CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 17-Jan-2014
Day Change Summary
Previous Current
16-Jan-2014 17-Jan-2014 Change Change % Previous Week
Open 1.3599 1.3563 -0.0036 -0.3% 1.3673
High 1.3613 1.3563 -0.0050 -0.4% 1.3673
Low 1.3599 1.3520 -0.0079 -0.6% 1.3520
Close 1.3613 1.3529 -0.0084 -0.6% 1.3529
Range 0.0014 0.0043 0.0029 207.1% 0.0153
ATR 0.0045 0.0049 0.0003 7.5% 0.0000
Volume 8 1 -7 -87.5% 69
Daily Pivots for day following 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.3666 1.3641 1.3553
R3 1.3623 1.3598 1.3541
R2 1.3580 1.3580 1.3537
R1 1.3555 1.3555 1.3533 1.3546
PP 1.3537 1.3537 1.3537 1.3533
S1 1.3512 1.3512 1.3525 1.3503
S2 1.3494 1.3494 1.3521
S3 1.3451 1.3469 1.3517
S4 1.3408 1.3426 1.3505
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.4033 1.3934 1.3613
R3 1.3880 1.3781 1.3571
R2 1.3727 1.3727 1.3557
R1 1.3628 1.3628 1.3543 1.3601
PP 1.3574 1.3574 1.3574 1.3561
S1 1.3475 1.3475 1.3515 1.3448
S2 1.3421 1.3421 1.3501
S3 1.3268 1.3322 1.3487
S4 1.3115 1.3169 1.3445
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3673 1.3520 0.0153 1.1% 0.0021 0.2% 6% False True 13
10 1.3673 1.3520 0.0153 1.1% 0.0029 0.2% 6% False True 9
20 1.3820 1.3520 0.0300 2.2% 0.0022 0.2% 3% False True 6
40 1.3820 1.3429 0.0391 2.9% 0.0025 0.2% 26% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3746
2.618 1.3676
1.618 1.3633
1.000 1.3606
0.618 1.3590
HIGH 1.3563
0.618 1.3547
0.500 1.3542
0.382 1.3536
LOW 1.3520
0.618 1.3493
1.000 1.3477
1.618 1.3450
2.618 1.3407
4.250 1.3337
Fisher Pivots for day following 17-Jan-2014
Pivot 1 day 3 day
R1 1.3542 1.3582
PP 1.3537 1.3564
S1 1.3533 1.3547

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

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