CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 21-Oct-2013
Day Change Summary
Previous Current
18-Oct-2013 21-Oct-2013 Change Change % Previous Week
Open 1.3670 1.3649 -0.0021 -0.2% 1.3600
High 1.3706 1.3684 -0.0022 -0.2% 1.3706
Low 1.3670 1.3649 -0.0021 -0.2% 1.3491
Close 1.3685 1.3684 -0.0001 0.0% 1.3685
Range 0.0036 0.0035 -0.0001 -2.8% 0.0215
ATR 0.0048 0.0047 -0.0001 -1.8% 0.0000
Volume 7 10 3 42.9% 33
Daily Pivots for day following 21-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.3777 1.3766 1.3703
R3 1.3742 1.3731 1.3694
R2 1.3707 1.3707 1.3690
R1 1.3696 1.3696 1.3687 1.3702
PP 1.3672 1.3672 1.3672 1.3675
S1 1.3661 1.3661 1.3681 1.3667
S2 1.3637 1.3637 1.3678
S3 1.3602 1.3626 1.3674
S4 1.3567 1.3591 1.3665
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.4272 1.4194 1.3803
R3 1.4057 1.3979 1.3744
R2 1.3842 1.3842 1.3724
R1 1.3764 1.3764 1.3705 1.3803
PP 1.3627 1.3627 1.3627 1.3647
S1 1.3549 1.3549 1.3665 1.3588
S2 1.3412 1.3412 1.3646
S3 1.3197 1.3334 1.3626
S4 1.2982 1.3119 1.3567
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3706 1.3491 0.0215 1.6% 0.0050 0.4% 90% False False 7
10 1.3706 1.3491 0.0215 1.6% 0.0033 0.2% 90% False False 5
20 1.3706 1.3485 0.0221 1.6% 0.0020 0.1% 90% False False 3
40 1.3706 1.3131 0.0575 4.2% 0.0022 0.2% 96% False False 3
60 1.3706 1.3131 0.0575 4.2% 0.0017 0.1% 96% False False 3
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3833
2.618 1.3776
1.618 1.3741
1.000 1.3719
0.618 1.3706
HIGH 1.3684
0.618 1.3671
0.500 1.3667
0.382 1.3662
LOW 1.3649
0.618 1.3627
1.000 1.3614
1.618 1.3592
2.618 1.3557
4.250 1.3500
Fisher Pivots for day following 21-Oct-2013
Pivot 1 day 3 day
R1 1.3678 1.3674
PP 1.3672 1.3664
S1 1.3667 1.3654

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

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