CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 10-Jun-2014
Day Change Summary
Previous Current
09-Jun-2014 10-Jun-2014 Change Change % Previous Week
Open 1.3645 1.3599 -0.0046 -0.3% 1.3623
High 1.3645 1.3599 -0.0046 -0.3% 1.3680
Low 1.3598 1.3554 -0.0044 -0.3% 1.3552
Close 1.3598 1.3554 -0.0044 -0.3% 1.3658
Range 0.0047 0.0045 -0.0002 -4.3% 0.0128
ATR 0.0042 0.0043 0.0000 0.4% 0.0000
Volume 4 2 -2 -50.0% 29
Daily Pivots for day following 10-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.3704 1.3674 1.3579
R3 1.3659 1.3629 1.3566
R2 1.3614 1.3614 1.3562
R1 1.3584 1.3584 1.3558 1.3577
PP 1.3569 1.3569 1.3569 1.3565
S1 1.3539 1.3539 1.3550 1.3532
S2 1.3524 1.3524 1.3546
S3 1.3479 1.3494 1.3542
S4 1.3434 1.3449 1.3529
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.4014 1.3964 1.3728
R3 1.3886 1.3836 1.3693
R2 1.3758 1.3758 1.3681
R1 1.3708 1.3708 1.3670 1.3733
PP 1.3630 1.3630 1.3630 1.3643
S1 1.3580 1.3580 1.3646 1.3605
S2 1.3502 1.3502 1.3635
S3 1.3374 1.3452 1.3623
S4 1.3246 1.3324 1.3588
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3680 1.3552 0.0128 0.9% 0.0048 0.4% 2% False False 5
10 1.3680 1.3552 0.0128 0.9% 0.0031 0.2% 2% False False 4
20 1.3753 1.3552 0.0201 1.5% 0.0027 0.2% 1% False False 13
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3790
2.618 1.3717
1.618 1.3672
1.000 1.3644
0.618 1.3627
HIGH 1.3599
0.618 1.3582
0.500 1.3577
0.382 1.3571
LOW 1.3554
0.618 1.3526
1.000 1.3509
1.618 1.3481
2.618 1.3436
4.250 1.3363
Fisher Pivots for day following 10-Jun-2014
Pivot 1 day 3 day
R1 1.3577 1.3617
PP 1.3569 1.3596
S1 1.3562 1.3575

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

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