CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 20-Aug-2014
Day Change Summary
Previous Current
19-Aug-2014 20-Aug-2014 Change Change % Previous Week
Open 1.3350 1.3289 -0.0061 -0.5% 1.3421
High 1.3350 1.3289 -0.0061 -0.5% 1.3430
Low 1.3345 1.3289 -0.0056 -0.4% 1.3382
Close 1.3345 1.3289 -0.0056 -0.4% 1.3421
Range 0.0005 0.0000 -0.0005 -100.0% 0.0048
ATR 0.0000 0.0029 0.0029 0.0000
Volume 20 1 -19 -95.0% 15
Daily Pivots for day following 20-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3289 1.3289 1.3289
R3 1.3289 1.3289 1.3289
R2 1.3289 1.3289 1.3289
R1 1.3289 1.3289 1.3289 1.3289
PP 1.3289 1.3289 1.3289 1.3289
S1 1.3289 1.3289 1.3289 1.3289
S2 1.3289 1.3289 1.3289
S3 1.3289 1.3289 1.3289
S4 1.3289 1.3289 1.3289
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3555 1.3536 1.3447
R3 1.3507 1.3488 1.3434
R2 1.3459 1.3459 1.3430
R1 1.3440 1.3440 1.3425 1.3445
PP 1.3411 1.3411 1.3411 1.3414
S1 1.3392 1.3392 1.3417 1.3397
S2 1.3363 1.3363 1.3412
S3 1.3315 1.3344 1.3408
S4 1.3267 1.3296 1.3395
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3421 1.3289 0.0132 1.0% 0.0002 0.0% 0% False True 9
10 1.3434 1.3289 0.0145 1.1% 0.0009 0.1% 0% False True 6
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3289
2.618 1.3289
1.618 1.3289
1.000 1.3289
0.618 1.3289
HIGH 1.3289
0.618 1.3289
0.500 1.3289
0.382 1.3289
LOW 1.3289
0.618 1.3289
1.000 1.3289
1.618 1.3289
2.618 1.3289
4.250 1.3289
Fisher Pivots for day following 20-Aug-2014
Pivot 1 day 3 day
R1 1.3289 1.3338
PP 1.3289 1.3321
S1 1.3289 1.3305

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

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