CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 18-Oct-2013
Day Change Summary
Previous Current
17-Oct-2013 18-Oct-2013 Change Change % Previous Week
Open 1.3530 1.3676 0.0146 1.1% 1.3560
High 1.3682 1.3705 0.0023 0.2% 1.3705
Low 1.3522 1.3665 0.0143 1.1% 1.3479
Close 1.3681 1.3683 0.0002 0.0% 1.3683
Range 0.0160 0.0040 -0.0120 -75.0% 0.0226
ATR 0.0074 0.0072 -0.0002 -3.3% 0.0000
Volume 409 280 -129 -31.5% 2,082
Daily Pivots for day following 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.3804 1.3784 1.3705
R3 1.3764 1.3744 1.3694
R2 1.3724 1.3724 1.3690
R1 1.3704 1.3704 1.3687 1.3714
PP 1.3684 1.3684 1.3684 1.3690
S1 1.3664 1.3664 1.3679 1.3674
S2 1.3644 1.3644 1.3676
S3 1.3604 1.3624 1.3672
S4 1.3564 1.3584 1.3661
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.4300 1.4218 1.3807
R3 1.4074 1.3992 1.3745
R2 1.3848 1.3848 1.3724
R1 1.3766 1.3766 1.3704 1.3807
PP 1.3622 1.3622 1.3622 1.3643
S1 1.3540 1.3540 1.3662 1.3581
S2 1.3396 1.3396 1.3642
S3 1.3170 1.3314 1.3621
S4 1.2944 1.3088 1.3559
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3705 1.3479 0.0226 1.7% 0.0086 0.6% 90% True False 416
10 1.3705 1.3479 0.0226 1.7% 0.0074 0.5% 90% True False 354
20 1.3705 1.3469 0.0236 1.7% 0.0070 0.5% 91% True False 294
40 1.3705 1.3123 0.0582 4.3% 0.0061 0.4% 96% True False 169
60 1.3705 1.3123 0.0582 4.3% 0.0051 0.4% 96% True False 116
80 1.3705 1.2781 0.0924 6.8% 0.0051 0.4% 98% True False 90
100 1.3705 1.2781 0.0924 6.8% 0.0048 0.3% 98% True False 73
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0017
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.3875
2.618 1.3810
1.618 1.3770
1.000 1.3745
0.618 1.3730
HIGH 1.3705
0.618 1.3690
0.500 1.3685
0.382 1.3680
LOW 1.3665
0.618 1.3640
1.000 1.3625
1.618 1.3600
2.618 1.3560
4.250 1.3495
Fisher Pivots for day following 18-Oct-2013
Pivot 1 day 3 day
R1 1.3685 1.3653
PP 1.3684 1.3622
S1 1.3684 1.3592

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

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