CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 24-Jul-2014
Day Change Summary
Previous Current
23-Jul-2014 24-Jul-2014 Change Change % Previous Week
Open 1.3476 1.3478 0.0002 0.0% 1.3634
High 1.3476 1.3478 0.0002 0.0% 1.3637
Low 1.3469 1.3475 0.0006 0.0% 1.3520
Close 1.3469 1.3475 0.0006 0.0% 1.3539
Range 0.0007 0.0003 -0.0004 -57.1% 0.0117
ATR 0.0031 0.0029 -0.0002 -5.0% 0.0000
Volume 36 6 -30 -83.3% 163
Daily Pivots for day following 24-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3485 1.3483 1.3477
R3 1.3482 1.3480 1.3476
R2 1.3479 1.3479 1.3476
R1 1.3477 1.3477 1.3475 1.3477
PP 1.3476 1.3476 1.3476 1.3476
S1 1.3474 1.3474 1.3475 1.3474
S2 1.3473 1.3473 1.3474
S3 1.3470 1.3471 1.3474
S4 1.3467 1.3468 1.3473
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3916 1.3845 1.3603
R3 1.3799 1.3728 1.3571
R2 1.3682 1.3682 1.3560
R1 1.3611 1.3611 1.3550 1.3588
PP 1.3565 1.3565 1.3565 1.3554
S1 1.3494 1.3494 1.3528 1.3471
S2 1.3448 1.3448 1.3518
S3 1.3331 1.3377 1.3507
S4 1.3214 1.3260 1.3475
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3549 1.3469 0.0080 0.6% 0.0011 0.1% 8% False False 37
10 1.3637 1.3469 0.0168 1.2% 0.0011 0.1% 4% False False 33
20 1.3710 1.3469 0.0241 1.8% 0.0017 0.1% 2% False False 28
40 1.3710 1.3469 0.0241 1.8% 0.0020 0.2% 2% False False 19
60 1.3989 1.3469 0.0520 3.9% 0.0025 0.2% 1% False False 18
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3491
2.618 1.3486
1.618 1.3483
1.000 1.3481
0.618 1.3480
HIGH 1.3478
0.618 1.3477
0.500 1.3477
0.382 1.3476
LOW 1.3475
0.618 1.3473
1.000 1.3472
1.618 1.3470
2.618 1.3467
4.250 1.3462
Fisher Pivots for day following 24-Jul-2014
Pivot 1 day 3 day
R1 1.3477 1.3475
PP 1.3476 1.3474
S1 1.3476 1.3474

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

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