CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 27-May-2014
Day Change Summary
Previous Current
23-May-2014 27-May-2014 Change Change % Previous Week
Open 1.3633 1.3640 0.0007 0.1% 1.3735
High 1.3633 1.3660 0.0027 0.2% 1.3735
Low 1.3633 1.3640 0.0007 0.1% 1.3633
Close 1.3633 1.3642 0.0009 0.1% 1.3633
Range 0.0000 0.0020 0.0020 0.0102
ATR 0.0042 0.0041 -0.0001 -2.6% 0.0000
Volume 33 33 0 0.0% 102
Daily Pivots for day following 27-May-2014
Classic Woodie Camarilla DeMark
R4 1.3707 1.3695 1.3653
R3 1.3687 1.3675 1.3648
R2 1.3667 1.3667 1.3646
R1 1.3655 1.3655 1.3644 1.3661
PP 1.3647 1.3647 1.3647 1.3651
S1 1.3635 1.3635 1.3640 1.3641
S2 1.3627 1.3627 1.3638
S3 1.3607 1.3615 1.3637
S4 1.3587 1.3595 1.3631
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 1.3973 1.3905 1.3689
R3 1.3871 1.3803 1.3661
R2 1.3769 1.3769 1.3652
R1 1.3701 1.3701 1.3642 1.3684
PP 1.3667 1.3667 1.3667 1.3659
S1 1.3599 1.3599 1.3624 1.3582
S2 1.3565 1.3565 1.3614
S3 1.3463 1.3497 1.3605
S4 1.3361 1.3395 1.3577
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3701 1.3633 0.0068 0.5% 0.0014 0.1% 13% False False 15
10 1.3753 1.3633 0.0120 0.9% 0.0022 0.2% 8% False False 22
20 1.3989 1.3633 0.0356 2.6% 0.0034 0.2% 3% False False 14
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3745
2.618 1.3712
1.618 1.3692
1.000 1.3680
0.618 1.3672
HIGH 1.3660
0.618 1.3652
0.500 1.3650
0.382 1.3648
LOW 1.3640
0.618 1.3628
1.000 1.3620
1.618 1.3608
2.618 1.3588
4.250 1.3555
Fisher Pivots for day following 27-May-2014
Pivot 1 day 3 day
R1 1.3650 1.3659
PP 1.3647 1.3653
S1 1.3645 1.3648

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

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