CME Euro FX (E) Future June 2015

Trading Metrics calculated at close of trading on 03-Oct-2014

Day Change Summary
	Previous	Current
	02-Oct-2014	03-Oct-2014	Change	Change %	Previous Week
Open	1.2653	1.2688	0.0035	0.3%	1.2697
High	1.2723	1.2688	-0.0035	-0.3%	1.2735
Low	1.2653	1.2528	-0.0125	-1.0%	1.2528
Close	1.2703	1.2537	-0.0166	-1.3%	1.2537
Range	0.0070	0.0160	0.0090	128.6%	0.0207
ATR	0.0062	0.0070	0.0008	13.1%	0.0000
Volume	59	49	-10	-16.9%	358

Daily Pivots for day following 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3064	1.2961	1.2625
R3	1.2904	1.2801	1.2581
R2	1.2744	1.2744	1.2566
R1	1.2641	1.2641	1.2552	1.2613
PP	1.2584	1.2584	1.2584	1.2570
S1	1.2481	1.2481	1.2522	1.2453
S2	1.2424	1.2424	1.2508
S3	1.2264	1.2321	1.2493
S4	1.2104	1.2161	1.2449

Weekly Pivots for week ending 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3221	1.3086	1.2651
R3	1.3014	1.2879	1.2594
R2	1.2807	1.2807	1.2575
R1	1.2672	1.2672	1.2556	1.2636
PP	1.2600	1.2600	1.2600	1.2582
S1	1.2465	1.2465	1.2518	1.2429
S2	1.2393	1.2393	1.2499
S3	1.2186	1.2258	1.2480
S4	1.1979	1.2051	1.2423

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2735	1.2528	0.0207	1.7%	0.0087	0.7%	4%	False	True	71
10	1.2903	1.2528	0.0375	3.0%	0.0069	0.5%	2%	False	True	55
20	1.3029	1.2528	0.0501	4.0%	0.0064	0.5%	2%	False	True	36
40	1.3434	1.2528	0.0906	7.2%	0.0047	0.4%	1%	False	True	21

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	0.0004
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	1.3368
2.618	1.3107
1.618	1.2947
1.000	1.2848
0.618	1.2787
HIGH	1.2688
0.618	1.2627
0.500	1.2608
0.382	1.2589
LOW	1.2528
0.618	1.2429
1.000	1.2368
1.618	1.2269
2.618	1.2109
4.250	1.1848

Fisher Pivots for day following 03-Oct-2014
Pivot	1 day	3 day
R1	1.2608	1.2626
PP	1.2584	1.2596
S1	1.2561	1.2567

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols