CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 31-Jul-2013
Day Change Summary
Previous Current
30-Jul-2013 31-Jul-2013 Change Change % Previous Week
Open 1.3278 1.3295 0.0017 0.1% 1.3201
High 1.3278 1.3360 0.0082 0.6% 1.3291
Low 1.3278 1.3295 0.0017 0.1% 1.3193
Close 1.3278 1.3351 0.0073 0.5% 1.3291
Range 0.0000 0.0065 0.0065 0.0098
ATR 0.0058 0.0059 0.0002 3.0% 0.0000
Volume 5 5 0 0.0% 54
Daily Pivots for day following 31-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.3530 1.3506 1.3387
R3 1.3465 1.3441 1.3369
R2 1.3400 1.3400 1.3363
R1 1.3376 1.3376 1.3357 1.3388
PP 1.3335 1.3335 1.3335 1.3342
S1 1.3311 1.3311 1.3345 1.3323
S2 1.3270 1.3270 1.3339
S3 1.3205 1.3246 1.3333
S4 1.3140 1.3181 1.3315
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 1.3360 1.3205 0.0155 1.2% 0.0028 0.2% 94% True False 17
10 1.3360 1.3109 0.0251 1.9% 0.0030 0.2% 96% True False 15
20 1.3360 1.2781 0.0579 4.3% 0.0042 0.3% 98% True False 13
40 1.3425 1.2781 0.0644 4.8% 0.0044 0.3% 89% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.3636
2.618 1.3530
1.618 1.3465
1.000 1.3425
0.618 1.3400
HIGH 1.3360
0.618 1.3335
0.500 1.3328
0.382 1.3320
LOW 1.3295
0.618 1.3255
1.000 1.3230
1.618 1.3190
2.618 1.3125
4.250 1.3019
Fisher Pivots for day following 31-Jul-2013
Pivot 1 day 3 day
R1 1.3343 1.3337
PP 1.3335 1.3323
S1 1.3328 1.3309

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

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