CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 18-Feb-2014
Day Change Summary
Previous Current
14-Feb-2014 18-Feb-2014 Change Change % Previous Week
Open 1.3692 1.3750 0.0058 0.4% 1.3604
High 1.3707 1.3761 0.0054 0.4% 1.3707
Low 1.3683 1.3750 0.0067 0.5% 1.3568
Close 1.3702 1.3759 0.0057 0.4% 1.3702
Range 0.0024 0.0011 -0.0013 -54.2% 0.0139
ATR 0.0056 0.0056 0.0000 0.4% 0.0000
Volume 6 15 9 150.0% 110
Daily Pivots for day following 18-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.3790 1.3785 1.3765
R3 1.3779 1.3774 1.3762
R2 1.3768 1.3768 1.3761
R1 1.3763 1.3763 1.3760 1.3766
PP 1.3757 1.3757 1.3757 1.3758
S1 1.3752 1.3752 1.3758 1.3755
S2 1.3746 1.3746 1.3757
S3 1.3735 1.3741 1.3756
S4 1.3724 1.3730 1.3753
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.4076 1.4028 1.3778
R3 1.3937 1.3889 1.3740
R2 1.3798 1.3798 1.3727
R1 1.3750 1.3750 1.3715 1.3774
PP 1.3659 1.3659 1.3659 1.3671
S1 1.3611 1.3611 1.3689 1.3635
S2 1.3520 1.3520 1.3677
S3 1.3381 1.3472 1.3664
S4 1.3242 1.3333 1.3626
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3761 1.3568 0.0193 1.4% 0.0027 0.2% 99% True False 20
10 1.3761 1.3490 0.0271 2.0% 0.0041 0.3% 99% True False 27
20 1.3761 1.3488 0.0273 2.0% 0.0044 0.3% 99% True False 279
40 1.3820 1.3488 0.0332 2.4% 0.0033 0.2% 82% False False 142
60 1.3820 1.3429 0.0391 2.8% 0.0031 0.2% 84% False False 97
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3808
2.618 1.3790
1.618 1.3779
1.000 1.3772
0.618 1.3768
HIGH 1.3761
0.618 1.3757
0.500 1.3756
0.382 1.3754
LOW 1.3750
0.618 1.3743
1.000 1.3739
1.618 1.3732
2.618 1.3721
4.250 1.3703
Fisher Pivots for day following 18-Feb-2014
Pivot 1 day 3 day
R1 1.3758 1.3744
PP 1.3757 1.3729
S1 1.3756 1.3714

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

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