CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 30-Jun-2014
Day Change Summary
Previous Current
27-Jun-2014 30-Jun-2014 Change Change % Previous Week
Open 1.3632 1.3710 0.0078 0.6% 1.3625
High 1.3661 1.3710 0.0049 0.4% 1.3661
Low 1.3632 1.3710 0.0078 0.6% 1.3611
Close 1.3661 1.3710 0.0049 0.4% 1.3661
Range 0.0029 0.0000 -0.0029 -100.0% 0.0050
ATR 0.0035 0.0036 0.0001 3.0% 0.0000
Volume 2 2 0 0.0% 23
Daily Pivots for day following 30-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.3710 1.3710 1.3710
R3 1.3710 1.3710 1.3710
R2 1.3710 1.3710 1.3710
R1 1.3710 1.3710 1.3710 1.3710
PP 1.3710 1.3710 1.3710 1.3710
S1 1.3710 1.3710 1.3710 1.3710
S2 1.3710 1.3710 1.3710
S3 1.3710 1.3710 1.3710
S4 1.3710 1.3710 1.3710
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.3794 1.3778 1.3689
R3 1.3744 1.3728 1.3675
R2 1.3694 1.3694 1.3670
R1 1.3678 1.3678 1.3666 1.3686
PP 1.3644 1.3644 1.3644 1.3649
S1 1.3628 1.3628 1.3656 1.3636
S2 1.3594 1.3594 1.3652
S3 1.3544 1.3578 1.3647
S4 1.3494 1.3528 1.3634
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3710 1.3618 0.0092 0.7% 0.0009 0.1% 100% True False 2
10 1.3710 1.3561 0.0149 1.1% 0.0015 0.1% 100% True False 17
20 1.3710 1.3530 0.0180 1.3% 0.0023 0.2% 100% True False 10
40 1.3989 1.3530 0.0459 3.3% 0.0026 0.2% 39% False False 12
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3710
2.618 1.3710
1.618 1.3710
1.000 1.3710
0.618 1.3710
HIGH 1.3710
0.618 1.3710
0.500 1.3710
0.382 1.3710
LOW 1.3710
0.618 1.3710
1.000 1.3710
1.618 1.3710
2.618 1.3710
4.250 1.3710
Fisher Pivots for day following 30-Jun-2014
Pivot 1 day 3 day
R1 1.3710 1.3696
PP 1.3710 1.3681
S1 1.3710 1.3667

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

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