CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 13-Jun-2014
Day Change Summary
Previous Current
12-Jun-2014 13-Jun-2014 Change Change % Previous Week
Open 1.3530 1.3551 0.0021 0.2% 1.3645
High 1.3580 1.3551 -0.0029 -0.2% 1.3645
Low 1.3530 1.3551 0.0021 0.2% 1.3530
Close 1.3580 1.3551 -0.0029 -0.2% 1.3551
Range 0.0050 0.0000 -0.0050 -100.0% 0.0115
ATR 0.0041 0.0040 -0.0001 -2.1% 0.0000
Volume 3 2 -1 -33.3% 13
Daily Pivots for day following 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.3551 1.3551 1.3551
R3 1.3551 1.3551 1.3551
R2 1.3551 1.3551 1.3551
R1 1.3551 1.3551 1.3551 1.3551
PP 1.3551 1.3551 1.3551 1.3551
S1 1.3551 1.3551 1.3551 1.3551
S2 1.3551 1.3551 1.3551
S3 1.3551 1.3551 1.3551
S4 1.3551 1.3551 1.3551
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.3920 1.3851 1.3614
R3 1.3805 1.3736 1.3583
R2 1.3690 1.3690 1.3572
R1 1.3621 1.3621 1.3562 1.3598
PP 1.3575 1.3575 1.3575 1.3564
S1 1.3506 1.3506 1.3540 1.3483
S2 1.3460 1.3460 1.3530
S3 1.3345 1.3391 1.3519
S4 1.3230 1.3276 1.3488
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3645 1.3530 0.0115 0.8% 0.0031 0.2% 18% False False 2
10 1.3680 1.3530 0.0150 1.1% 0.0033 0.2% 14% False False 4
20 1.3735 1.3530 0.0205 1.5% 0.0023 0.2% 10% False False 12
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.3551
2.618 1.3551
1.618 1.3551
1.000 1.3551
0.618 1.3551
HIGH 1.3551
0.618 1.3551
0.500 1.3551
0.382 1.3551
LOW 1.3551
0.618 1.3551
1.000 1.3551
1.618 1.3551
2.618 1.3551
4.250 1.3551
Fisher Pivots for day following 13-Jun-2014
Pivot 1 day 3 day
R1 1.3551 1.3555
PP 1.3551 1.3554
S1 1.3551 1.3552

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

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