CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 27-Sep-2013
Day Change Summary
Previous Current
26-Sep-2013 27-Sep-2013 Change Change % Previous Week
Open 1.3525 1.3495 -0.0030 -0.2% 1.3537
High 1.3525 1.3565 0.0040 0.3% 1.3565
Low 1.3477 1.3492 0.0015 0.1% 1.3469
Close 1.3492 1.3524 0.0032 0.2% 1.3524
Range 0.0048 0.0073 0.0025 52.1% 0.0096
ATR 0.0060 0.0061 0.0001 1.5% 0.0000
Volume 193 177 -16 -8.3% 725
Daily Pivots for day following 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3746 1.3708 1.3564
R3 1.3673 1.3635 1.3544
R2 1.3600 1.3600 1.3537
R1 1.3562 1.3562 1.3531 1.3581
PP 1.3527 1.3527 1.3527 1.3537
S1 1.3489 1.3489 1.3517 1.3508
S2 1.3454 1.3454 1.3511
S3 1.3381 1.3416 1.3504
S4 1.3308 1.3343 1.3484
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3807 1.3762 1.3577
R3 1.3711 1.3666 1.3550
R2 1.3615 1.3615 1.3542
R1 1.3570 1.3570 1.3533 1.3545
PP 1.3519 1.3519 1.3519 1.3507
S1 1.3474 1.3474 1.3515 1.3449
S2 1.3423 1.3423 1.3506
S3 1.3327 1.3378 1.3498
S4 1.3231 1.3282 1.3471
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3565 1.3469 0.0096 0.7% 0.0057 0.4% 57% True False 145
10 1.3576 1.3341 0.0235 1.7% 0.0065 0.5% 78% False False 123
20 1.3576 1.3123 0.0453 3.3% 0.0057 0.4% 89% False False 80
40 1.3576 1.3123 0.0453 3.3% 0.0044 0.3% 89% False False 42
60 1.3576 1.2781 0.0795 5.9% 0.0043 0.3% 93% False False 32
80 1.3576 1.2781 0.0795 5.9% 0.0045 0.3% 93% False False 26
100 1.3576 1.2781 0.0795 5.9% 0.0038 0.3% 93% False False 21
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 0.0005
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3875
2.618 1.3756
1.618 1.3683
1.000 1.3638
0.618 1.3610
HIGH 1.3565
0.618 1.3537
0.500 1.3529
0.382 1.3520
LOW 1.3492
0.618 1.3447
1.000 1.3419
1.618 1.3374
2.618 1.3301
4.250 1.3182
Fisher Pivots for day following 27-Sep-2013
Pivot 1 day 3 day
R1 1.3529 1.3523
PP 1.3527 1.3521
S1 1.3526 1.3520

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

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