CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 10-Oct-2013
Day Change Summary
Previous Current
09-Oct-2013 10-Oct-2013 Change Change % Previous Week
Open 1.3520 1.3551 0.0031 0.2% 1.3535
High 1.3533 1.3566 0.0033 0.2% 1.3631
Low 1.3520 1.3544 0.0024 0.2% 1.3535
Close 1.3533 1.3544 0.0011 0.1% 1.3564
Range 0.0013 0.0022 0.0009 69.2% 0.0096
ATR 0.0041 0.0040 -0.0001 -1.3% 0.0000
Volume 3 2 -1 -33.3% 9
Daily Pivots for day following 10-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.3617 1.3603 1.3556
R3 1.3595 1.3581 1.3550
R2 1.3573 1.3573 1.3548
R1 1.3559 1.3559 1.3546 1.3555
PP 1.3551 1.3551 1.3551 1.3550
S1 1.3537 1.3537 1.3542 1.3533
S2 1.3529 1.3529 1.3540
S3 1.3507 1.3515 1.3538
S4 1.3485 1.3493 1.3532
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.3865 1.3810 1.3617
R3 1.3769 1.3714 1.3590
R2 1.3673 1.3673 1.3582
R1 1.3618 1.3618 1.3573 1.3646
PP 1.3577 1.3577 1.3577 1.3590
S1 1.3522 1.3522 1.3555 1.3550
S2 1.3481 1.3481 1.3546
S3 1.3385 1.3426 1.3538
S4 1.3289 1.3330 1.3511
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3609 1.3520 0.0089 0.7% 0.0013 0.1% 27% False False 2
10 1.3631 1.3520 0.0111 0.8% 0.0010 0.1% 22% False False 1
20 1.3631 1.3320 0.0311 2.3% 0.0017 0.1% 72% False False 2
40 1.3631 1.3131 0.0500 3.7% 0.0016 0.1% 83% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3660
2.618 1.3624
1.618 1.3602
1.000 1.3588
0.618 1.3580
HIGH 1.3566
0.618 1.3558
0.500 1.3555
0.382 1.3552
LOW 1.3544
0.618 1.3530
1.000 1.3522
1.618 1.3508
2.618 1.3486
4.250 1.3451
Fisher Pivots for day following 10-Oct-2013
Pivot 1 day 3 day
R1 1.3555 1.3565
PP 1.3551 1.3558
S1 1.3548 1.3551

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

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