CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 24-Sep-2013
Day Change Summary
Previous Current
23-Sep-2013 24-Sep-2013 Change Change % Previous Week
Open 1.3530 1.3485 -0.0045 -0.3% 1.3347
High 1.3530 1.3485 -0.0045 -0.3% 1.3574
Low 1.3504 1.3485 -0.0019 -0.1% 1.3347
Close 1.3504 1.3485 -0.0019 -0.1% 1.3530
Range 0.0026 0.0000 -0.0026 -100.0% 0.0227
ATR 0.0045 0.0043 -0.0002 -4.1% 0.0000
Volume 11 1 -10 -90.9% 21
Daily Pivots for day following 24-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3485 1.3485 1.3485
R3 1.3485 1.3485 1.3485
R2 1.3485 1.3485 1.3485
R1 1.3485 1.3485 1.3485 1.3485
PP 1.3485 1.3485 1.3485 1.3485
S1 1.3485 1.3485 1.3485 1.3485
S2 1.3485 1.3485 1.3485
S3 1.3485 1.3485 1.3485
S4 1.3485 1.3485 1.3485
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.4165 1.4074 1.3655
R3 1.3938 1.3847 1.3592
R2 1.3711 1.3711 1.3572
R1 1.3620 1.3620 1.3551 1.3666
PP 1.3484 1.3484 1.3484 1.3506
S1 1.3393 1.3393 1.3509 1.3439
S2 1.3257 1.3257 1.3488
S3 1.3030 1.3166 1.3468
S4 1.2803 1.2939 1.3405
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3574 1.3368 0.0206 1.5% 0.0043 0.3% 57% False False 5
10 1.3574 1.3270 0.0304 2.3% 0.0026 0.2% 71% False False 4
20 1.3574 1.3131 0.0443 3.3% 0.0024 0.2% 80% False False 3
40 1.3574 1.3131 0.0443 3.3% 0.0016 0.1% 80% False False 3
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3485
2.618 1.3485
1.618 1.3485
1.000 1.3485
0.618 1.3485
HIGH 1.3485
0.618 1.3485
0.500 1.3485
0.382 1.3485
LOW 1.3485
0.618 1.3485
1.000 1.3485
1.618 1.3485
2.618 1.3485
4.250 1.3485
Fisher Pivots for day following 24-Sep-2013
Pivot 1 day 3 day
R1 1.3485 1.3508
PP 1.3485 1.3500
S1 1.3485 1.3493

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

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