CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 21-Jun-2013
Day Change Summary
Previous Current
20-Jun-2013 21-Jun-2013 Change Change % Previous Week
Open 1.3261 1.3160 -0.0101 -0.8% 1.3358
High 1.3261 1.3160 -0.0101 -0.8% 1.3425
Low 1.3198 1.3160 -0.0038 -0.3% 1.3160
Close 1.3214 1.3160 -0.0054 -0.4% 1.3160
Range 0.0063 0.0000 -0.0063 -100.0% 0.0265
ATR 0.0058 0.0058 0.0000 -0.5% 0.0000
Volume 4 5 1 25.0% 22
Daily Pivots for day following 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.3160 1.3160 1.3160
R3 1.3160 1.3160 1.3160
R2 1.3160 1.3160 1.3160
R1 1.3160 1.3160 1.3160 1.3160
PP 1.3160 1.3160 1.3160 1.3160
S1 1.3160 1.3160 1.3160 1.3160
S2 1.3160 1.3160 1.3160
S3 1.3160 1.3160 1.3160
S4 1.3160 1.3160 1.3160
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.4043 1.3867 1.3306
R3 1.3778 1.3602 1.3233
R2 1.3513 1.3513 1.3209
R1 1.3337 1.3337 1.3184 1.3293
PP 1.3248 1.3248 1.3248 1.3226
S1 1.3072 1.3072 1.3136 1.3028
S2 1.2983 1.2983 1.3111
S3 1.2718 1.2807 1.3087
S4 1.2453 1.2542 1.3014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3425 1.3160 0.0265 2.0% 0.0051 0.4% 0% False True 4
10 1.3425 1.3160 0.0265 2.0% 0.0030 0.2% 0% False True 4
20 1.3425 1.2905 0.0520 4.0% 0.0028 0.2% 49% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0002
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3160
2.618 1.3160
1.618 1.3160
1.000 1.3160
0.618 1.3160
HIGH 1.3160
0.618 1.3160
0.500 1.3160
0.382 1.3160
LOW 1.3160
0.618 1.3160
1.000 1.3160
1.618 1.3160
2.618 1.3160
4.250 1.3160
Fisher Pivots for day following 21-Jun-2013
Pivot 1 day 3 day
R1 1.3160 1.3288
PP 1.3160 1.3245
S1 1.3160 1.3203

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

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