CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 18-Jul-2013
Day Change Summary
Previous Current
17-Jul-2013 18-Jul-2013 Change Change % Previous Week
Open 1.3160 1.3118 -0.0042 -0.3% 1.2844
High 1.3168 1.3118 -0.0050 -0.4% 1.3115
Low 1.3113 1.3118 0.0005 0.0% 1.2781
Close 1.3128 1.3118 -0.0010 -0.1% 1.3077
Range 0.0055 0.0000 -0.0055 -100.0% 0.0334
ATR 0.0078 0.0073 -0.0005 -6.2% 0.0000
Volume 4 25 21 525.0% 86
Daily Pivots for day following 18-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.3118 1.3118 1.3118
R3 1.3118 1.3118 1.3118
R2 1.3118 1.3118 1.3118
R1 1.3118 1.3118 1.3118 1.3118
PP 1.3118 1.3118 1.3118 1.3118
S1 1.3118 1.3118 1.3118 1.3118
S2 1.3118 1.3118 1.3118
S3 1.3118 1.3118 1.3118
S4 1.3118 1.3118 1.3118
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 1.3177 1.3070 0.0107 0.8% 0.0025 0.2% 45% False False 9
10 1.3177 1.2781 0.0396 3.0% 0.0045 0.3% 85% False False 13
20 1.3261 1.2781 0.0480 3.7% 0.0051 0.4% 70% False False 12
40 1.3425 1.2781 0.0644 4.9% 0.0038 0.3% 52% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3118
2.618 1.3118
1.618 1.3118
1.000 1.3118
0.618 1.3118
HIGH 1.3118
0.618 1.3118
0.500 1.3118
0.382 1.3118
LOW 1.3118
0.618 1.3118
1.000 1.3118
1.618 1.3118
2.618 1.3118
4.250 1.3118
Fisher Pivots for day following 18-Jul-2013
Pivot 1 day 3 day
R1 1.3118 1.3145
PP 1.3118 1.3136
S1 1.3118 1.3127

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

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