CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 14-Oct-2013
Day Change Summary
Previous Current
11-Oct-2013 14-Oct-2013 Change Change % Previous Week
Open 1.3563 1.3600 0.0037 0.3% 1.3587
High 1.3563 1.3600 0.0037 0.3% 1.3609
Low 1.3563 1.3587 0.0024 0.2% 1.3520
Close 1.3563 1.3587 0.0024 0.2% 1.3563
Range 0.0000 0.0013 0.0013 0.0089
ATR 0.0038 0.0038 0.0000 -0.3% 0.0000
Volume 4 4 0 0.0% 13
Daily Pivots for day following 14-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.3630 1.3622 1.3594
R3 1.3617 1.3609 1.3591
R2 1.3604 1.3604 1.3589
R1 1.3596 1.3596 1.3588 1.3594
PP 1.3591 1.3591 1.3591 1.3590
S1 1.3583 1.3583 1.3586 1.3581
S2 1.3578 1.3578 1.3585
S3 1.3565 1.3570 1.3583
S4 1.3552 1.3557 1.3580
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.3831 1.3786 1.3612
R3 1.3742 1.3697 1.3587
R2 1.3653 1.3653 1.3579
R1 1.3608 1.3608 1.3571 1.3586
PP 1.3564 1.3564 1.3564 1.3553
S1 1.3519 1.3519 1.3555 1.3497
S2 1.3475 1.3475 1.3547
S3 1.3386 1.3430 1.3539
S4 1.3297 1.3341 1.3514
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% 0.0016 0.1% 75% False False 3
10 1.3631 1.3520 0.0111 0.8% 0.0011 0.1% 60% False False 2
20 1.3631 1.3368 0.0263 1.9% 0.0018 0.1% 83% False False 3
40 1.3631 1.3131 0.0500 3.7% 0.0016 0.1% 91% 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 1.3655
2.618 1.3634
1.618 1.3621
1.000 1.3613
0.618 1.3608
HIGH 1.3600
0.618 1.3595
0.500 1.3594
0.382 1.3592
LOW 1.3587
0.618 1.3579
1.000 1.3574
1.618 1.3566
2.618 1.3553
4.250 1.3532
Fisher Pivots for day following 14-Oct-2013
Pivot 1 day 3 day
R1 1.3594 1.3582
PP 1.3591 1.3577
S1 1.3589 1.3572

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

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