CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 04-Feb-2014
Day Change Summary
Previous Current
03-Feb-2014 04-Feb-2014 Change Change % Previous Week
Open 1.3486 1.3511 0.0025 0.2% 1.3693
High 1.3536 1.3539 0.0003 0.0% 1.3713
Low 1.3483 1.3496 0.0013 0.1% 1.3482
Close 1.3532 1.3517 -0.0015 -0.1% 1.3485
Range 0.0053 0.0043 -0.0010 -18.9% 0.0231
ATR 0.0078 0.0076 -0.0003 -3.2% 0.0000
Volume 6,989 685 -6,304 -90.2% 11,805
Daily Pivots for day following 04-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.3646 1.3625 1.3541
R3 1.3603 1.3582 1.3529
R2 1.3560 1.3560 1.3525
R1 1.3539 1.3539 1.3521 1.3550
PP 1.3517 1.3517 1.3517 1.3523
S1 1.3496 1.3496 1.3513 1.3507
S2 1.3474 1.3474 1.3509
S3 1.3431 1.3453 1.3505
S4 1.3388 1.3410 1.3493
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.4253 1.4100 1.3612
R3 1.4022 1.3869 1.3549
R2 1.3791 1.3791 1.3527
R1 1.3638 1.3638 1.3506 1.3599
PP 1.3560 1.3560 1.3560 1.3541
S1 1.3407 1.3407 1.3464 1.3368
S2 1.3329 1.3329 1.3443
S3 1.3098 1.3176 1.3421
S4 1.2867 1.2945 1.3358
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3682 1.3482 0.0200 1.5% 0.0075 0.6% 18% False False 3,698
10 1.3731 1.3482 0.0249 1.8% 0.0079 0.6% 14% False False 2,096
20 1.3731 1.3482 0.0249 1.8% 0.0074 0.5% 14% False False 1,255
40 1.3892 1.3482 0.0410 3.0% 0.0071 0.5% 9% False False 777
60 1.3892 1.3302 0.0590 4.4% 0.0069 0.5% 36% False False 526
80 1.3892 1.3302 0.0590 4.4% 0.0061 0.4% 36% False False 397
100 1.3892 1.3270 0.0622 4.6% 0.0052 0.4% 40% False False 318
120 1.3892 1.3131 0.0761 5.6% 0.0045 0.3% 51% False False 265
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.3722
2.618 1.3652
1.618 1.3609
1.000 1.3582
0.618 1.3566
HIGH 1.3539
0.618 1.3523
0.500 1.3518
0.382 1.3512
LOW 1.3496
0.618 1.3469
1.000 1.3453
1.618 1.3426
2.618 1.3383
4.250 1.3313
Fisher Pivots for day following 04-Feb-2014
Pivot 1 day 3 day
R1 1.3518 1.3524
PP 1.3517 1.3521
S1 1.3517 1.3519

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

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