CME Euro FX (E) Future March 2014

Trading Metrics calculated at close of trading on 27-Jan-2014

Day Change Summary
	Previous	Current
	24-Jan-2014	27-Jan-2014	Change	Change %	Previous Week
Open	1.3692	1.3681	-0.0011	-0.1%	1.3530
High	1.3740	1.3717	-0.0023	-0.2%	1.3740
Low	1.3662	1.3652	-0.0010	-0.1%	1.3506
Close	1.3676	1.3666	-0.0010	-0.1%	1.3676
Range	0.0078	0.0065	-0.0013	-16.7%	0.0234
ATR	0.0086	0.0085	-0.0002	-1.8%	0.0000
Volume	244,123	161,699	-82,424	-33.8%	951,304

Daily Pivots for day following 27-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3873	1.3835	1.3702
R3	1.3808	1.3770	1.3684
R2	1.3743	1.3743	1.3678
R1	1.3705	1.3705	1.3672	1.3692
PP	1.3678	1.3678	1.3678	1.3672
S1	1.3640	1.3640	1.3660	1.3627
S2	1.3613	1.3613	1.3654
S3	1.3548	1.3575	1.3648
S4	1.3483	1.3510	1.3630

Weekly Pivots for week ending 24-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.4343	1.4243	1.3805
R3	1.4109	1.4009	1.3740
R2	1.3875	1.3875	1.3719
R1	1.3775	1.3775	1.3697	1.3825
PP	1.3641	1.3641	1.3641	1.3666
S1	1.3541	1.3541	1.3655	1.3591
S2	1.3407	1.3407	1.3633
S3	1.3173	1.3307	1.3612
S4	1.2939	1.3073	1.3547

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3740	1.3506	0.0234	1.7%	0.0085	0.6%	68%	False	False	222,600
10	1.3740	1.3506	0.0234	1.7%	0.0079	0.6%	68%	False	False	204,399
20	1.3893	1.3506	0.0387	2.8%	0.0089	0.6%	41%	False	False	186,251
40	1.3893	1.3506	0.0387	2.8%	0.0080	0.6%	41%	False	False	134,456
60	1.3893	1.3300	0.0593	4.3%	0.0086	0.6%	62%	False	False	89,945
80	1.3893	1.3300	0.0593	4.3%	0.0082	0.6%	62%	False	False	67,544
100	1.3893	1.3123	0.0770	5.6%	0.0077	0.6%	71%	False	False	54,059
120	1.3893	1.3123	0.0770	5.6%	0.0069	0.5%	71%	False	False	45,050

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	0.0019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3993
2.618	1.3887
1.618	1.3822
1.000	1.3782
0.618	1.3757
HIGH	1.3717
0.618	1.3692
0.500	1.3685
0.382	1.3677
LOW	1.3652
0.618	1.3612
1.000	1.3587
1.618	1.3547
2.618	1.3482
4.250	1.3376

Fisher Pivots for day following 27-Jan-2014
Pivot	1 day	3 day
R1	1.3685	1.3656
PP	1.3678	1.3645
S1	1.3672	1.3635

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols