CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 19-Aug-2013
Day Change Summary
Previous Current
16-Aug-2013 19-Aug-2013 Change Change % Previous Week
Open 1.3346 1.3353 0.0007 0.1% 1.3300
High 1.3346 1.3353 0.0007 0.1% 1.3358
Low 1.3346 1.3353 0.0007 0.1% 1.3250
Close 1.3346 1.3353 0.0007 0.1% 1.3346
Range
ATR 0.0056 0.0053 -0.0004 -6.3% 0.0000
Volume 3 3 0 0.0% 21
Daily Pivots for day following 19-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3353 1.3353 1.3353
R3 1.3353 1.3353 1.3353
R2 1.3353 1.3353 1.3353
R1 1.3353 1.3353 1.3353 1.3353
PP 1.3353 1.3353 1.3353 1.3353
S1 1.3353 1.3353 1.3353 1.3353
S2 1.3353 1.3353 1.3353
S3 1.3353 1.3353 1.3353
S4 1.3353 1.3353 1.3353
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3642 1.3602 1.3405
R3 1.3534 1.3494 1.3376
R2 1.3426 1.3426 1.3366
R1 1.3386 1.3386 1.3356 1.3406
PP 1.3318 1.3318 1.3318 1.3328
S1 1.3278 1.3278 1.3336 1.3298
S2 1.3210 1.3210 1.3326
S3 1.3102 1.3170 1.3316
S4 1.2994 1.3062 1.3287
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3358 1.3250 0.0108 0.8% 0.0022 0.2% 95% False False 2
10 1.3405 1.3250 0.0155 1.2% 0.0020 0.1% 66% False False 4
20 1.3405 1.3193 0.0212 1.6% 0.0033 0.2% 75% False False 8
40 1.3405 1.2781 0.0624 4.7% 0.0042 0.3% 92% False False 11
60 1.3425 1.2781 0.0644 4.8% 0.0037 0.3% 89% False False 8
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 1.3353
2.618 1.3353
1.618 1.3353
1.000 1.3353
0.618 1.3353
HIGH 1.3353
0.618 1.3353
0.500 1.3353
0.382 1.3353
LOW 1.3353
0.618 1.3353
1.000 1.3353
1.618 1.3353
2.618 1.3353
4.250 1.3353
Fisher Pivots for day following 19-Aug-2013
Pivot 1 day 3 day
R1 1.3353 1.3337
PP 1.3353 1.3320
S1 1.3353 1.3304

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

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