CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 27-Jun-2014
Day Change Summary
Previous Current
26-Jun-2014 27-Jun-2014 Change Change % Previous Week
Open 1.3623 1.3632 0.0009 0.1% 1.3625
High 1.3623 1.3661 0.0038 0.3% 1.3661
Low 1.3623 1.3632 0.0009 0.1% 1.3611
Close 1.3623 1.3661 0.0038 0.3% 1.3661
Range 0.0000 0.0029 0.0029 0.0050
ATR 0.0034 0.0035 0.0000 0.7% 0.0000
Volume 2 2 0 0.0% 23
Daily Pivots for day following 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.3738 1.3729 1.3677
R3 1.3709 1.3700 1.3669
R2 1.3680 1.3680 1.3666
R1 1.3671 1.3671 1.3664 1.3676
PP 1.3651 1.3651 1.3651 1.3654
S1 1.3642 1.3642 1.3658 1.3647
S2 1.3622 1.3622 1.3656
S3 1.3593 1.3613 1.3653
S4 1.3564 1.3584 1.3645
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.3794 1.3778 1.3689
R3 1.3744 1.3728 1.3675
R2 1.3694 1.3694 1.3670
R1 1.3678 1.3678 1.3666 1.3686
PP 1.3644 1.3644 1.3644 1.3649
S1 1.3628 1.3628 1.3656 1.3636
S2 1.3594 1.3594 1.3652
S3 1.3544 1.3578 1.3647
S4 1.3494 1.3528 1.3634
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3661 1.3611 0.0050 0.4% 0.0011 0.1% 100% True False 4
10 1.3661 1.3561 0.0100 0.7% 0.0015 0.1% 100% True False 17
20 1.3680 1.3530 0.0150 1.1% 0.0024 0.2% 87% False False 10
40 1.3989 1.3530 0.0459 3.4% 0.0027 0.2% 29% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.3784
2.618 1.3737
1.618 1.3708
1.000 1.3690
0.618 1.3679
HIGH 1.3661
0.618 1.3650
0.500 1.3647
0.382 1.3643
LOW 1.3632
0.618 1.3614
1.000 1.3603
1.618 1.3585
2.618 1.3556
4.250 1.3509
Fisher Pivots for day following 27-Jun-2014
Pivot 1 day 3 day
R1 1.3656 1.3655
PP 1.3651 1.3648
S1 1.3647 1.3642

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

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