CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 12-Jul-2013
Day Change Summary
Previous Current
11-Jul-2013 12-Jul-2013 Change Change % Previous Week
Open 1.3115 1.3097 -0.0018 -0.1% 1.2844
High 1.3115 1.3097 -0.0018 -0.1% 1.3115
Low 1.3115 1.3077 -0.0038 -0.3% 1.2781
Close 1.3115 1.3077 -0.0038 -0.3% 1.3077
Range 0.0000 0.0020 0.0020 0.0334
ATR 0.0086 0.0083 -0.0003 -4.0% 0.0000
Volume 11 11 0 0.0% 86
Daily Pivots for day following 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.3144 1.3130 1.3088
R3 1.3124 1.3110 1.3083
R2 1.3104 1.3104 1.3081
R1 1.3090 1.3090 1.3079 1.3087
PP 1.3084 1.3084 1.3084 1.3082
S1 1.3070 1.3070 1.3075 1.3067
S2 1.3064 1.3064 1.3073
S3 1.3044 1.3050 1.3072
S4 1.3024 1.3030 1.3066
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.3993 1.3869 1.3261
R3 1.3659 1.3535 1.3169
R2 1.3325 1.3325 1.3138
R1 1.3201 1.3201 1.3108 1.3263
PP 1.2991 1.2991 1.2991 1.3022
S1 1.2867 1.2867 1.3046 1.2929
S2 1.2657 1.2657 1.3016
S3 1.2323 1.2533 1.2985
S4 1.1989 1.2199 1.2893
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 2.6% 0.0033 0.3% 89% False False 17
10 1.3115 1.2781 0.0334 2.6% 0.0065 0.5% 89% False False 17
20 1.3425 1.2781 0.0644 4.9% 0.0055 0.4% 46% False False 11
40 1.3425 1.2781 0.0644 4.9% 0.0035 0.3% 46% False False 7
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 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3182
2.618 1.3149
1.618 1.3129
1.000 1.3117
0.618 1.3109
HIGH 1.3097
0.618 1.3089
0.500 1.3087
0.382 1.3085
LOW 1.3077
0.618 1.3065
1.000 1.3057
1.618 1.3045
2.618 1.3025
4.250 1.2992
Fisher Pivots for day following 12-Jul-2013
Pivot 1 day 3 day
R1 1.3087 1.3054
PP 1.3084 1.3031
S1 1.3080 1.3008

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

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