CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 07-Nov-2013
Day Change Summary
Previous Current
06-Nov-2013 07-Nov-2013 Change Change % Previous Week
Open 1.3522 1.3514 -0.0008 -0.1% 1.3794
High 1.3537 1.3532 -0.0005 0.0% 1.3809
Low 1.3520 1.3311 -0.0209 -1.5% 1.3498
Close 1.3526 1.3434 -0.0092 -0.7% 1.3498
Range 0.0017 0.0221 0.0204 1,200.0% 0.0311
ATR 0.0053 0.0065 0.0012 22.4% 0.0000
Volume 1 12 11 1,100.0% 97
Daily Pivots for day following 07-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.4089 1.3982 1.3556
R3 1.3868 1.3761 1.3495
R2 1.3647 1.3647 1.3475
R1 1.3540 1.3540 1.3454 1.3483
PP 1.3426 1.3426 1.3426 1.3397
S1 1.3319 1.3319 1.3414 1.3262
S2 1.3205 1.3205 1.3393
S3 1.2984 1.3098 1.3373
S4 1.2763 1.2877 1.3312
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 1.3537 1.3311 0.0226 1.7% 0.0056 0.4% 54% False True 9
10 1.3817 1.3311 0.0506 3.8% 0.0051 0.4% 24% False True 14
20 1.3820 1.3311 0.0509 3.8% 0.0046 0.3% 24% False True 10
40 1.3820 1.3311 0.0509 3.8% 0.0032 0.2% 24% False True 6
60 1.3820 1.3131 0.0689 5.1% 0.0026 0.2% 44% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 1.4471
2.618 1.4111
1.618 1.3890
1.000 1.3753
0.618 1.3669
HIGH 1.3532
0.618 1.3448
0.500 1.3422
0.382 1.3395
LOW 1.3311
0.618 1.3174
1.000 1.3090
1.618 1.2953
2.618 1.2732
4.250 1.2372
Fisher Pivots for day following 07-Nov-2013
Pivot 1 day 3 day
R1 1.3430 1.3431
PP 1.3426 1.3427
S1 1.3422 1.3424

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

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