CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 02-Sep-2014
Day Change Summary
Previous Current
29-Aug-2014 02-Sep-2014 Change Change % Previous Week
Open 1.3220 1.3153 -0.0067 -0.5% 1.3212
High 1.3220 1.3159 -0.0061 -0.5% 1.3240
Low 1.3165 1.3149 -0.0016 -0.1% 1.3165
Close 1.3165 1.3159 -0.0006 0.0% 1.3165
Range 0.0055 0.0010 -0.0045 -81.8% 0.0075
ATR 0.0033 0.0032 -0.0001 -3.7% 0.0000
Volume 9 3 -6 -66.7% 54
Daily Pivots for day following 02-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.3186 1.3182 1.3165
R3 1.3176 1.3172 1.3162
R2 1.3166 1.3166 1.3161
R1 1.3162 1.3162 1.3160 1.3164
PP 1.3156 1.3156 1.3156 1.3157
S1 1.3152 1.3152 1.3158 1.3154
S2 1.3146 1.3146 1.3157
S3 1.3136 1.3142 1.3156
S4 1.3126 1.3132 1.3154
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3415 1.3365 1.3206
R3 1.3340 1.3290 1.3186
R2 1.3265 1.3265 1.3179
R1 1.3215 1.3215 1.3172 1.3203
PP 1.3190 1.3190 1.3190 1.3184
S1 1.3140 1.3140 1.3158 1.3128
S2 1.3115 1.3115 1.3151
S3 1.3040 1.3065 1.3144
S4 1.2965 1.2990 1.3124
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3240 1.3149 0.0091 0.7% 0.0031 0.2% 11% False True 9
10 1.3350 1.3149 0.0201 1.5% 0.0025 0.2% 5% False True 8
20 1.3434 1.3149 0.0285 2.2% 0.0016 0.1% 4% False True 8
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0002
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.3202
2.618 1.3185
1.618 1.3175
1.000 1.3169
0.618 1.3165
HIGH 1.3159
0.618 1.3155
0.500 1.3154
0.382 1.3153
LOW 1.3149
0.618 1.3143
1.000 1.3139
1.618 1.3133
2.618 1.3123
4.250 1.3107
Fisher Pivots for day following 02-Sep-2014
Pivot 1 day 3 day
R1 1.3157 1.3195
PP 1.3156 1.3183
S1 1.3154 1.3171

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

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