CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 29-Aug-2014
Day Change Summary
Previous Current
28-Aug-2014 29-Aug-2014 Change Change % Previous Week
Open 1.3237 1.3220 -0.0017 -0.1% 1.3212
High 1.3240 1.3220 -0.0020 -0.2% 1.3240
Low 1.3200 1.3165 -0.0035 -0.3% 1.3165
Close 1.3214 1.3165 -0.0049 -0.4% 1.3165
Range 0.0040 0.0055 0.0015 37.5% 0.0075
ATR 0.0031 0.0033 0.0002 5.4% 0.0000
Volume 8 9 1 12.5% 54
Daily Pivots for day following 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3348 1.3312 1.3195
R3 1.3293 1.3257 1.3180
R2 1.3238 1.3238 1.3175
R1 1.3202 1.3202 1.3170 1.3193
PP 1.3183 1.3183 1.3183 1.3179
S1 1.3147 1.3147 1.3160 1.3138
S2 1.3128 1.3128 1.3155
S3 1.3073 1.3092 1.3150
S4 1.3018 1.3037 1.3135
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3415 1.3365 1.3206
R3 1.3340 1.3290 1.3186
R2 1.3265 1.3265 1.3179
R1 1.3215 1.3215 1.3172 1.3203
PP 1.3190 1.3190 1.3190 1.3184
S1 1.3140 1.3140 1.3158 1.3128
S2 1.3115 1.3115 1.3151
S3 1.3040 1.3065 1.3144
S4 1.2965 1.2990 1.3124
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3240 1.3165 0.0075 0.6% 0.0033 0.2% 0% False True 10
10 1.3386 1.3165 0.0221 1.7% 0.0024 0.2% 0% False True 9
20 1.3440 1.3165 0.0275 2.1% 0.0016 0.1% 0% False True 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.3454
2.618 1.3364
1.618 1.3309
1.000 1.3275
0.618 1.3254
HIGH 1.3220
0.618 1.3199
0.500 1.3193
0.382 1.3186
LOW 1.3165
0.618 1.3131
1.000 1.3110
1.618 1.3076
2.618 1.3021
4.250 1.2931
Fisher Pivots for day following 29-Aug-2014
Pivot 1 day 3 day
R1 1.3193 1.3203
PP 1.3183 1.3190
S1 1.3174 1.3178

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

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