CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 02-Oct-2013
Day Change Summary
Previous Current
01-Oct-2013 02-Oct-2013 Change Change % Previous Week
Open 1.3540 1.3595 0.0055 0.4% 1.3530
High 1.3540 1.3610 0.0070 0.5% 1.3530
Low 1.3540 1.3592 0.0052 0.4% 1.3485
Close 1.3540 1.3592 0.0052 0.4% 1.3529
Range 0.0000 0.0018 0.0018 0.0045
ATR 0.0037 0.0039 0.0002 6.5% 0.0000
Volume 1 1 0 0.0% 15
Daily Pivots for day following 02-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.3652 1.3640 1.3602
R3 1.3634 1.3622 1.3597
R2 1.3616 1.3616 1.3595
R1 1.3604 1.3604 1.3594 1.3601
PP 1.3598 1.3598 1.3598 1.3597
S1 1.3586 1.3586 1.3590 1.3583
S2 1.3580 1.3580 1.3589
S3 1.3562 1.3568 1.3587
S4 1.3544 1.3550 1.3582
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3650 1.3634 1.3554
R3 1.3605 1.3589 1.3541
R2 1.3560 1.3560 1.3537
R1 1.3544 1.3544 1.3533 1.3530
PP 1.3515 1.3515 1.3515 1.3507
S1 1.3499 1.3499 1.3525 1.3485
S2 1.3470 1.3470 1.3521
S3 1.3425 1.3454 1.3517
S4 1.3380 1.3409 1.3504
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3610 1.3496 0.0114 0.8% 0.0004 0.0% 84% True False 1
10 1.3610 1.3485 0.0125 0.9% 0.0012 0.1% 86% True False 3
20 1.3610 1.3131 0.0479 3.5% 0.0023 0.2% 96% True False 2
40 1.3610 1.3131 0.0479 3.5% 0.0014 0.1% 96% True False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3687
2.618 1.3657
1.618 1.3639
1.000 1.3628
0.618 1.3621
HIGH 1.3610
0.618 1.3603
0.500 1.3601
0.382 1.3599
LOW 1.3592
0.618 1.3581
1.000 1.3574
1.618 1.3563
2.618 1.3545
4.250 1.3516
Fisher Pivots for day following 02-Oct-2013
Pivot 1 day 3 day
R1 1.3601 1.3586
PP 1.3598 1.3579
S1 1.3595 1.3573

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

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