CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 30-May-2014
Day Change Summary
Previous Current
29-May-2014 30-May-2014 Change Change % Previous Week
Open 1.3610 1.3609 -0.0001 0.0% 1.3640
High 1.3610 1.3642 0.0032 0.2% 1.3660
Low 1.3610 1.3609 -0.0001 0.0% 1.3601
Close 1.3610 1.3642 0.0032 0.2% 1.3642
Range 0.0000 0.0033 0.0033 0.0059
ATR 0.0039 0.0038 0.0000 -1.0% 0.0000
Volume 1 1 0 0.0% 39
Daily Pivots for day following 30-May-2014
Classic Woodie Camarilla DeMark
R4 1.3730 1.3719 1.3660
R3 1.3697 1.3686 1.3651
R2 1.3664 1.3664 1.3648
R1 1.3653 1.3653 1.3645 1.3659
PP 1.3631 1.3631 1.3631 1.3634
S1 1.3620 1.3620 1.3639 1.3626
S2 1.3598 1.3598 1.3636
S3 1.3565 1.3587 1.3633
S4 1.3532 1.3554 1.3624
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 1.3811 1.3786 1.3674
R3 1.3752 1.3727 1.3658
R2 1.3693 1.3693 1.3653
R1 1.3668 1.3668 1.3647 1.3681
PP 1.3634 1.3634 1.3634 1.3641
S1 1.3609 1.3609 1.3637 1.3622
S2 1.3575 1.3575 1.3631
S3 1.3516 1.3550 1.3626
S4 1.3457 1.3491 1.3610
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3660 1.3601 0.0059 0.4% 0.0012 0.1% 69% False False 14
10 1.3735 1.3601 0.0134 1.0% 0.0013 0.1% 31% False False 20
20 1.3989 1.3601 0.0388 2.8% 0.0030 0.2% 11% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.3782
2.618 1.3728
1.618 1.3695
1.000 1.3675
0.618 1.3662
HIGH 1.3642
0.618 1.3629
0.500 1.3626
0.382 1.3622
LOW 1.3609
0.618 1.3589
1.000 1.3576
1.618 1.3556
2.618 1.3523
4.250 1.3469
Fisher Pivots for day following 30-May-2014
Pivot 1 day 3 day
R1 1.3637 1.3635
PP 1.3631 1.3628
S1 1.3626 1.3622

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

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