CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 18-Sep-2014
Day Change Summary
Previous Current
17-Sep-2014 18-Sep-2014 Change Change % Previous Week
Open 1.2973 1.2867 -0.0106 -0.8% 1.2976
High 1.2985 1.2942 -0.0043 -0.3% 1.2996
Low 1.2872 1.2856 -0.0016 -0.1% 1.2885
Close 1.2935 1.2934 -0.0001 0.0% 1.2969
Range 0.0113 0.0086 -0.0027 -23.9% 0.0111
ATR 0.0061 0.0062 0.0002 3.0% 0.0000
Volume 959 1,215 256 26.7% 1,052
Daily Pivots for day following 18-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.3169 1.3137 1.2981
R3 1.3083 1.3051 1.2958
R2 1.2997 1.2997 1.2950
R1 1.2965 1.2965 1.2942 1.2981
PP 1.2911 1.2911 1.2911 1.2919
S1 1.2879 1.2879 1.2926 1.2895
S2 1.2825 1.2825 1.2918
S3 1.2739 1.2793 1.2910
S4 1.2653 1.2707 1.2887
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.3283 1.3237 1.3030
R3 1.3172 1.3126 1.3000
R2 1.3061 1.3061 1.2989
R1 1.3015 1.3015 1.2979 1.2983
PP 1.2950 1.2950 1.2950 1.2934
S1 1.2904 1.2904 1.2959 1.2872
S2 1.2839 1.2839 1.2949
S3 1.2728 1.2793 1.2938
S4 1.2617 1.2682 1.2908
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3010 1.2856 0.0154 1.2% 0.0075 0.6% 51% False True 533
10 1.3010 1.2856 0.0154 1.2% 0.0071 0.5% 51% False True 411
20 1.3298 1.2856 0.0442 3.4% 0.0061 0.5% 18% False True 229
40 1.3478 1.2856 0.0622 4.8% 0.0044 0.3% 13% False True 172
60 1.3710 1.2856 0.0854 6.6% 0.0035 0.3% 9% False True 124
80 1.3710 1.2856 0.0854 6.6% 0.0032 0.2% 9% False True 96
100 1.3989 1.2856 0.1133 8.8% 0.0032 0.3% 7% False True 79
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3308
2.618 1.3167
1.618 1.3081
1.000 1.3028
0.618 1.2995
HIGH 1.2942
0.618 1.2909
0.500 1.2899
0.382 1.2889
LOW 1.2856
0.618 1.2803
1.000 1.2770
1.618 1.2717
2.618 1.2631
4.250 1.2491
Fisher Pivots for day following 18-Sep-2014
Pivot 1 day 3 day
R1 1.2922 1.2934
PP 1.2911 1.2933
S1 1.2899 1.2933

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

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