CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 15-Oct-2014
Day Change Summary
Previous Current
14-Oct-2014 15-Oct-2014 Change Change % Previous Week
Open 1.2740 1.2655 -0.0085 -0.7% 1.2554
High 1.2740 1.2865 0.0125 1.0% 1.2800
Low 1.2666 1.2655 -0.0011 -0.1% 1.2554
Close 1.2671 1.2799 0.0128 1.0% 1.2637
Range 0.0074 0.0210 0.0136 183.8% 0.0246
ATR 0.0087 0.0096 0.0009 10.1% 0.0000
Volume 38 54 16 42.1% 316
Daily Pivots for day following 15-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.3403 1.3311 1.2915
R3 1.3193 1.3101 1.2857
R2 1.2983 1.2983 1.2838
R1 1.2891 1.2891 1.2818 1.2937
PP 1.2773 1.2773 1.2773 1.2796
S1 1.2681 1.2681 1.2780 1.2727
S2 1.2563 1.2563 1.2761
S3 1.2353 1.2471 1.2741
S4 1.2143 1.2261 1.2684
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 1.2865 1.2632 0.0233 1.8% 0.0120 0.9% 72% True False 44
10 1.2865 1.2528 0.0337 2.6% 0.0120 0.9% 80% True False 53
20 1.2952 1.2528 0.0424 3.3% 0.0091 0.7% 64% False False 52
40 1.3306 1.2528 0.0778 6.1% 0.0069 0.5% 35% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 1.3758
2.618 1.3415
1.618 1.3205
1.000 1.3075
0.618 1.2995
HIGH 1.2865
0.618 1.2785
0.500 1.2760
0.382 1.2735
LOW 1.2655
0.618 1.2525
1.000 1.2445
1.618 1.2315
2.618 1.2105
4.250 1.1763
Fisher Pivots for day following 15-Oct-2014
Pivot 1 day 3 day
R1 1.2786 1.2786
PP 1.2773 1.2773
S1 1.2760 1.2760

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

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