CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 10-Jul-2014
Day Change Summary
Previous Current
09-Jul-2014 10-Jul-2014 Change Change % Previous Week
Open 1.3647 1.3664 0.0017 0.1% 1.3710
High 1.3664 1.3664 0.0000 0.0% 1.3710
Low 1.3637 1.3605 -0.0032 -0.2% 1.3618
Close 1.3664 1.3620 -0.0044 -0.3% 1.3618
Range 0.0027 0.0059 0.0032 118.5% 0.0092
ATR 0.0032 0.0034 0.0002 5.9% 0.0000
Volume 14 5 -9 -64.3% 50
Daily Pivots for day following 10-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3807 1.3772 1.3652
R3 1.3748 1.3713 1.3636
R2 1.3689 1.3689 1.3631
R1 1.3654 1.3654 1.3625 1.3642
PP 1.3630 1.3630 1.3630 1.3624
S1 1.3595 1.3595 1.3615 1.3583
S2 1.3571 1.3571 1.3609
S3 1.3512 1.3536 1.3604
S4 1.3453 1.3477 1.3588
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3925 1.3863 1.3669
R3 1.3833 1.3771 1.3643
R2 1.3741 1.3741 1.3635
R1 1.3679 1.3679 1.3626 1.3664
PP 1.3649 1.3649 1.3649 1.3641
S1 1.3587 1.3587 1.3610 1.3572
S2 1.3557 1.3557 1.3601
S3 1.3465 1.3495 1.3593
S4 1.3373 1.3403 1.3567
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3664 1.3605 0.0059 0.4% 0.0031 0.2% 25% True True 43
10 1.3710 1.3605 0.0105 0.8% 0.0022 0.2% 14% False True 23
20 1.3710 1.3530 0.0180 1.3% 0.0020 0.1% 50% False False 20
40 1.3735 1.3530 0.0205 1.5% 0.0022 0.2% 44% False False 17
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 0.0001
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1.3915
2.618 1.3818
1.618 1.3759
1.000 1.3723
0.618 1.3700
HIGH 1.3664
0.618 1.3641
0.500 1.3635
0.382 1.3628
LOW 1.3605
0.618 1.3569
1.000 1.3546
1.618 1.3510
2.618 1.3451
4.250 1.3354
Fisher Pivots for day following 10-Jul-2014
Pivot 1 day 3 day
R1 1.3635 1.3635
PP 1.3630 1.3630
S1 1.3625 1.3625

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

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