CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 04-Sep-2013
Day Change Summary
Previous Current
03-Sep-2013 04-Sep-2013 Change Change % Previous Week
Open 1.3203 1.3181 -0.0022 -0.2% 1.3374
High 1.3203 1.3216 0.0013 0.1% 1.3395
Low 1.3162 1.3180 0.0018 0.1% 1.3202
Close 1.3178 1.3216 0.0038 0.3% 1.3217
Range 0.0041 0.0036 -0.0005 -12.2% 0.0193
ATR 0.0057 0.0056 -0.0001 -2.4% 0.0000
Volume 6 26 20 333.3% 20
Daily Pivots for day following 04-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3312 1.3300 1.3236
R3 1.3276 1.3264 1.3226
R2 1.3240 1.3240 1.3223
R1 1.3228 1.3228 1.3219 1.3234
PP 1.3204 1.3204 1.3204 1.3207
S1 1.3192 1.3192 1.3213 1.3198
S2 1.3168 1.3168 1.3209
S3 1.3132 1.3156 1.3206
S4 1.3096 1.3120 1.3196
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3850 1.3727 1.3323
R3 1.3657 1.3534 1.3270
R2 1.3464 1.3464 1.3252
R1 1.3341 1.3341 1.3235 1.3306
PP 1.3271 1.3271 1.3271 1.3254
S1 1.3148 1.3148 1.3199 1.3113
S2 1.3078 1.3078 1.3182
S3 1.2885 1.2955 1.3164
S4 1.2692 1.2762 1.3111
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3355 1.3162 0.0193 1.5% 0.0042 0.3% 28% False False 8
10 1.3430 1.3162 0.0268 2.0% 0.0041 0.3% 20% False False 6
20 1.3430 1.3162 0.0268 2.0% 0.0031 0.2% 20% False False 5
40 1.3430 1.2901 0.0529 4.0% 0.0032 0.2% 60% False False 8
60 1.3430 1.2781 0.0649 4.9% 0.0040 0.3% 67% False False 9
80 1.3430 1.2781 0.0649 4.9% 0.0033 0.3% 67% False False 7
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 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3369
2.618 1.3310
1.618 1.3274
1.000 1.3252
0.618 1.3238
HIGH 1.3216
0.618 1.3202
0.500 1.3198
0.382 1.3194
LOW 1.3180
0.618 1.3158
1.000 1.3144
1.618 1.3122
2.618 1.3086
4.250 1.3027
Fisher Pivots for day following 04-Sep-2013
Pivot 1 day 3 day
R1 1.3210 1.3214
PP 1.3204 1.3212
S1 1.3198 1.3210

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

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