CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 07-Jan-2014
Day Change Summary
Previous Current
06-Jan-2014 07-Jan-2014 Change Change % Previous Week
Open 1.3638 1.3639 0.0001 0.0% 1.3820
High 1.3638 1.3639 0.0001 0.0% 1.3820
Low 1.3638 1.3619 -0.0019 -0.1% 1.3602
Close 1.3638 1.3619 -0.0019 -0.1% 1.3602
Range 0.0000 0.0020 0.0020 0.0218
ATR 0.0053 0.0051 -0.0002 -4.5% 0.0000
Volume 1 1 0 0.0% 9
Daily Pivots for day following 07-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.3686 1.3672 1.3630
R3 1.3666 1.3652 1.3625
R2 1.3646 1.3646 1.3623
R1 1.3632 1.3632 1.3621 1.3629
PP 1.3626 1.3626 1.3626 1.3624
S1 1.3612 1.3612 1.3617 1.3609
S2 1.3606 1.3606 1.3615
S3 1.3586 1.3592 1.3614
S4 1.3566 1.3572 1.3608
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.4329 1.4183 1.3722
R3 1.4111 1.3965 1.3662
R2 1.3893 1.3893 1.3642
R1 1.3747 1.3747 1.3622 1.3711
PP 1.3675 1.3675 1.3675 1.3657
S1 1.3529 1.3529 1.3582 1.3493
S2 1.3457 1.3457 1.3562
S3 1.3239 1.3311 1.3542
S4 1.3021 1.3093 1.3482
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3792 1.3602 0.0190 1.4% 0.0009 0.1% 9% False False 1
10 1.3820 1.3602 0.0218 1.6% 0.0015 0.1% 8% False False 2
20 1.3820 1.3602 0.0218 1.6% 0.0021 0.2% 8% False False 6
40 1.3820 1.3366 0.0454 3.3% 0.0022 0.2% 56% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3724
2.618 1.3691
1.618 1.3671
1.000 1.3659
0.618 1.3651
HIGH 1.3639
0.618 1.3631
0.500 1.3629
0.382 1.3627
LOW 1.3619
0.618 1.3607
1.000 1.3599
1.618 1.3587
2.618 1.3567
4.250 1.3534
Fisher Pivots for day following 07-Jan-2014
Pivot 1 day 3 day
R1 1.3629 1.3621
PP 1.3626 1.3620
S1 1.3622 1.3620

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

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