CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 28-May-2014
Day Change Summary
Previous Current
27-May-2014 28-May-2014 Change Change % Previous Week
Open 1.3640 1.3610 -0.0030 -0.2% 1.3735
High 1.3660 1.3610 -0.0050 -0.4% 1.3735
Low 1.3640 1.3601 -0.0039 -0.3% 1.3633
Close 1.3642 1.3601 -0.0041 -0.3% 1.3633
Range 0.0020 0.0009 -0.0011 -55.0% 0.0102
ATR 0.0041 0.0041 0.0000 0.0% 0.0000
Volume 33 4 -29 -87.9% 102
Daily Pivots for day following 28-May-2014
Classic Woodie Camarilla DeMark
R4 1.3631 1.3625 1.3606
R3 1.3622 1.3616 1.3603
R2 1.3613 1.3613 1.3603
R1 1.3607 1.3607 1.3602 1.3606
PP 1.3604 1.3604 1.3604 1.3603
S1 1.3598 1.3598 1.3600 1.3597
S2 1.3595 1.3595 1.3599
S3 1.3586 1.3589 1.3599
S4 1.3577 1.3580 1.3596
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 1.3685 1.3601 0.0084 0.6% 0.0016 0.1% 0% False True 15
10 1.3735 1.3601 0.0134 1.0% 0.0017 0.1% 0% False True 23
20 1.3989 1.3601 0.0388 2.9% 0.0034 0.2% 0% False True 15
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3648
2.618 1.3634
1.618 1.3625
1.000 1.3619
0.618 1.3616
HIGH 1.3610
0.618 1.3607
0.500 1.3606
0.382 1.3604
LOW 1.3601
0.618 1.3595
1.000 1.3592
1.618 1.3586
2.618 1.3577
4.250 1.3563
Fisher Pivots for day following 28-May-2014
Pivot 1 day 3 day
R1 1.3606 1.3631
PP 1.3604 1.3621
S1 1.3603 1.3611

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

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