CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 04-Jun-2013
Day Change Summary
Previous Current
03-Jun-2013 04-Jun-2013 Change Change % Previous Week
Open 1.3096 1.3108 0.0012 0.1% 1.2905
High 1.3120 1.3108 -0.0012 -0.1% 1.3074
Low 1.3096 1.3108 0.0012 0.1% 1.2905
Close 1.3099 1.3108 0.0009 0.1% 1.3012
Range 0.0024 0.0000 -0.0024 -100.0% 0.0169
ATR 0.0062 0.0058 -0.0004 -6.1% 0.0000
Volume 2 5 3 150.0% 4
Daily Pivots for day following 04-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.3108 1.3108 1.3108
R3 1.3108 1.3108 1.3108
R2 1.3108 1.3108 1.3108
R1 1.3108 1.3108 1.3108 1.3108
PP 1.3108 1.3108 1.3108 1.3108
S1 1.3108 1.3108 1.3108 1.3108
S2 1.3108 1.3108 1.3108
S3 1.3108 1.3108 1.3108
S4 1.3108 1.3108 1.3108
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 1.3504 1.3427 1.3105
R3 1.3335 1.3258 1.3058
R2 1.3166 1.3166 1.3043
R1 1.3089 1.3089 1.3027 1.3128
PP 1.2997 1.2997 1.2997 1.3016
S1 1.2920 1.2920 1.2997 1.2959
S2 1.2828 1.2828 1.2981
S3 1.2659 1.2751 1.2966
S4 1.2490 1.2582 1.2919
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3120 1.2965 0.0155 1.2% 0.0008 0.1% 92% False False 2
10 1.3120 1.2873 0.0247 1.9% 0.0006 0.0% 95% False False 1
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3108
2.618 1.3108
1.618 1.3108
1.000 1.3108
0.618 1.3108
HIGH 1.3108
0.618 1.3108
0.500 1.3108
0.382 1.3108
LOW 1.3108
0.618 1.3108
1.000 1.3108
1.618 1.3108
2.618 1.3108
4.250 1.3108
Fisher Pivots for day following 04-Jun-2013
Pivot 1 day 3 day
R1 1.3108 1.3092
PP 1.3108 1.3076
S1 1.3108 1.3060

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

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