CME Euro FX (E) Future September 2014


Trading Metrics calculated at close of trading on 27-Feb-2014
Day Change Summary
Previous Current
26-Feb-2014 27-Feb-2014 Change Change % Previous Week
Open 1.3733 1.3656 -0.0077 -0.6% 1.3750
High 1.3733 1.3717 -0.0016 -0.1% 1.3761
Low 1.3665 1.3648 -0.0017 -0.1% 1.3691
Close 1.3685 1.3713 0.0028 0.2% 1.3746
Range 0.0068 0.0069 0.0001 1.5% 0.0070
ATR 0.0049 0.0050 0.0001 3.0% 0.0000
Volume 54 55 1 1.9% 147
Daily Pivots for day following 27-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.3900 1.3875 1.3751
R3 1.3831 1.3806 1.3732
R2 1.3762 1.3762 1.3726
R1 1.3737 1.3737 1.3719 1.3750
PP 1.3693 1.3693 1.3693 1.3699
S1 1.3668 1.3668 1.3707 1.3681
S2 1.3624 1.3624 1.3700
S3 1.3555 1.3599 1.3694
S4 1.3486 1.3530 1.3675
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.3943 1.3914 1.3785
R3 1.3873 1.3844 1.3765
R2 1.3803 1.3803 1.3759
R1 1.3774 1.3774 1.3752 1.3754
PP 1.3733 1.3733 1.3733 1.3722
S1 1.3704 1.3704 1.3740 1.3684
S2 1.3663 1.3663 1.3733
S3 1.3593 1.3634 1.3727
S4 1.3523 1.3564 1.3708
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3752 1.3648 0.0104 0.8% 0.0037 0.3% 63% False True 39
10 1.3761 1.3648 0.0113 0.8% 0.0028 0.2% 58% False True 30
20 1.3761 1.3488 0.0273 2.0% 0.0041 0.3% 82% False False 60
40 1.3792 1.3488 0.0304 2.2% 0.0036 0.3% 74% False False 148
60 1.3820 1.3488 0.0332 2.4% 0.0034 0.2% 68% False False 101
80 1.3820 1.3318 0.0502 3.7% 0.0031 0.2% 79% False False 76
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.4010
2.618 1.3898
1.618 1.3829
1.000 1.3786
0.618 1.3760
HIGH 1.3717
0.618 1.3691
0.500 1.3683
0.382 1.3674
LOW 1.3648
0.618 1.3605
1.000 1.3579
1.618 1.3536
2.618 1.3467
4.250 1.3355
Fisher Pivots for day following 27-Feb-2014
Pivot 1 day 3 day
R1 1.3703 1.3709
PP 1.3693 1.3704
S1 1.3683 1.3700

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

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