CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 14-Aug-2014
Day Change Summary
Previous Current
13-Aug-2014 14-Aug-2014 Change Change % Previous Week
Open 1.3380 1.3372 -0.0008 -0.1% 1.3433
High 1.3420 1.3409 -0.0011 -0.1% 1.3436
Low 1.3380 1.3372 -0.0008 -0.1% 1.3356
Close 1.3381 1.3379 -0.0002 0.0% 1.3425
Range 0.0040 0.0037 -0.0003 -7.5% 0.0080
ATR 0.0034 0.0034 0.0000 0.7% 0.0000
Volume 24 28 4 16.7% 233
Daily Pivots for day following 14-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3498 1.3475 1.3399
R3 1.3461 1.3438 1.3389
R2 1.3424 1.3424 1.3386
R1 1.3401 1.3401 1.3382 1.3413
PP 1.3387 1.3387 1.3387 1.3392
S1 1.3364 1.3364 1.3376 1.3376
S2 1.3350 1.3350 1.3372
S3 1.3313 1.3327 1.3369
S4 1.3276 1.3290 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 1.3363 0.0073 0.5% 0.0037 0.3% 22% False False 72
10 1.3446 1.3356 0.0090 0.7% 0.0033 0.2% 26% False False 90
20 1.3549 1.3356 0.0193 1.4% 0.0023 0.2% 12% False False 59
40 1.3710 1.3356 0.0354 2.6% 0.0020 0.2% 6% False False 43
60 1.3710 1.3356 0.0354 2.6% 0.0022 0.2% 6% False False 30
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 True
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3566
2.618 1.3506
1.618 1.3469
1.000 1.3446
0.618 1.3432
HIGH 1.3409
0.618 1.3395
0.500 1.3391
0.382 1.3386
LOW 1.3372
0.618 1.3349
1.000 1.3335
1.618 1.3312
2.618 1.3275
4.250 1.3215
Fisher Pivots for day following 14-Aug-2014
Pivot 1 day 3 day
R1 1.3391 1.3392
PP 1.3387 1.3387
S1 1.3383 1.3383

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

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