CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 22-Sep-2014
Day Change Summary
Previous Current
19-Sep-2014 22-Sep-2014 Change Change % Previous Week
Open 1.2926 1.2853 -0.0073 -0.6% 1.2979
High 1.2940 1.2883 -0.0057 -0.4% 1.3010
Low 1.2848 1.2838 -0.0010 -0.1% 1.2848
Close 1.2854 1.2852 -0.0002 0.0% 1.2854
Range 0.0092 0.0045 -0.0047 -51.1% 0.0162
ATR 0.0065 0.0063 -0.0001 -2.2% 0.0000
Volume 204 291 87 42.6% 2,779
Daily Pivots for day following 22-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.2993 1.2967 1.2877
R3 1.2948 1.2922 1.2864
R2 1.2903 1.2903 1.2860
R1 1.2877 1.2877 1.2856 1.2868
PP 1.2858 1.2858 1.2858 1.2853
S1 1.2832 1.2832 1.2848 1.2823
S2 1.2813 1.2813 1.2844
S3 1.2768 1.2787 1.2840
S4 1.2723 1.2742 1.2827
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.3390 1.3284 1.2943
R3 1.3228 1.3122 1.2899
R2 1.3066 1.3066 1.2884
R1 1.2960 1.2960 1.2869 1.2932
PP 1.2904 1.2904 1.2904 1.2890
S1 1.2798 1.2798 1.2839 1.2770
S2 1.2742 1.2742 1.2824
S3 1.2580 1.2636 1.2809
S4 1.2418 1.2474 1.2765
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3010 1.2838 0.0172 1.3% 0.0080 0.6% 8% False True 575
10 1.3010 1.2838 0.0172 1.3% 0.0072 0.6% 8% False True 376
20 1.3225 1.2838 0.0387 3.0% 0.0064 0.5% 4% False True 251
40 1.3453 1.2838 0.0615 4.8% 0.0046 0.4% 2% False True 184
60 1.3710 1.2838 0.0872 6.8% 0.0037 0.3% 2% False True 132
80 1.3710 1.2838 0.0872 6.8% 0.0034 0.3% 2% False True 102
100 1.3989 1.2838 0.1151 9.0% 0.0033 0.3% 1% False True 84
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 0.0012
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.3074
2.618 1.3001
1.618 1.2956
1.000 1.2928
0.618 1.2911
HIGH 1.2883
0.618 1.2866
0.500 1.2861
0.382 1.2855
LOW 1.2838
0.618 1.2810
1.000 1.2793
1.618 1.2765
2.618 1.2720
4.250 1.2647
Fisher Pivots for day following 22-Sep-2014
Pivot 1 day 3 day
R1 1.2861 1.2890
PP 1.2858 1.2877
S1 1.2855 1.2865

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

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