CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 02-Aug-2013
Day Change Summary
Previous Current
01-Aug-2013 02-Aug-2013 Change Change % Previous Week
Open 1.3283 1.3219 -0.0064 -0.5% 1.3260
High 1.3283 1.3300 0.0017 0.1% 1.3360
Low 1.3209 1.3219 0.0010 0.1% 1.3209
Close 1.3227 1.3299 0.0072 0.5% 1.3299
Range 0.0074 0.0081 0.0007 9.5% 0.0151
ATR 0.0065 0.0066 0.0001 1.7% 0.0000
Volume 11 4 -7 -63.6% 62
Daily Pivots for day following 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3516 1.3488 1.3344
R3 1.3435 1.3407 1.3321
R2 1.3354 1.3354 1.3314
R1 1.3326 1.3326 1.3306 1.3340
PP 1.3273 1.3273 1.3273 1.3280
S1 1.3245 1.3245 1.3292 1.3259
S2 1.3192 1.3192 1.3284
S3 1.3111 1.3164 1.3277
S4 1.3030 1.3083 1.3254
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3742 1.3672 1.3382
R3 1.3591 1.3521 1.3341
R2 1.3440 1.3440 1.3327
R1 1.3370 1.3370 1.3313 1.3405
PP 1.3289 1.3289 1.3289 1.3307
S1 1.3219 1.3219 1.3285 1.3254
S2 1.3138 1.3138 1.3271
S3 1.2987 1.3068 1.3257
S4 1.2836 1.2917 1.3216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3360 1.3209 0.0151 1.1% 0.0049 0.4% 60% False False 12
10 1.3360 1.3193 0.0167 1.3% 0.0041 0.3% 63% False False 11
20 1.3360 1.2781 0.0579 4.4% 0.0036 0.3% 89% False False 13
40 1.3425 1.2781 0.0644 4.8% 0.0043 0.3% 80% False False 10
60 1.3425 1.2781 0.0644 4.8% 0.0035 0.3% 80% False False 7
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 18 trading days
Fibonacci Retracements and Extensions
4.250 1.3644
2.618 1.3512
1.618 1.3431
1.000 1.3381
0.618 1.3350
HIGH 1.3300
0.618 1.3269
0.500 1.3260
0.382 1.3250
LOW 1.3219
0.618 1.3169
1.000 1.3138
1.618 1.3088
2.618 1.3007
4.250 1.2875
Fisher Pivots for day following 02-Aug-2013
Pivot 1 day 3 day
R1 1.3286 1.3294
PP 1.3273 1.3289
S1 1.3260 1.3285

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

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