CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 05-Nov-2013
Day Change Summary
Previous Current
04-Nov-2013 05-Nov-2013 Change Change % Previous Week
Open 1.3504 1.3480 -0.0024 -0.2% 1.3794
High 1.3523 1.3480 -0.0043 -0.3% 1.3809
Low 1.3504 1.3480 -0.0024 -0.2% 1.3498
Close 1.3523 1.3480 -0.0043 -0.3% 1.3498
Range 0.0019 0.0000 -0.0019 -100.0% 0.0311
ATR 0.0054 0.0053 -0.0001 -1.5% 0.0000
Volume 8 1 -7 -87.5% 97
Daily Pivots for day following 05-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3480 1.3480 1.3480
R3 1.3480 1.3480 1.3480
R2 1.3480 1.3480 1.3480
R1 1.3480 1.3480 1.3480 1.3480
PP 1.3480 1.3480 1.3480 1.3480
S1 1.3480 1.3480 1.3480 1.3480
S2 1.3480 1.3480 1.3480
S3 1.3480 1.3480 1.3480
S4 1.3480 1.3480 1.3480
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 1.3777 1.3480 0.0297 2.2% 0.0034 0.3% 0% False True 16
10 1.3820 1.3480 0.0340 2.5% 0.0032 0.2% 0% False True 15
20 1.3820 1.3480 0.0340 2.5% 0.0036 0.3% 0% False True 10
40 1.3820 1.3270 0.0550 4.1% 0.0027 0.2% 38% False False 6
60 1.3820 1.3131 0.0689 5.1% 0.0022 0.2% 51% 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 17 trading days
Fibonacci Retracements and Extensions
4.250 1.3480
2.618 1.3480
1.618 1.3480
1.000 1.3480
0.618 1.3480
HIGH 1.3480
0.618 1.3480
0.500 1.3480
0.382 1.3480
LOW 1.3480
0.618 1.3480
1.000 1.3480
1.618 1.3480
2.618 1.3480
4.250 1.3480
Fisher Pivots for day following 05-Nov-2013
Pivot 1 day 3 day
R1 1.3480 1.3502
PP 1.3480 1.3494
S1 1.3480 1.3487

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

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