CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 29-Oct-2013
Day Change Summary
Previous Current
28-Oct-2013 29-Oct-2013 Change Change % Previous Week
Open 1.3794 1.3771 -0.0023 -0.2% 1.3649
High 1.3809 1.3789 -0.0020 -0.1% 1.3820
Low 1.3784 1.3742 -0.0042 -0.3% 1.3649
Close 1.3809 1.3751 -0.0058 -0.4% 1.3808
Range 0.0025 0.0047 0.0022 88.0% 0.0171
ATR 0.0045 0.0046 0.0002 3.5% 0.0000
Volume 9 15 6 66.7% 57
Daily Pivots for day following 29-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.3902 1.3873 1.3777
R3 1.3855 1.3826 1.3764
R2 1.3808 1.3808 1.3760
R1 1.3779 1.3779 1.3755 1.3770
PP 1.3761 1.3761 1.3761 1.3756
S1 1.3732 1.3732 1.3747 1.3723
S2 1.3714 1.3714 1.3742
S3 1.3667 1.3685 1.3738
S4 1.3620 1.3638 1.3725
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.4272 1.4211 1.3902
R3 1.4101 1.4040 1.3855
R2 1.3930 1.3930 1.3839
R1 1.3869 1.3869 1.3824 1.3900
PP 1.3759 1.3759 1.3759 1.3774
S1 1.3698 1.3698 1.3792 1.3729
S2 1.3588 1.3588 1.3777
S3 1.3417 1.3527 1.3761
S4 1.3246 1.3356 1.3714
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3820 1.3742 0.0078 0.6% 0.0030 0.2% 12% False True 13
10 1.3820 1.3491 0.0329 2.4% 0.0045 0.3% 79% False False 10
20 1.3820 1.3491 0.0329 2.4% 0.0030 0.2% 79% False False 6
40 1.3820 1.3131 0.0689 5.0% 0.0026 0.2% 90% False False 4
60 1.3820 1.3131 0.0689 5.0% 0.0019 0.1% 90% False False 4
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 0.0003
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3989
2.618 1.3912
1.618 1.3865
1.000 1.3836
0.618 1.3818
HIGH 1.3789
0.618 1.3771
0.500 1.3766
0.382 1.3760
LOW 1.3742
0.618 1.3713
1.000 1.3695
1.618 1.3666
2.618 1.3619
4.250 1.3542
Fisher Pivots for day following 29-Oct-2013
Pivot 1 day 3 day
R1 1.3766 1.3780
PP 1.3761 1.3770
S1 1.3756 1.3761

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

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