CME Euro FX (E) Future March 2014

Trading Metrics calculated at close of trading on 09-Jul-2013

Day Change Summary
	Previous	Current
	08-Jul-2013	09-Jul-2013	Change	Change %	Previous Week
Open	1.2844	1.2876	0.0032	0.2%	1.3040
High	1.2896	1.2876	-0.0020	-0.2%	1.3086
Low	1.2844	1.2781	-0.0063	-0.5%	1.2830
Close	1.2895	1.2806	-0.0089	-0.7%	1.2850
Range	0.0052	0.0095	0.0043	82.7%	0.0256
ATR	0.0072	0.0075	0.0003	4.2%	0.0000
Volume	47	6	-41	-87.2%	83

Daily Pivots for day following 09-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3106	1.3051	1.2858
R3	1.3011	1.2956	1.2832
R2	1.2916	1.2916	1.2823
R1	1.2861	1.2861	1.2815	1.2841
PP	1.2821	1.2821	1.2821	1.2811
S1	1.2766	1.2766	1.2797	1.2746
S2	1.2726	1.2726	1.2789
S3	1.2631	1.2671	1.2780
S4	1.2536	1.2576	1.2754

Weekly Pivots for week ending 05-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.3690	1.3526	1.2991
R3	1.3434	1.3270	1.2920
R2	1.3178	1.3178	1.2897
R1	1.3014	1.3014	1.2873	1.2968
PP	1.2922	1.2922	1.2922	1.2899
S1	1.2758	1.2758	1.2827	1.2712
S2	1.2666	1.2666	1.2803
S3	1.2410	1.2502	1.2780
S4	1.2154	1.2246	1.2709

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3086	1.2781	0.0305	2.4%	0.0101	0.8%	8%	False	True	21
10	1.3160	1.2781	0.0379	3.0%	0.0078	0.6%	7%	False	True	17
20	1.3425	1.2781	0.0644	5.0%	0.0057	0.4%	4%	False	True	10
40	1.3425	1.2781	0.0644	5.0%	0.0035	0.3%	4%	False	True	6

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3280
2.618	1.3125
1.618	1.3030
1.000	1.2971
0.618	1.2935
HIGH	1.2876
0.618	1.2840
0.500	1.2829
0.382	1.2817
LOW	1.2781
0.618	1.2722
1.000	1.2686
1.618	1.2627
2.618	1.2532
4.250	1.2377

Fisher Pivots for day following 09-Jul-2013
Pivot	1 day	3 day
R1	1.2829	1.2897
PP	1.2821	1.2866
S1	1.2814	1.2836

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols