CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 29-Jul-2013
Day Change Summary
Previous Current
26-Jul-2013 29-Jul-2013 Change Change % Previous Week
Open 1.3291 1.3260 -0.0031 -0.2% 1.3201
High 1.3291 1.3280 -0.0011 -0.1% 1.3291
Low 1.3291 1.3257 -0.0034 -0.3% 1.3193
Close 1.3291 1.3280 -0.0011 -0.1% 1.3291
Range 0.0000 0.0023 0.0023 0.0098
ATR 0.0064 0.0062 -0.0002 -3.4% 0.0000
Volume 37 37 0 0.0% 54
Daily Pivots for day following 29-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.3341 1.3334 1.3293
R3 1.3318 1.3311 1.3286
R2 1.3295 1.3295 1.3284
R1 1.3288 1.3288 1.3282 1.3292
PP 1.3272 1.3272 1.3272 1.3274
S1 1.3265 1.3265 1.3278 1.3269
S2 1.3249 1.3249 1.3276
S3 1.3226 1.3242 1.3274
S4 1.3203 1.3219 1.3267
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% 0.0036 0.3% 89% False False 18
10 1.3291 1.3109 0.0182 1.4% 0.0032 0.2% 94% False False 15
20 1.3291 1.2781 0.0510 3.8% 0.0045 0.3% 98% False False 16
40 1.3425 1.2781 0.0644 4.8% 0.0043 0.3% 77% False False 10
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3378
2.618 1.3340
1.618 1.3317
1.000 1.3303
0.618 1.3294
HIGH 1.3280
0.618 1.3271
0.500 1.3269
0.382 1.3266
LOW 1.3257
0.618 1.3243
1.000 1.3234
1.618 1.3220
2.618 1.3197
4.250 1.3159
Fisher Pivots for day following 29-Jul-2013
Pivot 1 day 3 day
R1 1.3276 1.3269
PP 1.3272 1.3259
S1 1.3269 1.3248

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

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