CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 18-Sep-2014
Day Change Summary
Previous Current
17-Sep-2014 18-Sep-2014 Change Change % Previous Week
Open 1.2995 1.2873 -0.0122 -0.9% 1.2990
High 1.3010 1.2952 -0.0058 -0.4% 1.3010
Low 1.2910 1.2870 -0.0040 -0.3% 1.2906
Close 1.2950 1.2948 -0.0002 0.0% 1.2984
Range 0.0100 0.0082 -0.0018 -18.0% 0.0104
ATR 0.0052 0.0054 0.0002 4.2% 0.0000
Volume 7 33 26 371.4% 79
Daily Pivots for day following 18-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.3169 1.3141 1.2993
R3 1.3087 1.3059 1.2971
R2 1.3005 1.3005 1.2963
R1 1.2977 1.2977 1.2956 1.2991
PP 1.2923 1.2923 1.2923 1.2931
S1 1.2895 1.2895 1.2940 1.2909
S2 1.2841 1.2841 1.2933
S3 1.2759 1.2813 1.2925
S4 1.2677 1.2731 1.2903
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.3279 1.3235 1.3041
R3 1.3175 1.3131 1.3013
R2 1.3071 1.3071 1.3003
R1 1.3027 1.3027 1.2994 1.2997
PP 1.2967 1.2967 1.2967 1.2952
S1 1.2923 1.2923 1.2974 1.2893
S2 1.2863 1.2863 1.2965
S3 1.2759 1.2819 1.2955
S4 1.2655 1.2715 1.2927
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3029 1.2870 0.0159 1.2% 0.0059 0.5% 49% False True 17
10 1.3029 1.2870 0.0159 1.2% 0.0057 0.4% 49% False True 16
20 1.3306 1.2870 0.0436 3.4% 0.0051 0.4% 18% False True 11
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3301
2.618 1.3167
1.618 1.3085
1.000 1.3034
0.618 1.3003
HIGH 1.2952
0.618 1.2921
0.500 1.2911
0.382 1.2901
LOW 1.2870
0.618 1.2819
1.000 1.2788
1.618 1.2737
2.618 1.2655
4.250 1.2522
Fisher Pivots for day following 18-Sep-2014
Pivot 1 day 3 day
R1 1.2936 1.2950
PP 1.2923 1.2949
S1 1.2911 1.2949

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

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