CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 20-Oct-2014
Day Change Summary
Previous Current
17-Oct-2014 20-Oct-2014 Change Change % Previous Week
Open 1.2770 1.2785 0.0015 0.1% 1.2670
High 1.2800 1.2831 0.0031 0.2% 1.2865
Low 1.2770 1.2765 -0.0005 0.0% 1.2655
Close 1.2797 1.2831 0.0034 0.3% 1.2797
Range 0.0030 0.0066 0.0036 120.0% 0.0210
ATR 0.0093 0.0091 -0.0002 -2.1% 0.0000
Volume 32 13 -19 -59.4% 225
Daily Pivots for day following 20-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.3007 1.2985 1.2867
R3 1.2941 1.2919 1.2849
R2 1.2875 1.2875 1.2843
R1 1.2853 1.2853 1.2837 1.2864
PP 1.2809 1.2809 1.2809 1.2815
S1 1.2787 1.2787 1.2825 1.2798
S2 1.2743 1.2743 1.2819
S3 1.2677 1.2721 1.2813
S4 1.2611 1.2655 1.2795
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% 0.0095 0.7% 84% False False 43
10 1.2865 1.2596 0.0269 2.1% 0.0102 0.8% 87% False False 43
20 1.2903 1.2528 0.0375 2.9% 0.0091 0.7% 81% False False 54
40 1.3240 1.2528 0.0712 5.5% 0.0072 0.6% 43% False False 34
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3112
2.618 1.3004
1.618 1.2938
1.000 1.2897
0.618 1.2872
HIGH 1.2831
0.618 1.2806
0.500 1.2798
0.382 1.2790
LOW 1.2765
0.618 1.2724
1.000 1.2699
1.618 1.2658
2.618 1.2592
4.250 1.2485
Fisher Pivots for day following 20-Oct-2014
Pivot 1 day 3 day
R1 1.2820 1.2822
PP 1.2809 1.2812
S1 1.2798 1.2803

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

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