CME Euro FX (E) Future March 2015

Trading Metrics calculated at close of trading on 17-Jun-2014

Day Change Summary
	Previous	Current
	16-Jun-2014	17-Jun-2014	Change	Change %	Previous Week
Open	1.3588	1.3600	0.0012	0.1%	1.3645
High	1.3588	1.3600	0.0012	0.1%	1.3645
Low	1.3586	1.3561	-0.0025	-0.2%	1.3530
Close	1.3586	1.3561	-0.0025	-0.2%	1.3551
Range	0.0002	0.0039	0.0037	1,850.0%	0.0115
ATR	0.0040	0.0040	0.0000	-0.2%	0.0000
Volume	2	1	-1	-50.0%	13

Daily Pivots for day following 17-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3691	1.3665	1.3582
R3	1.3652	1.3626	1.3572
R2	1.3613	1.3613	1.3568
R1	1.3587	1.3587	1.3565	1.3581
PP	1.3574	1.3574	1.3574	1.3571
S1	1.3548	1.3548	1.3557	1.3542
S2	1.3535	1.3535	1.3554
S3	1.3496	1.3509	1.3550
S4	1.3457	1.3470	1.3540

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	1.3600	1.3530	0.0070	0.5%	0.0021	0.2%	44%	True	False	2
10	1.3680	1.3530	0.0150	1.1%	0.0035	0.3%	21%	False	False	3
20	1.3701	1.3530	0.0171	1.3%	0.0024	0.2%	18%	False	False	6

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3766
2.618	1.3702
1.618	1.3663
1.000	1.3639
0.618	1.3624
HIGH	1.3600
0.618	1.3585
0.500	1.3581
0.382	1.3576
LOW	1.3561
0.618	1.3537
1.000	1.3522
1.618	1.3498
2.618	1.3459
4.250	1.3395

Fisher Pivots for day following 17-Jun-2014
Pivot	1 day	3 day
R1	1.3581	1.3576
PP	1.3574	1.3571
S1	1.3568	1.3566

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols