CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 24-Jun-2014
Day Change Summary
Previous Current
23-Jun-2014 24-Jun-2014 Change Change % Previous Week
Open 1.3625 1.3618 -0.0007 -0.1% 1.3588
High 1.3625 1.3618 -0.0007 -0.1% 1.3645
Low 1.3611 1.3618 0.0007 0.1% 1.3561
Close 1.3619 1.3618 -0.0001 0.0% 1.3608
Range 0.0014 0.0000 -0.0014 -100.0% 0.0084
ATR 0.0038 0.0035 -0.0003 -7.0% 0.0000
Volume 13 3 -10 -76.9% 148
Daily Pivots for day following 24-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.3618 1.3618 1.3618
R3 1.3618 1.3618 1.3618
R2 1.3618 1.3618 1.3618
R1 1.3618 1.3618 1.3618 1.3618
PP 1.3618 1.3618 1.3618 1.3618
S1 1.3618 1.3618 1.3618 1.3618
S2 1.3618 1.3618 1.3618
S3 1.3618 1.3618 1.3618
S4 1.3618 1.3618 1.3618
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.3857 1.3816 1.3654
R3 1.3773 1.3732 1.3631
R2 1.3689 1.3689 1.3623
R1 1.3648 1.3648 1.3616 1.3669
PP 1.3605 1.3605 1.3605 1.3615
S1 1.3564 1.3564 1.3600 1.3585
S2 1.3521 1.3521 1.3593
S3 1.3437 1.3480 1.3585
S4 1.3353 1.3396 1.3562
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3645 1.3576 0.0069 0.5% 0.0013 0.1% 61% False False 32
10 1.3645 1.3530 0.0115 0.8% 0.0017 0.1% 77% False False 17
20 1.3680 1.3530 0.0150 1.1% 0.0024 0.2% 59% False False 10
40 1.3989 1.3530 0.0459 3.4% 0.0029 0.2% 19% 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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3618
2.618 1.3618
1.618 1.3618
1.000 1.3618
0.618 1.3618
HIGH 1.3618
0.618 1.3618
0.500 1.3618
0.382 1.3618
LOW 1.3618
0.618 1.3618
1.000 1.3618
1.618 1.3618
2.618 1.3618
4.250 1.3618
Fisher Pivots for day following 24-Jun-2014
Pivot 1 day 3 day
R1 1.3618 1.3618
PP 1.3618 1.3617
S1 1.3618 1.3617

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

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