CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 13-Aug-2013
Day Change Summary
Previous Current
12-Aug-2013 13-Aug-2013 Change Change % Previous Week
Open 1.3300 1.3269 -0.0031 -0.2% 1.3299
High 1.3322 1.3271 -0.0051 -0.4% 1.3405
Low 1.3300 1.3269 -0.0031 -0.2% 1.3243
Close 1.3322 1.3271 -0.0051 -0.4% 1.3351
Range 0.0022 0.0002 -0.0020 -90.9% 0.0162
ATR 0.0060 0.0060 -0.0001 -0.9% 0.0000
Volume 11 5 -6 -54.5% 35
Daily Pivots for day following 13-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3276 1.3276 1.3272
R3 1.3274 1.3274 1.3272
R2 1.3272 1.3272 1.3271
R1 1.3272 1.3272 1.3271 1.3272
PP 1.3270 1.3270 1.3270 1.3271
S1 1.3270 1.3270 1.3271 1.3270
S2 1.3268 1.3268 1.3271
S3 1.3266 1.3268 1.3270
S4 1.3264 1.3266 1.3270
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3819 1.3747 1.3440
R3 1.3657 1.3585 1.3396
R2 1.3495 1.3495 1.3381
R1 1.3423 1.3423 1.3366 1.3459
PP 1.3333 1.3333 1.3333 1.3351
S1 1.3261 1.3261 1.3336 1.3297
S2 1.3171 1.3171 1.3321
S3 1.3009 1.3099 1.3306
S4 1.2847 1.2937 1.3262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3405 1.3269 0.0136 1.0% 0.0018 0.1% 1% False True 6
10 1.3405 1.3209 0.0196 1.5% 0.0037 0.3% 32% False False 7
20 1.3405 1.3109 0.0296 2.2% 0.0033 0.2% 55% False False 11
40 1.3425 1.2781 0.0644 4.9% 0.0045 0.3% 76% False False 11
60 1.3425 1.2781 0.0644 4.9% 0.0035 0.3% 76% False False 8
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3280
2.618 1.3276
1.618 1.3274
1.000 1.3273
0.618 1.3272
HIGH 1.3271
0.618 1.3270
0.500 1.3270
0.382 1.3270
LOW 1.3269
0.618 1.3268
1.000 1.3267
1.618 1.3266
2.618 1.3264
4.250 1.3261
Fisher Pivots for day following 13-Aug-2013
Pivot 1 day 3 day
R1 1.3271 1.3310
PP 1.3270 1.3297
S1 1.3270 1.3284

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

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