CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 09-Sep-2013
Day Change Summary
Previous Current
06-Sep-2013 09-Sep-2013 Change Change % Previous Week
Open 1.3131 1.3201 0.0070 0.5% 1.3183
High 1.3197 1.3277 0.0080 0.6% 1.3222
Low 1.3131 1.3201 0.0070 0.5% 1.3131
Close 1.3197 1.3275 0.0078 0.6% 1.3197
Range 0.0066 0.0076 0.0010 15.2% 0.0091
ATR 0.0047 0.0049 0.0002 5.1% 0.0000
Volume 2 4 2 100.0% 8
Daily Pivots for day following 09-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3479 1.3453 1.3317
R3 1.3403 1.3377 1.3296
R2 1.3327 1.3327 1.3289
R1 1.3301 1.3301 1.3282 1.3314
PP 1.3251 1.3251 1.3251 1.3258
S1 1.3225 1.3225 1.3268 1.3238
S2 1.3175 1.3175 1.3261
S3 1.3099 1.3149 1.3254
S4 1.3023 1.3073 1.3233
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3456 1.3418 1.3247
R3 1.3365 1.3327 1.3222
R2 1.3274 1.3274 1.3214
R1 1.3236 1.3236 1.3205 1.3255
PP 1.3183 1.3183 1.3183 1.3193
S1 1.3145 1.3145 1.3189 1.3164
S2 1.3092 1.3092 1.3180
S3 1.3001 1.3054 1.3172
S4 1.2910 1.2963 1.3147
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3277 1.3131 0.0146 1.1% 0.0028 0.2% 99% True False 2
10 1.3401 1.3131 0.0270 2.0% 0.0021 0.2% 53% False False 2
20 1.3435 1.3131 0.0304 2.3% 0.0012 0.1% 47% False False 2
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 0.0000
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 1.3600
2.618 1.3476
1.618 1.3400
1.000 1.3353
0.618 1.3324
HIGH 1.3277
0.618 1.3248
0.500 1.3239
0.382 1.3230
LOW 1.3201
0.618 1.3154
1.000 1.3125
1.618 1.3078
2.618 1.3002
4.250 1.2878
Fisher Pivots for day following 09-Sep-2013
Pivot 1 day 3 day
R1 1.3263 1.3251
PP 1.3251 1.3228
S1 1.3239 1.3204

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

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