CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 30-Oct-2013
Day Change Summary
Previous Current
29-Oct-2013 30-Oct-2013 Change Change % Previous Week
Open 1.3771 1.3764 -0.0007 -0.1% 1.3649
High 1.3789 1.3777 -0.0012 -0.1% 1.3820
Low 1.3742 1.3730 -0.0012 -0.1% 1.3649
Close 1.3751 1.3730 -0.0021 -0.2% 1.3808
Range 0.0047 0.0047 0.0000 0.0% 0.0171
ATR 0.0046 0.0046 0.0000 0.1% 0.0000
Volume 15 25 10 66.7% 57
Daily Pivots for day following 30-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.3887 1.3855 1.3756
R3 1.3840 1.3808 1.3743
R2 1.3793 1.3793 1.3739
R1 1.3761 1.3761 1.3734 1.3754
PP 1.3746 1.3746 1.3746 1.3742
S1 1.3714 1.3714 1.3726 1.3707
S2 1.3699 1.3699 1.3721
S3 1.3652 1.3667 1.3717
S4 1.3605 1.3620 1.3704
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 1.3730 0.0090 0.7% 0.0036 0.3% 0% False True 15
10 1.3820 1.3601 0.0219 1.6% 0.0045 0.3% 59% False False 11
20 1.3820 1.3491 0.0329 2.4% 0.0032 0.2% 73% False False 7
40 1.3820 1.3131 0.0689 5.0% 0.0027 0.2% 87% False False 5
60 1.3820 1.3131 0.0689 5.0% 0.0020 0.1% 87% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 0.0004
Fibonacci Retracements and Extensions
4.250 1.3977
2.618 1.3900
1.618 1.3853
1.000 1.3824
0.618 1.3806
HIGH 1.3777
0.618 1.3759
0.500 1.3754
0.382 1.3748
LOW 1.3730
0.618 1.3701
1.000 1.3683
1.618 1.3654
2.618 1.3607
4.250 1.3530
Fisher Pivots for day following 30-Oct-2013
Pivot 1 day 3 day
R1 1.3754 1.3770
PP 1.3746 1.3756
S1 1.3738 1.3743

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

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