CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 29-May-2014
Day Change Summary
Previous Current
28-May-2014 29-May-2014 Change Change % Previous Week
Open 1.3610 1.3610 0.0000 0.0% 1.3735
High 1.3610 1.3610 0.0000 0.0% 1.3735
Low 1.3601 1.3610 0.0009 0.1% 1.3633
Close 1.3601 1.3610 0.0009 0.1% 1.3633
Range 0.0009 0.0000 -0.0009 -100.0% 0.0102
ATR 0.0041 0.0039 -0.0002 -5.6% 0.0000
Volume 4 1 -3 -75.0% 102
Daily Pivots for day following 29-May-2014
Classic Woodie Camarilla DeMark
R4 1.3610 1.3610 1.3610
R3 1.3610 1.3610 1.3610
R2 1.3610 1.3610 1.3610
R1 1.3610 1.3610 1.3610 1.3610
PP 1.3610 1.3610 1.3610 1.3610
S1 1.3610 1.3610 1.3610 1.3610
S2 1.3610 1.3610 1.3610
S3 1.3610 1.3610 1.3610
S4 1.3610 1.3610 1.3610
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% 0.0012 0.1% 11% False False 14
10 1.3735 1.3601 0.0134 1.0% 0.0016 0.1% 7% False False 21
20 1.3989 1.3601 0.0388 2.9% 0.0029 0.2% 2% False False 14
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3610
2.618 1.3610
1.618 1.3610
1.000 1.3610
0.618 1.3610
HIGH 1.3610
0.618 1.3610
0.500 1.3610
0.382 1.3610
LOW 1.3610
0.618 1.3610
1.000 1.3610
1.618 1.3610
2.618 1.3610
4.250 1.3610
Fisher Pivots for day following 29-May-2014
Pivot 1 day 3 day
R1 1.3610 1.3631
PP 1.3610 1.3624
S1 1.3610 1.3617

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

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