CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 22-Aug-2014
Day Change Summary
Previous Current
21-Aug-2014 22-Aug-2014 Change Change % Previous Week
Open 1.3272 1.3276 0.0004 0.0% 1.3410
High 1.3298 1.3276 -0.0022 -0.2% 1.3410
Low 1.3258 1.3239 -0.0019 -0.1% 1.3239
Close 1.3295 1.3256 -0.0039 -0.3% 1.3256
Range 0.0040 0.0037 -0.0003 -7.5% 0.0171
ATR 0.0037 0.0038 0.0001 3.6% 0.0000
Volume 46 20 -26 -56.5% 151
Daily Pivots for day following 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3368 1.3349 1.3276
R3 1.3331 1.3312 1.3266
R2 1.3294 1.3294 1.3263
R1 1.3275 1.3275 1.3259 1.3266
PP 1.3257 1.3257 1.3257 1.3253
S1 1.3238 1.3238 1.3253 1.3229
S2 1.3220 1.3220 1.3249
S3 1.3183 1.3201 1.3246
S4 1.3146 1.3164 1.3236
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3815 1.3706 1.3350
R3 1.3644 1.3535 1.3303
R2 1.3473 1.3473 1.3287
R1 1.3364 1.3364 1.3272 1.3333
PP 1.3302 1.3302 1.3302 1.3286
S1 1.3193 1.3193 1.3240 1.3162
S2 1.3131 1.3131 1.3225
S3 1.2960 1.3022 1.3209
S4 1.2789 1.2851 1.3162
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3410 1.3239 0.0171 1.3% 0.0037 0.3% 10% False True 30
10 1.3420 1.3239 0.0181 1.4% 0.0031 0.2% 9% False True 174
20 1.3453 1.3239 0.0214 1.6% 0.0029 0.2% 8% False True 118
40 1.3710 1.3239 0.0471 3.6% 0.0024 0.2% 4% False True 73
60 1.3710 1.3239 0.0471 3.6% 0.0024 0.2% 4% False True 52
80 1.3989 1.3239 0.0750 5.7% 0.0025 0.2% 2% False True 43
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3433
2.618 1.3373
1.618 1.3336
1.000 1.3313
0.618 1.3299
HIGH 1.3276
0.618 1.3262
0.500 1.3258
0.382 1.3253
LOW 1.3239
0.618 1.3216
1.000 1.3202
1.618 1.3179
2.618 1.3142
4.250 1.3082
Fisher Pivots for day following 22-Aug-2014
Pivot 1 day 3 day
R1 1.3258 1.3275
PP 1.3257 1.3268
S1 1.3257 1.3262

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

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