CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 18-Aug-2014
Day Change Summary
Previous Current
15-Aug-2014 18-Aug-2014 Change Change % Previous Week
Open 1.3396 1.3410 0.0014 0.1% 1.3414
High 1.3412 1.3410 -0.0002 0.0% 1.3420
Low 1.3396 1.3371 -0.0025 -0.2% 1.3363
Close 1.3412 1.3376 -0.0036 -0.3% 1.3412
Range 0.0016 0.0039 0.0023 143.8% 0.0057
ATR 0.0034 0.0034 0.0001 1.5% 0.0000
Volume 1,237 15 -1,222 -98.8% 1,598
Daily Pivots for day following 18-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3503 1.3478 1.3397
R3 1.3464 1.3439 1.3387
R2 1.3425 1.3425 1.3383
R1 1.3400 1.3400 1.3380 1.3393
PP 1.3386 1.3386 1.3386 1.3382
S1 1.3361 1.3361 1.3372 1.3354
S2 1.3347 1.3347 1.3369
S3 1.3308 1.3322 1.3365
S4 1.3269 1.3283 1.3355
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% 0.0030 0.2% 23% False False 262
10 1.3436 1.3356 0.0080 0.6% 0.0034 0.3% 25% False False 183
20 1.3479 1.3356 0.0123 0.9% 0.0024 0.2% 16% False False 118
40 1.3710 1.3356 0.0354 2.6% 0.0021 0.2% 6% False False 70
60 1.3710 1.3356 0.0354 2.6% 0.0022 0.2% 6% False False 51
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 1.3576
2.618 1.3512
1.618 1.3473
1.000 1.3449
0.618 1.3434
HIGH 1.3410
0.618 1.3395
0.500 1.3391
0.382 1.3386
LOW 1.3371
0.618 1.3347
1.000 1.3332
1.618 1.3308
2.618 1.3269
4.250 1.3205
Fisher Pivots for day following 18-Aug-2014
Pivot 1 day 3 day
R1 1.3391 1.3392
PP 1.3386 1.3386
S1 1.3381 1.3381

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

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