CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 13-Jan-2014
Day Change Summary
Previous Current
10-Jan-2014 13-Jan-2014 Change Change % Previous Week
Open 1.3586 1.3673 0.0087 0.6% 1.3638
High 1.3660 1.3673 0.0013 0.1% 1.3660
Low 1.3586 1.3673 0.0087 0.6% 1.3554
Close 1.3660 1.3673 0.0013 0.1% 1.3660
Range 0.0074 0.0000 -0.0074 -100.0% 0.0106
ATR 0.0052 0.0049 -0.0003 -5.4% 0.0000
Volume 2 20 18 900.0% 23
Daily Pivots for day following 13-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.3673 1.3673 1.3673
R3 1.3673 1.3673 1.3673
R2 1.3673 1.3673 1.3673
R1 1.3673 1.3673 1.3673 1.3673
PP 1.3673 1.3673 1.3673 1.3673
S1 1.3673 1.3673 1.3673 1.3673
S2 1.3673 1.3673 1.3673
S3 1.3673 1.3673 1.3673
S4 1.3673 1.3673 1.3673
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.3943 1.3907 1.3718
R3 1.3837 1.3801 1.3689
R2 1.3731 1.3731 1.3679
R1 1.3695 1.3695 1.3670 1.3713
PP 1.3625 1.3625 1.3625 1.3634
S1 1.3589 1.3589 1.3650 1.3607
S2 1.3519 1.3519 1.3641
S3 1.3413 1.3483 1.3631
S4 1.3307 1.3377 1.3602
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3673 1.3554 0.0119 0.9% 0.0038 0.3% 100% True False 8
10 1.3820 1.3554 0.0266 1.9% 0.0023 0.2% 45% False False 5
20 1.3820 1.3554 0.0266 1.9% 0.0023 0.2% 45% False False 6
40 1.3820 1.3429 0.0391 2.9% 0.0024 0.2% 62% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3673
2.618 1.3673
1.618 1.3673
1.000 1.3673
0.618 1.3673
HIGH 1.3673
0.618 1.3673
0.500 1.3673
0.382 1.3673
LOW 1.3673
0.618 1.3673
1.000 1.3673
1.618 1.3673
2.618 1.3673
4.250 1.3673
Fisher Pivots for day following 13-Jan-2014
Pivot 1 day 3 day
R1 1.3673 1.3653
PP 1.3673 1.3633
S1 1.3673 1.3614

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

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