CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 15-Nov-2013
Day Change Summary
Previous Current
14-Nov-2013 15-Nov-2013 Change Change % Previous Week
Open 1.3465 1.3467 0.0002 0.0% 1.3410
High 1.3470 1.3501 0.0031 0.2% 1.3501
Low 1.3434 1.3467 0.0033 0.2% 1.3396
Close 1.3460 1.3495 0.0035 0.3% 1.3495
Range 0.0036 0.0034 -0.0002 -5.6% 0.0105
ATR 0.0067 0.0065 -0.0002 -2.7% 0.0000
Volume 14 11 -3 -21.4% 61
Daily Pivots for day following 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3590 1.3576 1.3514
R3 1.3556 1.3542 1.3504
R2 1.3522 1.3522 1.3501
R1 1.3508 1.3508 1.3498 1.3515
PP 1.3488 1.3488 1.3488 1.3491
S1 1.3474 1.3474 1.3492 1.3481
S2 1.3454 1.3454 1.3489
S3 1.3420 1.3440 1.3486
S4 1.3386 1.3406 1.3476
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3779 1.3742 1.3553
R3 1.3674 1.3637 1.3524
R2 1.3569 1.3569 1.3514
R1 1.3532 1.3532 1.3505 1.3551
PP 1.3464 1.3464 1.3464 1.3473
S1 1.3427 1.3427 1.3485 1.3446
S2 1.3359 1.3359 1.3476
S3 1.3254 1.3322 1.3466
S4 1.3149 1.3217 1.3437
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3501 1.3396 0.0105 0.8% 0.0040 0.3% 94% True False 12
10 1.3537 1.3302 0.0235 1.7% 0.0061 0.4% 82% False False 14
20 1.3820 1.3302 0.0518 3.8% 0.0052 0.4% 37% False False 14
40 1.3820 1.3302 0.0518 3.8% 0.0036 0.3% 37% False False 9
60 1.3820 1.3131 0.0689 5.1% 0.0031 0.2% 53% False False 7
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3646
2.618 1.3590
1.618 1.3556
1.000 1.3535
0.618 1.3522
HIGH 1.3501
0.618 1.3488
0.500 1.3484
0.382 1.3480
LOW 1.3467
0.618 1.3446
1.000 1.3433
1.618 1.3412
2.618 1.3378
4.250 1.3323
Fisher Pivots for day following 15-Nov-2013
Pivot 1 day 3 day
R1 1.3491 1.3480
PP 1.3488 1.3464
S1 1.3484 1.3449

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

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