CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 25-Aug-2014
Day Change Summary
Previous Current
22-Aug-2014 25-Aug-2014 Change Change % Previous Week
Open 1.3276 1.3220 -0.0056 -0.4% 1.3410
High 1.3276 1.3221 -0.0055 -0.4% 1.3410
Low 1.3239 1.3207 -0.0032 -0.2% 1.3239
Close 1.3256 1.3209 -0.0047 -0.4% 1.3256
Range 0.0037 0.0014 -0.0023 -62.2% 0.0171
ATR 0.0038 0.0039 0.0001 2.0% 0.0000
Volume 20 62 42 210.0% 151
Daily Pivots for day following 25-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3254 1.3246 1.3217
R3 1.3240 1.3232 1.3213
R2 1.3226 1.3226 1.3212
R1 1.3218 1.3218 1.3210 1.3215
PP 1.3212 1.3212 1.3212 1.3211
S1 1.3204 1.3204 1.3208 1.3201
S2 1.3198 1.3198 1.3206
S3 1.3184 1.3190 1.3205
S4 1.3170 1.3176 1.3201
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 1.3365 1.3207 0.0158 1.2% 0.0032 0.2% 1% False True 39
10 1.3420 1.3207 0.0213 1.6% 0.0031 0.2% 1% False True 151
20 1.3446 1.3207 0.0239 1.8% 0.0030 0.2% 1% False True 119
40 1.3710 1.3207 0.0503 3.8% 0.0023 0.2% 0% False True 75
60 1.3710 1.3207 0.0503 3.8% 0.0023 0.2% 0% False True 53
80 1.3989 1.3207 0.0782 5.9% 0.0025 0.2% 0% False True 43
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 False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.3281
2.618 1.3258
1.618 1.3244
1.000 1.3235
0.618 1.3230
HIGH 1.3221
0.618 1.3216
0.500 1.3214
0.382 1.3212
LOW 1.3207
0.618 1.3198
1.000 1.3193
1.618 1.3184
2.618 1.3170
4.250 1.3148
Fisher Pivots for day following 25-Aug-2014
Pivot 1 day 3 day
R1 1.3214 1.3253
PP 1.3212 1.3238
S1 1.3211 1.3224

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

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