CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 26-Jul-2013
Day Change Summary
Previous Current
25-Jul-2013 26-Jul-2013 Change Change % Previous Week
Open 1.3205 1.3291 0.0086 0.7% 1.3201
High 1.3257 1.3291 0.0034 0.3% 1.3291
Low 1.3205 1.3291 0.0086 0.7% 1.3193
Close 1.3257 1.3291 0.0034 0.3% 1.3291
Range 0.0052 0.0000 -0.0052 -100.0% 0.0098
ATR 0.0066 0.0064 -0.0002 -3.5% 0.0000
Volume 1 37 36 3,600.0% 54
Daily Pivots for day following 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.3291 1.3291 1.3291
R3 1.3291 1.3291 1.3291
R2 1.3291 1.3291 1.3291
R1 1.3291 1.3291 1.3291 1.3291
PP 1.3291 1.3291 1.3291 1.3291
S1 1.3291 1.3291 1.3291 1.3291
S2 1.3291 1.3291 1.3291
S3 1.3291 1.3291 1.3291
S4 1.3291 1.3291 1.3291
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.3552 1.3520 1.3345
R3 1.3454 1.3422 1.3318
R2 1.3356 1.3356 1.3309
R1 1.3324 1.3324 1.3300 1.3340
PP 1.3258 1.3258 1.3258 1.3267
S1 1.3226 1.3226 1.3282 1.3242
S2 1.3160 1.3160 1.3273
S3 1.3062 1.3128 1.3264
S4 1.2964 1.3030 1.3237
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3291 1.3193 0.0098 0.7% 0.0033 0.3% 100% True False 10
10 1.3291 1.3070 0.0221 1.7% 0.0031 0.2% 100% True False 11
20 1.3291 1.2781 0.0510 3.8% 0.0048 0.4% 100% True False 14
40 1.3425 1.2781 0.0644 4.8% 0.0043 0.3% 79% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0001
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3291
2.618 1.3291
1.618 1.3291
1.000 1.3291
0.618 1.3291
HIGH 1.3291
0.618 1.3291
0.500 1.3291
0.382 1.3291
LOW 1.3291
0.618 1.3291
1.000 1.3291
1.618 1.3291
2.618 1.3291
4.250 1.3291
Fisher Pivots for day following 26-Jul-2013
Pivot 1 day 3 day
R1 1.3291 1.3277
PP 1.3291 1.3262
S1 1.3291 1.3248

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

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