CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 08-Oct-2014
Day Change Summary
Previous Current
07-Oct-2014 08-Oct-2014 Change Change % Previous Week
Open 1.2662 1.2658 -0.0004 0.0% 1.2697
High 1.2703 1.2771 0.0068 0.5% 1.2735
Low 1.2596 1.2651 0.0055 0.4% 1.2528
Close 1.2691 1.2759 0.0068 0.5% 1.2537
Range 0.0107 0.0120 0.0013 12.1% 0.0207
ATR 0.0078 0.0081 0.0003 3.8% 0.0000
Volume 35 51 16 45.7% 358
Daily Pivots for day following 08-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.3087 1.3043 1.2825
R3 1.2967 1.2923 1.2792
R2 1.2847 1.2847 1.2781
R1 1.2803 1.2803 1.2770 1.2825
PP 1.2727 1.2727 1.2727 1.2738
S1 1.2683 1.2683 1.2748 1.2705
S2 1.2607 1.2607 1.2737
S3 1.2487 1.2563 1.2726
S4 1.2367 1.2443 1.2693
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 1.2771 1.2528 0.0243 1.9% 0.0120 0.9% 95% True False 63
10 1.2801 1.2528 0.0273 2.1% 0.0093 0.7% 85% False False 71
20 1.3029 1.2528 0.0501 3.9% 0.0073 0.6% 46% False False 44
40 1.3430 1.2528 0.0902 7.1% 0.0055 0.4% 26% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3281
2.618 1.3085
1.618 1.2965
1.000 1.2891
0.618 1.2845
HIGH 1.2771
0.618 1.2725
0.500 1.2711
0.382 1.2697
LOW 1.2651
0.618 1.2577
1.000 1.2531
1.618 1.2457
2.618 1.2337
4.250 1.2141
Fisher Pivots for day following 08-Oct-2014
Pivot 1 day 3 day
R1 1.2743 1.2727
PP 1.2727 1.2695
S1 1.2711 1.2663

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

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