CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 18-Sep-2013
Day Change Summary
Previous Current
17-Sep-2013 18-Sep-2013 Change Change % Previous Week
Open 1.3371 1.3368 -0.0003 0.0% 1.3201
High 1.3371 1.3518 0.0147 1.1% 1.3325
Low 1.3371 1.3368 -0.0003 0.0% 1.3201
Close 1.3371 1.3518 0.0147 1.1% 1.3320
Range 0.0000 0.0150 0.0150 0.0124
ATR 0.0041 0.0049 0.0008 19.1% 0.0000
Volume 2 2 0 0.0% 15
Daily Pivots for day following 18-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3918 1.3868 1.3601
R3 1.3768 1.3718 1.3559
R2 1.3618 1.3618 1.3546
R1 1.3568 1.3568 1.3532 1.3593
PP 1.3468 1.3468 1.3468 1.3481
S1 1.3418 1.3418 1.3504 1.3443
S2 1.3318 1.3318 1.3491
S3 1.3168 1.3268 1.3477
S4 1.3018 1.3118 1.3436
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3654 1.3611 1.3388
R3 1.3530 1.3487 1.3354
R2 1.3406 1.3406 1.3343
R1 1.3363 1.3363 1.3331 1.3385
PP 1.3282 1.3282 1.3282 1.3293
S1 1.3239 1.3239 1.3309 1.3261
S2 1.3158 1.3158 1.3297
S3 1.3034 1.3115 1.3286
S4 1.2910 1.2991 1.3252
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3518 1.3270 0.0248 1.8% 0.0040 0.3% 100% True False 1
10 1.3518 1.3131 0.0387 2.9% 0.0034 0.3% 100% True False 2
20 1.3518 1.3131 0.0387 2.9% 0.0021 0.2% 100% True False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 1.4156
2.618 1.3911
1.618 1.3761
1.000 1.3668
0.618 1.3611
HIGH 1.3518
0.618 1.3461
0.500 1.3443
0.382 1.3425
LOW 1.3368
0.618 1.3275
1.000 1.3218
1.618 1.3125
2.618 1.2975
4.250 1.2731
Fisher Pivots for day following 18-Sep-2013
Pivot 1 day 3 day
R1 1.3493 1.3490
PP 1.3468 1.3461
S1 1.3443 1.3433

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

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