CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 03-Oct-2013
Day Change Summary
Previous Current
02-Oct-2013 03-Oct-2013 Change Change % Previous Week
Open 1.3530 1.3587 0.0057 0.4% 1.3537
High 1.3605 1.3650 0.0045 0.3% 1.3565
Low 1.3515 1.3586 0.0071 0.5% 1.3469
Close 1.3588 1.3627 0.0039 0.3% 1.3524
Range 0.0090 0.0064 -0.0026 -28.9% 0.0096
ATR 0.0064 0.0064 0.0000 0.0% 0.0000
Volume 229 248 19 8.3% 725
Daily Pivots for day following 03-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.3813 1.3784 1.3662
R3 1.3749 1.3720 1.3645
R2 1.3685 1.3685 1.3639
R1 1.3656 1.3656 1.3633 1.3671
PP 1.3621 1.3621 1.3621 1.3628
S1 1.3592 1.3592 1.3621 1.3607
S2 1.3557 1.3557 1.3615
S3 1.3493 1.3528 1.3609
S4 1.3429 1.3464 1.3592
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 1.3650 1.3490 0.0160 1.2% 0.0073 0.5% 86% True False 296
10 1.3650 1.3469 0.0181 1.3% 0.0062 0.5% 87% True False 219
20 1.3650 1.3126 0.0524 3.8% 0.0061 0.5% 96% True False 141
40 1.3650 1.3123 0.0527 3.9% 0.0048 0.3% 96% True False 74
60 1.3650 1.3070 0.0580 4.3% 0.0043 0.3% 96% True False 53
80 1.3650 1.2781 0.0869 6.4% 0.0046 0.3% 97% True False 42
100 1.3650 1.2781 0.0869 6.4% 0.0040 0.3% 97% True False 34
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0005
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3922
2.618 1.3818
1.618 1.3754
1.000 1.3714
0.618 1.3690
HIGH 1.3650
0.618 1.3626
0.500 1.3618
0.382 1.3610
LOW 1.3586
0.618 1.3546
1.000 1.3522
1.618 1.3482
2.618 1.3418
4.250 1.3314
Fisher Pivots for day following 03-Oct-2013
Pivot 1 day 3 day
R1 1.3624 1.3612
PP 1.3621 1.3597
S1 1.3618 1.3583

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

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