CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 01-Nov-2013
Day Change Summary
Previous Current
31-Oct-2013 01-Nov-2013 Change Change % Previous Week
Open 1.3674 1.3520 -0.0154 -1.1% 1.3794
High 1.3676 1.3520 -0.0156 -1.1% 1.3809
Low 1.3594 1.3498 -0.0096 -0.7% 1.3498
Close 1.3597 1.3498 -0.0099 -0.7% 1.3498
Range 0.0082 0.0022 -0.0060 -73.2% 0.0311
ATR 0.0053 0.0056 0.0003 6.2% 0.0000
Volume 22 26 4 18.2% 97
Daily Pivots for day following 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3571 1.3557 1.3510
R3 1.3549 1.3535 1.3504
R2 1.3527 1.3527 1.3502
R1 1.3513 1.3513 1.3500 1.3509
PP 1.3505 1.3505 1.3505 1.3504
S1 1.3491 1.3491 1.3496 1.3487
S2 1.3483 1.3483 1.3494
S3 1.3461 1.3469 1.3492
S4 1.3439 1.3447 1.3486
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.4535 1.4327 1.3669
R3 1.4224 1.4016 1.3584
R2 1.3913 1.3913 1.3555
R1 1.3705 1.3705 1.3527 1.3654
PP 1.3602 1.3602 1.3602 1.3576
S1 1.3394 1.3394 1.3469 1.3343
S2 1.3291 1.3291 1.3441
S3 1.2980 1.3083 1.3412
S4 1.2669 1.2772 1.3327
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3809 1.3498 0.0311 2.3% 0.0045 0.3% 0% False True 19
10 1.3820 1.3498 0.0322 2.4% 0.0043 0.3% 0% False True 15
20 1.3820 1.3491 0.0329 2.4% 0.0036 0.3% 2% False False 10
40 1.3820 1.3201 0.0619 4.6% 0.0028 0.2% 48% False False 6
60 1.3820 1.3131 0.0689 5.1% 0.0021 0.2% 53% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3614
2.618 1.3578
1.618 1.3556
1.000 1.3542
0.618 1.3534
HIGH 1.3520
0.618 1.3512
0.500 1.3509
0.382 1.3506
LOW 1.3498
0.618 1.3484
1.000 1.3476
1.618 1.3462
2.618 1.3440
4.250 1.3405
Fisher Pivots for day following 01-Nov-2013
Pivot 1 day 3 day
R1 1.3509 1.3638
PP 1.3505 1.3591
S1 1.3502 1.3545

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

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