CME Euro FX (E) Future December 2014

Trading Metrics calculated at close of trading on 03-Apr-2014

Day Change Summary
	Previous	Current
	02-Apr-2014	03-Apr-2014	Change	Change %	Previous Week
Open	1.3801	1.3784	-0.0017	-0.1%	1.3789
High	1.3801	1.3784	-0.0017	-0.1%	1.3839
Low	1.3753	1.3703	-0.0050	-0.4%	1.3739
Close	1.3761	1.3711	-0.0050	-0.4%	1.3751
Range	0.0048	0.0081	0.0033	68.8%	0.0100
ATR	0.0046	0.0048	0.0003	5.5%	0.0000
Volume	88	10	-78	-88.6%	162

Daily Pivots for day following 03-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3976	1.3924	1.3756
R3	1.3895	1.3843	1.3733
R2	1.3814	1.3814	1.3726
R1	1.3762	1.3762	1.3718	1.3748
PP	1.3733	1.3733	1.3733	1.3725
S1	1.3681	1.3681	1.3704	1.3667
S2	1.3652	1.3652	1.3696
S3	1.3571	1.3600	1.3689
S4	1.3490	1.3519	1.3666

Weekly Pivots for week ending 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.4076	1.4014	1.3806
R3	1.3976	1.3914	1.3779
R2	1.3876	1.3876	1.3769
R1	1.3814	1.3814	1.3760	1.3795
PP	1.3776	1.3776	1.3776	1.3767
S1	1.3714	1.3714	1.3742	1.3695
S2	1.3676	1.3676	1.3733
S3	1.3576	1.3614	1.3724
S4	1.3476	1.3514	1.3696

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3801	1.3703	0.0098	0.7%	0.0040	0.3%	8%	False	True	66
10	1.3839	1.3703	0.0136	1.0%	0.0039	0.3%	6%	False	True	43
20	1.3947	1.3703	0.0244	1.8%	0.0033	0.2%	3%	False	True	27
40	1.3947	1.3529	0.0418	3.0%	0.0030	0.2%	44%	False	False	23

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	0.0003
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1.4128
2.618	1.3996
1.618	1.3915
1.000	1.3865
0.618	1.3834
HIGH	1.3784
0.618	1.3753
0.500	1.3744
0.382	1.3734
LOW	1.3703
0.618	1.3653
1.000	1.3622
1.618	1.3572
2.618	1.3491
4.250	1.3359

Fisher Pivots for day following 03-Apr-2014
Pivot	1 day	3 day
R1	1.3744	1.3752
PP	1.3733	1.3738
S1	1.3722	1.3725

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols