CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 14-Nov-2013
Day Change Summary
Previous Current
13-Nov-2013 14-Nov-2013 Change Change % Previous Week
Open 1.3421 1.3465 0.0044 0.3% 1.3504
High 1.3469 1.3470 0.0001 0.0% 1.3537
Low 1.3397 1.3434 0.0037 0.3% 1.3302
Close 1.3469 1.3460 -0.0009 -0.1% 1.3362
Range 0.0072 0.0036 -0.0036 -50.0% 0.0235
ATR 0.0069 0.0067 -0.0002 -3.4% 0.0000
Volume 6 14 8 133.3% 80
Daily Pivots for day following 14-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3563 1.3547 1.3480
R3 1.3527 1.3511 1.3470
R2 1.3491 1.3491 1.3467
R1 1.3475 1.3475 1.3463 1.3465
PP 1.3455 1.3455 1.3455 1.3450
S1 1.3439 1.3439 1.3457 1.3429
S2 1.3419 1.3419 1.3453
S3 1.3383 1.3403 1.3450
S4 1.3347 1.3367 1.3440
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.4105 1.3969 1.3491
R3 1.3870 1.3734 1.3427
R2 1.3635 1.3635 1.3405
R1 1.3499 1.3499 1.3384 1.3450
PP 1.3400 1.3400 1.3400 1.3376
S1 1.3264 1.3264 1.3340 1.3215
S2 1.3165 1.3165 1.3319
S3 1.2930 1.3029 1.3297
S4 1.2695 1.2794 1.3233
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3470 1.3302 0.0168 1.2% 0.0063 0.5% 94% True False 21
10 1.3537 1.3302 0.0235 1.7% 0.0059 0.4% 67% False False 15
20 1.3820 1.3302 0.0518 3.8% 0.0052 0.4% 31% False False 14
40 1.3820 1.3302 0.0518 3.8% 0.0035 0.3% 31% False False 9
60 1.3820 1.3131 0.0689 5.1% 0.0031 0.2% 48% False False 6
Crabel Price Patterns
NR True
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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3623
2.618 1.3564
1.618 1.3528
1.000 1.3506
0.618 1.3492
HIGH 1.3470
0.618 1.3456
0.500 1.3452
0.382 1.3448
LOW 1.3434
0.618 1.3412
1.000 1.3398
1.618 1.3376
2.618 1.3340
4.250 1.3281
Fisher Pivots for day following 14-Nov-2013
Pivot 1 day 3 day
R1 1.3457 1.3451
PP 1.3455 1.3442
S1 1.3452 1.3433

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

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