CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 27-Nov-2013
Day Change Summary
Previous Current
26-Nov-2013 27-Nov-2013 Change Change % Previous Week
Open 1.3528 1.3584 0.0056 0.4% 1.3535
High 1.3579 1.3607 0.0028 0.2% 1.3554
Low 1.3525 1.3569 0.0044 0.3% 1.3405
Close 1.3579 1.3577 -0.0002 0.0% 1.3554
Range 0.0054 0.0038 -0.0016 -29.6% 0.0149
ATR 0.0067 0.0065 -0.0002 -3.1% 0.0000
Volume 28 27 -1 -3.6% 99
Daily Pivots for day following 27-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3698 1.3676 1.3598
R3 1.3660 1.3638 1.3587
R2 1.3622 1.3622 1.3584
R1 1.3600 1.3600 1.3580 1.3592
PP 1.3584 1.3584 1.3584 1.3581
S1 1.3562 1.3562 1.3574 1.3554
S2 1.3546 1.3546 1.3570
S3 1.3508 1.3524 1.3567
S4 1.3470 1.3486 1.3556
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3951 1.3902 1.3636
R3 1.3802 1.3753 1.3595
R2 1.3653 1.3653 1.3581
R1 1.3604 1.3604 1.3568 1.3629
PP 1.3504 1.3504 1.3504 1.3517
S1 1.3455 1.3455 1.3540 1.3480
S2 1.3355 1.3355 1.3527
S3 1.3206 1.3306 1.3513
S4 1.3057 1.3157 1.3472
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3607 1.3405 0.0202 1.5% 0.0058 0.4% 85% True False 32
10 1.3607 1.3405 0.0202 1.5% 0.0054 0.4% 85% True False 21
20 1.3676 1.3302 0.0374 2.8% 0.0059 0.4% 74% False False 18
40 1.3820 1.3302 0.0518 3.8% 0.0045 0.3% 53% False False 13
60 1.3820 1.3131 0.0689 5.1% 0.0038 0.3% 65% False False 9
80 1.3820 1.3131 0.0689 5.1% 0.0029 0.2% 65% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Stretch 0.0005
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3769
2.618 1.3706
1.618 1.3668
1.000 1.3645
0.618 1.3630
HIGH 1.3607
0.618 1.3592
0.500 1.3588
0.382 1.3584
LOW 1.3569
0.618 1.3546
1.000 1.3531
1.618 1.3508
2.618 1.3470
4.250 1.3408
Fisher Pivots for day following 27-Nov-2013
Pivot 1 day 3 day
R1 1.3588 1.3568
PP 1.3584 1.3560
S1 1.3581 1.3551

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

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