CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 10-Jul-2013
Day Change Summary
Previous Current
09-Jul-2013 10-Jul-2013 Change Change % Previous Week
Open 1.2876 1.2901 0.0025 0.2% 1.3040
High 1.2876 1.2901 0.0025 0.2% 1.3086
Low 1.2781 1.2901 0.0120 0.9% 1.2830
Close 1.2806 1.2901 0.0095 0.7% 1.2850
Range 0.0095 0.0000 -0.0095 -100.0% 0.0256
ATR 0.0075 0.0076 0.0001 1.9% 0.0000
Volume 6 11 5 83.3% 83
Daily Pivots for day following 10-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.2901 1.2901 1.2901
R3 1.2901 1.2901 1.2901
R2 1.2901 1.2901 1.2901
R1 1.2901 1.2901 1.2901 1.2901
PP 1.2901 1.2901 1.2901 1.2901
S1 1.2901 1.2901 1.2901 1.2901
S2 1.2901 1.2901 1.2901
S3 1.2901 1.2901 1.2901
S4 1.2901 1.2901 1.2901
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 1.3038 1.2781 0.0257 2.0% 0.0082 0.6% 47% False False 16
10 1.3108 1.2781 0.0327 2.5% 0.0073 0.6% 37% False False 17
20 1.3425 1.2781 0.0644 5.0% 0.0057 0.4% 19% False False 11
40 1.3425 1.2781 0.0644 5.0% 0.0035 0.3% 19% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0006
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.2901
2.618 1.2901
1.618 1.2901
1.000 1.2901
0.618 1.2901
HIGH 1.2901
0.618 1.2901
0.500 1.2901
0.382 1.2901
LOW 1.2901
0.618 1.2901
1.000 1.2901
1.618 1.2901
2.618 1.2901
4.250 1.2901
Fisher Pivots for day following 10-Jul-2013
Pivot 1 day 3 day
R1 1.2901 1.2881
PP 1.2901 1.2861
S1 1.2901 1.2841

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

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