 1.3394 1.3394 1.3400
S1 1.3367 1.3367 1.3377 1.3381
S2 1.3354 1.3354 1.3374
S3 1.3314 1.3327 1.3370
S4 1.3274 1.3287 1.3359
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3646 1.3615 1.3469
R3 1.3566 1.3535 1.3447
R2 1.3486 1.3486 1.3440
R1 1.3455 1.3455 1.3432 1.3431
PP 1.3406 1.3406 1.3406 1.3393
S1 1.3375 1.3375 1.3418 1.3351
S2 1.3326 1.3326 1.3410
S3 1.3246 1.3295 1.3403
S4 1.3166 1.3215 1.3381
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3436 1.3356 0.0080 0.6% 0.0034 0.3% 31% False False 68
10 1.3446 1.3356 0.0090 0.7% 0.0031 0.2% 28% False False 88
20 1.3549 1.3356 0.0193 1.4% 0.0021 0.2% 13% False False 59
40 1.3710 1.3356 0.0354 2.6% 0.0020 0.1% 7% False False 42
60 1.3710 1.3356 0.0354 2.6% 0.0021 0.2% 7% False False 30
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 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3590
2.618 1.3525
1.618 1.3485
1.000 1.3460
0.618 1.3445
HIGH 1.3420
0.618 1.3405
0.500 1.3400
0.382 1.3395
LOW 1.3380
0.618 1.3355
1.000 1.3340
1.618 1.3315
2.618 1.3275
4.250 1.3210
Fisher Pivots for day following 13-Aug-2014
Pivot 1 day 3 day
R1 1.3400 1.3392
PP 1.3394 1.3388
S1 1.3387 1.3385

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

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