CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 11-Jul-2013
Day Change Summary
Previous Current
10-Jul-2013 11-Jul-2013 Change Change % Previous Week
Open 1.2901 1.3115 0.0214 1.7% 1.3040
High 1.2901 1.3115 0.0214 1.7% 1.3086
Low 1.2901 1.3115 0.0214 1.7% 1.2830
Close 1.2901 1.3115 0.0214 1.7% 1.2850
Range
ATR 0.0076 0.0086 0.0010 12.9% 0.0000
Volume 11 11 0 0.0% 83
Daily Pivots for day following 11-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.3115 1.3115 1.3115
R3 1.3115 1.3115 1.3115
R2 1.3115 1.3115 1.3115
R1 1.3115 1.3115 1.3115 1.3115
PP 1.3115 1.3115 1.3115 1.3115
S1 1.3115 1.3115 1.3115 1.3115
S2 1.3115 1.3115 1.3115
S3 1.3115 1.3115 1.3115
S4 1.3115 1.3115 1.3115
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 1.3115 1.2781 0.0334 2.5% 0.0066 0.5% 100% True False 16
10 1.3115 1.2781 0.0334 2.5% 0.0067 0.5% 100% True False 17
20 1.3425 1.2781 0.0644 4.9% 0.0056 0.4% 52% False False 11
40 1.3425 1.2781 0.0644 4.9% 0.0035 0.3% 52% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 0.0006
Fibonacci Retracements and Extensions
4.250 1.3115
2.618 1.3115
1.618 1.3115
1.000 1.3115
0.618 1.3115
HIGH 1.3115
0.618 1.3115
0.500 1.3115
0.382 1.3115
LOW 1.3115
0.618 1.3115
1.000 1.3115
1.618 1.3115
2.618 1.3115
4.250 1.3115
Fisher Pivots for day following 11-Jul-2013
Pivot 1 day 3 day
R1 1.3115 1.3059
PP 1.3115 1.3004
S1 1.3115 1.2948

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

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