CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 15-Aug-2014
Day Change Summary
Previous Current
14-Aug-2014 15-Aug-2014 Change Change % Previous Week
Open 1.3372 1.3396 0.0024 0.2% 1.3414
High 1.3409 1.3412 0.0003 0.0% 1.3420
Low 1.3372 1.3396 0.0024 0.2% 1.3363
Close 1.3379 1.3412 0.0033 0.2% 1.3412
Range 0.0037 0.0016 -0.0021 -56.8% 0.0057
ATR 0.0034 0.0034 0.0000 -0.2% 0.0000
Volume 28 1,237 1,209 4,317.9% 1,598
Daily Pivots for day following 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3455 1.3449 1.3421
R3 1.3439 1.3433 1.3416
R2 1.3423 1.3423 1.3415
R1 1.3417 1.3417 1.3413 1.3420
PP 1.3407 1.3407 1.3407 1.3408
S1 1.3401 1.3401 1.3411 1.3404
S2 1.3391 1.3391 1.3409
S3 1.3375 1.3385 1.3408
S4 1.3359 1.3369 1.3403
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3569 1.3548 1.3443
R3 1.3512 1.3491 1.3428
R2 1.3455 1.3455 1.3422
R1 1.3434 1.3434 1.3417 1.3416
PP 1.3398 1.3398 1.3398 1.3390
S1 1.3377 1.3377 1.3407 1.3359
S2 1.3341 1.3341 1.3402
S3 1.3284 1.3320 1.3396
S4 1.3227 1.3263 1.3381
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3420 1.3363 0.0057 0.4% 0.0026 0.2% 86% False False 319
10 1.3436 1.3356 0.0080 0.6% 0.0031 0.2% 70% False False 183
20 1.3547 1.3356 0.0191 1.4% 0.0022 0.2% 29% False False 117
40 1.3710 1.3356 0.0354 2.6% 0.0020 0.1% 16% False False 74
60 1.3710 1.3356 0.0354 2.6% 0.0022 0.2% 16% False False 51
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 1.3480
2.618 1.3454
1.618 1.3438
1.000 1.3428
0.618 1.3422
HIGH 1.3412
0.618 1.3406
0.500 1.3404
0.382 1.3402
LOW 1.3396
0.618 1.3386
1.000 1.3380
1.618 1.3370
2.618 1.3354
4.250 1.3328
Fisher Pivots for day following 15-Aug-2014
Pivot 1 day 3 day
R1 1.3409 1.3407
PP 1.3407 1.3401
S1 1.3404 1.3396

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

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