CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 01-Oct-2014
Day Change Summary
Previous Current
30-Sep-2014 01-Oct-2014 Change Change % Previous Week
Open 1.2712 1.2641 -0.0071 -0.6% 1.2886
High 1.2712 1.2666 -0.0046 -0.4% 1.2903
Low 1.2605 1.2607 0.0002 0.0% 1.2711
Close 1.2658 1.2636 -0.0022 -0.2% 1.2711
Range 0.0107 0.0059 -0.0048 -44.9% 0.0192
ATR 0.0060 0.0060 0.0000 -0.1% 0.0000
Volume 49 139 90 183.7% 192
Daily Pivots for day following 01-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.2813 1.2784 1.2668
R3 1.2754 1.2725 1.2652
R2 1.2695 1.2695 1.2647
R1 1.2666 1.2666 1.2641 1.2651
PP 1.2636 1.2636 1.2636 1.2629
S1 1.2607 1.2607 1.2631 1.2592
S2 1.2577 1.2577 1.2625
S3 1.2518 1.2548 1.2620
S4 1.2459 1.2489 1.2604
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 1.2801 1.2605 0.0196 1.6% 0.0067 0.5% 16% False False 78
10 1.2952 1.2605 0.0347 2.7% 0.0062 0.5% 9% False False 50
20 1.3155 1.2605 0.0550 4.4% 0.0064 0.5% 6% False False 32
40 1.3434 1.2605 0.0829 6.6% 0.0041 0.3% 4% False False 19
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2917
2.618 1.2820
1.618 1.2761
1.000 1.2725
0.618 1.2702
HIGH 1.2666
0.618 1.2643
0.500 1.2637
0.382 1.2630
LOW 1.2607
0.618 1.2571
1.000 1.2548
1.618 1.2512
2.618 1.2453
4.250 1.2356
Fisher Pivots for day following 01-Oct-2014
Pivot 1 day 3 day
R1 1.2637 1.2670
PP 1.2636 1.2659
S1 1.2636 1.2647

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

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