CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 17-Oct-2014
Day Change Summary
Previous Current
16-Oct-2014 17-Oct-2014 Change Change % Previous Week
Open 1.2840 1.2770 -0.0070 -0.5% 1.2670
High 1.2850 1.2800 -0.0050 -0.4% 1.2865
Low 1.2755 1.2770 0.0015 0.1% 1.2655
Close 1.2824 1.2797 -0.0027 -0.2% 1.2797
Range 0.0095 0.0030 -0.0065 -68.4% 0.0210
ATR 0.0096 0.0093 -0.0003 -3.1% 0.0000
Volume 78 32 -46 -59.0% 225
Daily Pivots for day following 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.2879 1.2868 1.2814
R3 1.2849 1.2838 1.2805
R2 1.2819 1.2819 1.2803
R1 1.2808 1.2808 1.2800 1.2814
PP 1.2789 1.2789 1.2789 1.2792
S1 1.2778 1.2778 1.2794 1.2784
S2 1.2759 1.2759 1.2792
S3 1.2729 1.2748 1.2789
S4 1.2699 1.2718 1.2781
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.3402 1.3310 1.2913
R3 1.3192 1.3100 1.2855
R2 1.2982 1.2982 1.2836
R1 1.2890 1.2890 1.2816 1.2936
PP 1.2772 1.2772 1.2772 1.2796
S1 1.2680 1.2680 1.2778 1.2726
S2 1.2562 1.2562 1.2759
S3 1.2352 1.2470 1.2739
S4 1.2142 1.2260 1.2682
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2865 1.2655 0.0210 1.6% 0.0105 0.8% 68% False False 45
10 1.2865 1.2554 0.0311 2.4% 0.0109 0.9% 78% False False 54
20 1.2903 1.2528 0.0375 2.9% 0.0089 0.7% 72% False False 54
40 1.3299 1.2528 0.0771 6.0% 0.0071 0.6% 35% False False 33
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 0.0010
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.2928
2.618 1.2879
1.618 1.2849
1.000 1.2830
0.618 1.2819
HIGH 1.2800
0.618 1.2789
0.500 1.2785
0.382 1.2781
LOW 1.2770
0.618 1.2751
1.000 1.2740
1.618 1.2721
2.618 1.2691
4.250 1.2643
Fisher Pivots for day following 17-Oct-2014
Pivot 1 day 3 day
R1 1.2793 1.2785
PP 1.2789 1.2772
S1 1.2785 1.2760

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

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