CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 08-Aug-2014
Day Change Summary
Previous Current
07-Aug-2014 08-Aug-2014 Change Change % Previous Week
Open 1.3356 1.3363 0.0007 0.1% 1.3433
High 1.3379 1.3436 0.0057 0.4% 1.3436
Low 1.3356 1.3363 0.0007 0.1% 1.3356
Close 1.3371 1.3425 0.0054 0.4% 1.3425
Range 0.0023 0.0073 0.0050 217.4% 0.0080
ATR 0.0031 0.0034 0.0003 9.9% 0.0000
Volume 5 2 -3 -60.0% 233
Daily Pivots for day following 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3627 1.3599 1.3465
R3 1.3554 1.3526 1.3445
R2 1.3481 1.3481 1.3438
R1 1.3453 1.3453 1.3432 1.3467
PP 1.3408 1.3408 1.3408 1.3415
S1 1.3380 1.3380 1.3418 1.3394
S2 1.3335 1.3335 1.3412
S3 1.3262 1.3307 1.3405
S4 1.3189 1.3234 1.3385
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3646 1.3615 1.3469
R3 1.3566 1.3535 1.3447
R2 1.3486 1.3486 1.3440
R1 1.3455 1.3455 1.3432 1.3431
PP 1.3406 1.3406 1.3406 1.3393
S1 1.3375 1.3375 1.3418 1.3351
S2 1.3326 1.3326 1.3410
S3 1.3246 1.3295 1.3403
S4 1.3166 1.3215 1.3381
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3436 1.3356 0.0080 0.6% 0.0035 0.3% 86% True False 46
10 1.3453 1.3356 0.0097 0.7% 0.0027 0.2% 71% False False 62
20 1.3637 1.3356 0.0281 2.1% 0.0020 0.2% 25% False False 46
40 1.3710 1.3356 0.0354 2.6% 0.0019 0.1% 19% False False 34
60 1.3735 1.3356 0.0379 2.8% 0.0021 0.2% 18% False False 27
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 0.0002
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 1.3746
2.618 1.3627
1.618 1.3554
1.000 1.3509
0.618 1.3481
HIGH 1.3436
0.618 1.3408
0.500 1.3400
0.382 1.3391
LOW 1.3363
0.618 1.3318
1.000 1.3290
1.618 1.3245
2.618 1.3172
4.250 1.3053
Fisher Pivots for day following 08-Aug-2014
Pivot 1 day 3 day
R1 1.3417 1.3415
PP 1.3408 1.3406
S1 1.3400 1.3396

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

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