CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 15-Aug-2013
Day Change Summary
Previous Current
14-Aug-2013 15-Aug-2013 Change Change % Previous Week
Open 1.3275 1.3363 0.0088 0.7% 1.3294
High 1.3275 1.3363 0.0088 0.7% 1.3407
Low 1.3275 1.3363 0.0088 0.7% 1.3279
Close 1.3275 1.3363 0.0088 0.7% 1.3357
Range
ATR 0.0044 0.0047 0.0003 7.3% 0.0000
Volume 4 4 0 0.0% 18
Daily Pivots for day following 15-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3363 1.3363 1.3363
R3 1.3363 1.3363 1.3363
R2 1.3363 1.3363 1.3363
R1 1.3363 1.3363 1.3363 1.3363
PP 1.3363 1.3363 1.3363 1.3363
S1 1.3363 1.3363 1.3363 1.3363
S2 1.3363 1.3363 1.3363
S3 1.3363 1.3363 1.3363
S4 1.3363 1.3363 1.3363
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.3732 1.3672 1.3427
R3 1.3604 1.3544 1.3392
R2 1.3476 1.3476 1.3380
R1 1.3416 1.3416 1.3369 1.3446
PP 1.3348 1.3348 1.3348 1.3363
S1 1.3288 1.3288 1.3345 1.3318
S2 1.3220 1.3220 1.3334
S3 1.3092 1.3160 1.3322
S4 1.2964 1.3032 1.3287
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3363 1.3275 0.0088 0.7% 0.0000 0.0% 100% True False 4
10 1.3407 1.3275 0.0132 1.0% 0.0002 0.0% 67% False False 3
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.3363
2.618 1.3363
1.618 1.3363
1.000 1.3363
0.618 1.3363
HIGH 1.3363
0.618 1.3363
0.500 1.3363
0.382 1.3363
LOW 1.3363
0.618 1.3363
1.000 1.3363
1.618 1.3363
2.618 1.3363
4.250 1.3363
Fisher Pivots for day following 15-Aug-2013
Pivot 1 day 3 day
R1 1.3363 1.3348
PP 1.3363 1.3334
S1 1.3363 1.3319

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

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