CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 14-Jun-2013
Day Change Summary
Previous Current
13-Jun-2013 14-Jun-2013 Change Change % Previous Week
Open 1.3360 1.3362 0.0002 0.0% 1.3283
High 1.3370 1.3362 -0.0008 -0.1% 1.3372
Low 1.3348 1.3362 0.0014 0.1% 1.3283
Close 1.3367 1.3362 -0.0005 0.0% 1.3362
Range 0.0022 0.0000 -0.0022 -100.0% 0.0089
ATR 0.0055 0.0052 -0.0004 -6.5% 0.0000
Volume 9 6 -3 -33.3% 19
Daily Pivots for day following 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.3362 1.3362 1.3362
R3 1.3362 1.3362 1.3362
R2 1.3362 1.3362 1.3362
R1 1.3362 1.3362 1.3362 1.3362
PP 1.3362 1.3362 1.3362 1.3362
S1 1.3362 1.3362 1.3362 1.3362
S2 1.3362 1.3362 1.3362
S3 1.3362 1.3362 1.3362
S4 1.3362 1.3362 1.3362
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.3606 1.3573 1.3411
R3 1.3517 1.3484 1.3386
R2 1.3428 1.3428 1.3378
R1 1.3395 1.3395 1.3370 1.3412
PP 1.3339 1.3339 1.3339 1.3347
S1 1.3306 1.3306 1.3354 1.3323
S2 1.3250 1.3250 1.3346
S3 1.3161 1.3217 1.3338
S4 1.3072 1.3128 1.3313
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3372 1.3283 0.0089 0.7% 0.0009 0.1% 89% False False 3
10 1.3372 1.3088 0.0284 2.1% 0.0027 0.2% 96% False False 4
20 1.3372 1.2863 0.0509 3.8% 0.0015 0.1% 98% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3362
2.618 1.3362
1.618 1.3362
1.000 1.3362
0.618 1.3362
HIGH 1.3362
0.618 1.3362
0.500 1.3362
0.382 1.3362
LOW 1.3362
0.618 1.3362
1.000 1.3362
1.618 1.3362
2.618 1.3362
4.250 1.3362
Fisher Pivots for day following 14-Jun-2013
Pivot 1 day 3 day
R1 1.3362 1.3361
PP 1.3362 1.3361
S1 1.3362 1.3360

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

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