CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 12-Aug-2014
Day Change Summary
Previous Current
11-Aug-2014 12-Aug-2014 Change Change % Previous Week
Open 1.3414 1.3363 -0.0051 -0.4% 1.3433
High 1.3414 1.3380 -0.0034 -0.3% 1.3436
Low 1.3396 1.3363 -0.0033 -0.2% 1.3356
Close 1.3396 1.3380 -0.0016 -0.1% 1.3425
Range 0.0018 0.0017 -0.0001 -5.6% 0.0080
ATR 0.0033 0.0033 0.0000 0.0% 0.0000
Volume 299 10 -289 -96.7% 233
Daily Pivots for day following 12-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3425 1.3420 1.3389
R3 1.3408 1.3403 1.3385
R2 1.3391 1.3391 1.3383
R1 1.3386 1.3386 1.3382 1.3389
PP 1.3374 1.3374 1.3374 1.3376
S1 1.3369 1.3369 1.3378 1.3372
S2 1.3357 1.3357 1.3377
S3 1.3340 1.3352 1.3375
S4 1.3323 1.3335 1.3371
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% 0.0033 0.2% 30% False False 104
10 1.3446 1.3356 0.0090 0.7% 0.0029 0.2% 27% False False 87
20 1.3549 1.3356 0.0193 1.4% 0.0020 0.1% 12% False False 60
40 1.3710 1.3356 0.0354 2.6% 0.0020 0.1% 7% False False 41
60 1.3735 1.3356 0.0379 2.8% 0.0021 0.2% 6% False False 31
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3452
2.618 1.3425
1.618 1.3408
1.000 1.3397
0.618 1.3391
HIGH 1.3380
0.618 1.3374
0.500 1.3372
0.382 1.3369
LOW 1.3363
0.618 1.3352
1.000 1.3346
1.618 1.3335
2.618 1.3318
4.250 1.3291
Fisher Pivots for day following 12-Aug-2014
Pivot 1 day 3 day
R1 1.3377 1.3400
PP 1.3374 1.3393
S1 1.3372 1.3387

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

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