CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 30-Sep-2014
Day Change Summary
Previous Current
29-Sep-2014 30-Sep-2014 Change Change % Previous Week
Open 1.2697 1.2712 0.0015 0.1% 1.2886
High 1.2735 1.2712 -0.0023 -0.2% 1.2903
Low 1.2697 1.2605 -0.0092 -0.7% 1.2711
Close 1.2723 1.2658 -0.0065 -0.5% 1.2711
Range 0.0038 0.0107 0.0069 181.6% 0.0192
ATR 0.0055 0.0060 0.0004 8.1% 0.0000
Volume 62 49 -13 -21.0% 192
Daily Pivots for day following 30-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.2979 1.2926 1.2717
R3 1.2872 1.2819 1.2687
R2 1.2765 1.2765 1.2678
R1 1.2712 1.2712 1.2668 1.2685
PP 1.2658 1.2658 1.2658 1.2645
S1 1.2605 1.2605 1.2648 1.2578
S2 1.2551 1.2551 1.2638
S3 1.2444 1.2498 1.2629
S4 1.2337 1.2391 1.2599
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.3351 1.3223 1.2817
R3 1.3159 1.3031 1.2764
R2 1.2967 1.2967 1.2746
R1 1.2839 1.2839 1.2729 1.2807
PP 1.2775 1.2775 1.2775 1.2759
S1 1.2647 1.2647 1.2693 1.2615
S2 1.2583 1.2583 1.2676
S3 1.2391 1.2455 1.2658
S4 1.2199 1.2263 1.2605
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2871 1.2605 0.0266 2.1% 0.0068 0.5% 20% False True 55
10 1.3010 1.2605 0.0405 3.2% 0.0066 0.5% 13% False True 37
20 1.3189 1.2605 0.0584 4.6% 0.0063 0.5% 9% False True 25
40 1.3434 1.2605 0.0829 6.5% 0.0040 0.3% 6% False True 16
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 0.0005
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.3167
2.618 1.2992
1.618 1.2885
1.000 1.2819
0.618 1.2778
HIGH 1.2712
0.618 1.2671
0.500 1.2659
0.382 1.2646
LOW 1.2605
0.618 1.2539
1.000 1.2498
1.618 1.2432
2.618 1.2325
4.250 1.2150
Fisher Pivots for day following 30-Sep-2014
Pivot 1 day 3 day
R1 1.2659 1.2692
PP 1.2658 1.2680
S1 1.2658 1.2669

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

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