CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 14-Oct-2014
Day Change Summary
Previous Current
13-Oct-2014 14-Oct-2014 Change Change % Previous Week
Open 1.2670 1.2740 0.0070 0.6% 1.2554
High 1.2778 1.2740 -0.0038 -0.3% 1.2800
Low 1.2661 1.2666 0.0005 0.0% 1.2554
Close 1.2689 1.2671 -0.0018 -0.1% 1.2637
Range 0.0117 0.0074 -0.0043 -36.8% 0.0246
ATR 0.0088 0.0087 -0.0001 -1.1% 0.0000
Volume 23 38 15 65.2% 316
Daily Pivots for day following 14-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.2914 1.2867 1.2712
R3 1.2840 1.2793 1.2691
R2 1.2766 1.2766 1.2685
R1 1.2719 1.2719 1.2678 1.2706
PP 1.2692 1.2692 1.2692 1.2686
S1 1.2645 1.2645 1.2664 1.2632
S2 1.2618 1.2618 1.2657
S3 1.2544 1.2571 1.2651
S4 1.2470 1.2497 1.2630
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.3402 1.3265 1.2772
R3 1.3156 1.3019 1.2705
R2 1.2910 1.2910 1.2682
R1 1.2773 1.2773 1.2660 1.2842
PP 1.2664 1.2664 1.2664 1.2698
S1 1.2527 1.2527 1.2614 1.2596
S2 1.2418 1.2418 1.2592
S3 1.2172 1.2281 1.2569
S4 1.1926 1.2035 1.2502
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2800 1.2632 0.0168 1.3% 0.0102 0.8% 23% False False 43
10 1.2800 1.2528 0.0272 2.1% 0.0105 0.8% 53% False False 62
20 1.3010 1.2528 0.0482 3.8% 0.0085 0.7% 30% False False 49
40 1.3350 1.2528 0.0822 6.5% 0.0064 0.5% 17% False False 30
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.3055
2.618 1.2934
1.618 1.2860
1.000 1.2814
0.618 1.2786
HIGH 1.2740
0.618 1.2712
0.500 1.2703
0.382 1.2694
LOW 1.2666
0.618 1.2620
1.000 1.2592
1.618 1.2546
2.618 1.2472
4.250 1.2352
Fisher Pivots for day following 14-Oct-2014
Pivot 1 day 3 day
R1 1.2703 1.2705
PP 1.2692 1.2694
S1 1.2682 1.2682

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

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